hvx
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Document functions
Maybe write short one liners that tell users what things like berhu, huber, quadform, hmax, hmin do - they are difficult to understand like that. Giving a link to a wikipedia article for further explanation is good too.
hmin
and hmax
are just min
and max
, but named so as not to conflict with the definitions in the Prelude.
huber
is the Huber loss function: quadratic loss for small |x|
, and linear elsewhere.
Described here: https://en.wikipedia.org/wiki/Huber_loss
berhu
is the reverse Huber loss function. Linear loss for small |x|
, and quadratic elsewhere. The name is borrowed from CVX: https://github.com/cvxr/CVX/blob/master/functions/berhu.m
quadform
is the quadratic form: x'*Q*x
for vector x
and matrix Q
, which is convex if Q
is positive definite, but can't be recognized as such in DCP without the quadform
primitive.
If you would like to open a PR to add docstrings for these and others that would be to your liking, I will happily merge it, but I don't really have the time or the will to actively maintain this project.
thanks for the info, that's good enough for me for now. I'll leave the issue open so these may be added as doc strings in the future.