Robust Regression with Huber Loss - Clearly Explained

Linear regression doesn't perform when you have outliers in data. Let's understand clearly why this is so and how Robust regression overcomes this problem mathematically.
Let's understand it step by step.
0:00 Introduction to Robust Regression
0:33 How outliers impact the line of best fit - example
3:35 Huber Loss Formula
5:00 How Huber Loss solves the outlier problem
6:30 Hyper parameter for Robust Regression
7:11 Robust Regression in Scikit-Learn
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Пікірлер: 6

  • @machinelearningplus
    @machinelearningplusАй бұрын

    I teach complete ML Mastery Roadmap (self paced courses) to master Data Science from scratch: edu.machinelearningplus.com/s/pages/ds-career-path

  • @himanshuranjan1339
    @himanshuranjan13392 ай бұрын

    Nice Explanation dude. Really helped a lot.

  • @nehapant1027
    @nehapant10274 ай бұрын

    Thank you for the explanation.

  • @machinelearningplus

    @machinelearningplus

    4 ай бұрын

    Welcome :)

  • @hlobert1
    @hlobert17 ай бұрын

    Thank you for the video and the great explanation. Can you provide as well the package/function that does the Huber loss in R? Tks

  • @machinelearningplus

    @machinelearningplus

    7 ай бұрын

    The rlm() function in MASS package should do the job