Huber-class {CVXR} | R Documentation |
The Huber class.
Description
This class represents the elementwise Huber function, Huber(x, M = 1)
2M|x|-M^2
for
|x| \geq |M|
|x|^2
for
|x| \leq |M|.
Usage
Huber(x, M = 1)
## S4 method for signature 'Huber'
to_numeric(object, values)
## S4 method for signature 'Huber'
sign_from_args(object)
## S4 method for signature 'Huber'
is_atom_convex(object)
## S4 method for signature 'Huber'
is_atom_concave(object)
## S4 method for signature 'Huber'
is_incr(object, idx)
## S4 method for signature 'Huber'
is_decr(object, idx)
## S4 method for signature 'Huber'
is_quadratic(object)
## S4 method for signature 'Huber'
get_data(object)
## S4 method for signature 'Huber'
validate_args(object)
## S4 method for signature 'Huber'
.grad(object, values)
Arguments
x |
An Expression object. |
M |
A positive scalar value representing the threshold. Defaults to 1. |
object |
A Huber object. |
values |
A list of numeric values for the arguments |
idx |
An index into the atom. |
Methods (by generic)
-
to_numeric(Huber)
: The Huber function evaluted elementwise on the input value. -
sign_from_args(Huber)
: The atom is positive. -
is_atom_convex(Huber)
: The atom is convex. -
is_atom_concave(Huber)
: The atom is not concave. -
is_incr(Huber)
: A logical value indicating whether the atom is weakly increasing. -
is_decr(Huber)
: A logical value indicating whether the atom is weakly decreasing. -
is_quadratic(Huber)
: The atom is quadratic ifx
is affine. -
get_data(Huber)
: A list containing the parameterM
. -
validate_args(Huber)
: Check thatM
is a non-negative constant. -
.grad(Huber)
: Gives the (sub/super)gradient of the atom w.r.t. each variable
Slots
x
An Expression or numeric constant.
M
A positive scalar value representing the threshold. Defaults to 1.