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Document functions

Open cheater opened this issue 7 years ago • 2 comments

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.

cheater avatar Aug 01 '17 12:08 cheater

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.

chrisnc avatar Aug 03 '17 02:08 chrisnc

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.

cheater avatar Aug 07 '17 08:08 cheater