""" Huber Loss Function Description: Huber loss function describes the penalty incurred by an estimation procedure. It serves as a measure of the model's accuracy in regression tasks. Formula: Huber Loss = if |y_true - y_pred| <= delta then 0.5 * (y_true - y_pred)^2 else delta * |y_true - y_pred| - 0.5 * delta^2 Source: [Wikipedia - Huber Loss](https://en.wikipedia.org/wiki/Huber_loss) """ import numpy as np def huber_loss(y_true: np.ndarray, y_pred: np.ndarray, delta: float) -> float: """ Calculate the mean of Huber Loss. Parameters: - y_true: The true values (ground truth). - y_pred: The predicted values. Returns: - huber_loss: The mean of Huber Loss between y_true and y_pred. Example usage: >>> true_values = np.array([0.9, 10.0, 2.0, 1.0, 5.2]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> np.isclose(huber_loss(true_values, predicted_values, 1.0), 2.102) True >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0, 5.0]) >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) >>> np.isclose(huber_loss(true_labels, predicted_probs, 1.0), 1.80164) True """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") huber_mse = 0.5 * (y_true - y_pred) ** 2 huber_mae = delta * (np.abs(y_true - y_pred) - 0.5 * delta) return np.where(np.abs(y_true - y_pred) <= delta, huber_mse, huber_mae).mean() if __name__ == "__main__": import doctest doctest.testmod()