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Improve linear_model.rst : error on Huber function (scikit-learn#11384)
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The subscript of the Huber function (H_m) was not relevant:
it was written H_m but the index m was nowhere used later; it should have been epsilon instead.
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josephsalmon authored and agramfort committed Jun 28, 2018
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4 changes: 2 additions & 2 deletions doc/modules/linear_model.rst
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Expand Up @@ -1137,13 +1137,13 @@ The loss function that :class:`HuberRegressor` minimizes is given by

.. math::
\underset{w, \sigma}{\min\,} {\sum_{i=1}^n\left(\sigma + H_m\left(\frac{X_{i}w - y_{i}}{\sigma}\right)\sigma\right) + \alpha {||w||_2}^2}
\underset{w, \sigma}{\min\,} {\sum_{i=1}^n\left(\sigma + H_{\epsilon}\left(\frac{X_{i}w - y_{i}}{\sigma}\right)\sigma\right) + \alpha {||w||_2}^2}
where

.. math::
H_m(z) = \begin{cases}
H_{\epsilon}(z) = \begin{cases}
z^2, & \text {if } |z| < \epsilon, \\
2\epsilon|z| - \epsilon^2, & \text{otherwise}
\end{cases}
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