mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 11:08:05 +00:00
Merge branch 'dev'
This commit is contained in:
@@ -13,9 +13,7 @@
|
||||
| **PineScript** | [pseudohuber.pine](pseudohuber.pine) |
|
||||
|
||||
- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
|
||||
- Parameterized by `period`, `delta` (default 1.0).
|
||||
- Output range: $\geq 0$.
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- **Similar:** [Huber](../huber/Huber.md), [LogCosh](../logcosh/LogCosh.md) | **Trading note:** Smooth approximation to Huber loss; continuously differentiable with tunable delta parameter.
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function. Unlike Huber which has a piecewise definition with a kink at δ, Pseudo-Huber is continuously differentiable everywhere, making it ideal for gradient-based optimization.
|
||||
@@ -191,4 +189,4 @@ Pseudo-Huber produces slightly smaller values but follows the same qualitative b
|
||||
* [Huber](../huber/Huber.md) - Huber Loss (piecewise, with kink)
|
||||
* [LogCosh](../logcosh/LogCosh.md) - Log-Cosh Loss (different smooth approximation)
|
||||
* [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
|
||||
* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
|
||||
* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
|
||||
Reference in New Issue
Block a user