I made this plot for my M-estimation library, but I think the image nicely showcases how the various loss functions for robust mean/regression penalize the errors (of the 1st deriv of log-L)

no penalty would be a diagonal line with a slope of 1

Show thread
Sign in to participate in the conversation
Qoto Mastodon

QOTO: Question Others to Teach Ourselves
An inclusive, Academic Freedom, instance
All cultures welcome.
Hate speech and harassment strictly forbidden.