Sharp Loss Function Exact loss function without gradients for when the residuals are already calculated

Sharp Loss Function Exact loss function without gradients for when the residuals are already calculated

Usage

loss_sharp_res(
  alpha,
  residuals2,
  epsilon2,
  lambda1 = 0,
  lambda2 = 0,
  weight = NULL
)

Arguments

alpha

The vector to calculate loss for

residuals2

The squared error vector: (X %*% alpha - Y)^2

epsilon2

The squared acceptable error

lambda1

The L1 regulariser (default: 0)

lambda2

The L2 regulariser (default: 0)

weight

weight vector (default: NULL)

Value

The loss value