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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/errors/huber/Huber.md
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| **PineScript** | [huber.pine](huber.pine) |
- Huber Loss is a hybrid loss function that combines the best properties of Mean Squared Error (MSE) and Mean Absolute Error (MAE).
- Parameterized by `period`, `delta` (default 1.345).
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [PseudoHuber](../pseudohuber/PseudoHuber.md), [MAE](../mae/Mae.md) | **Trading note:** Huber loss; robust to outliers — quadratic for small errors, linear for large. Used in ML-based trading models.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Huber Loss is a hybrid loss function that combines the best properties of Mean Squared Error (MSE) and Mean Absolute Error (MAE). For small errors, it behaves quadratically like MSE; for large errors, it behaves linearly like MAE.
@@ -188,4 +186,4 @@ huber.Update(110, 100); // Returns ~12.546
* [MAE](../mae/Mae.md) - Mean Absolute Error (linear everywhere)
* [MSE](../mse/Mse.md) - Mean Squared Error (quadratic everywhere)
* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error
* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error