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1,134 changes: 1,134 additions & 0 deletions doc/source/examples/CustomQR.ipynb

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1,120 changes: 1,120 additions & 0 deletions doc/source/examples/FairSVM_new.ipynb

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1,118 changes: 1,118 additions & 0 deletions doc/source/examples/MonotonicSVM.ipynb

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15 changes: 15 additions & 0 deletions doc/source/tutorials/constraint.rst
Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,7 @@ Constrains the correlation between predictions and sensitive attributes to be wi
:name: fair-gallery

../examples/FairSVM.ipynb
../examples/FaireSVM_new.ipynb

Monotonicity
^^^^^^^^^^^^
Expand All @@ -73,6 +74,13 @@ Increasing: :math:`\beta_i \le \beta_{i+1}`. Decreasing: :math:`\beta_i \ge \bet
# Monotonically decreasing
constraint = [{'name': 'monotonic', 'decreasing': True}]

**Related Example**

.. nblinkgallery::
:name: monotonic-gallery

../examples/MonotonicSVM.ipynb

Custom Constraints
^^^^^^^^^^^^^^^^^^
Define arbitrary linear constraints of the form :math:`A\beta + b \ge 0`.
Expand All @@ -94,6 +102,13 @@ Define arbitrary linear constraints of the form :math:`A\beta + b \ge 0`.

constraint = [{'name': 'custom', 'A': A, 'b': b}]

**Related Example**

.. nblinkgallery::
:name: custom-gallery

../examples/CustomQR.ipynb


References
----------
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49 changes: 49 additions & 0 deletions doc/source/tutorials/loss.rst
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Expand Up @@ -35,6 +35,7 @@ Standard Support Vector Machine loss [1]_.
:name: svm-gallery

../examples/SVM.ipynb
../examples/SVM_new.ipynb

Smooth SVM
^^^^^^^^^^
Expand All @@ -53,6 +54,7 @@ A smoothed version of the Hinge loss (using ReHU) that is differentiable everywh
:name: ssvm-gallery

../examples/SVM.ipynb
../examples/Smooth_SVM_new.ipynb

Squared SVM
^^^^^^^^^^^
Expand All @@ -71,6 +73,19 @@ Squared Hinge loss.
:name: squared-svm-gallery

../examples/SVM.ipynb
../examples/Squared_SVM_new.ipynb


Grid Search for SVM Family
^^^^^^^^^^^^^^^^^^^^^^^^^^
Uses ``GridSearchCV`` to select the optimal loss function among SVM, Smooth SVM, and Squared SVM.

**Related Example**

.. nblinkgallery::
:name: gridsearch-svm-gallery

../examples/GridSearchCV_SVM_losses.ipynb


Regression
Expand All @@ -94,6 +109,7 @@ Minimizes the check loss (pinball loss) for estimating conditional quantiles [2]
:name: qr-gallery

../examples/QR.ipynb
../examples/QR_new.ipynb

Quantile Regression with Epsilon Tolerance
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Expand All @@ -114,6 +130,7 @@ Minimizes the check loss with an epsilon-insensitive zone for robust conditional
:name: qr-eps-gallery

../examples/QR_eps.ipynb
../examples/QR_eps_new.ipynb

Huber Regression
^^^^^^^^^^^^^^^^
Expand All @@ -127,6 +144,13 @@ Robust regression loss that is quadratic for small errors and linear for large e

loss = {'name': 'huber', 'tau': 1.0}

**Related Example**

.. nblinkgallery::
:name: huber-gallery

../examples/Huber_new.ipynb

Support Vector Regression (SVR)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Epsilon-insensitive loss [4]_.
Expand All @@ -145,6 +169,7 @@ Epsilon-insensitive loss [4]_.
:name: svr-gallery

../examples/SVR.ipynb
../examples/SVR_new.ipynb

Mean Absolute Error (MAE)
^^^^^^^^^^^^^^^^^^^^^^^^^
Expand All @@ -157,6 +182,13 @@ L1 loss, robust to outliers.

loss = {'name': 'mae'}

**Related Example**

.. nblinkgallery::
:name: mae-gallery

../examples/MAE_new.ipynb

Mean Squared Error (MSE)
^^^^^^^^^^^^^^^^^^^^^^^^
Standard L2 loss (Least Squares).
Expand All @@ -168,6 +200,23 @@ Standard L2 loss (Least Squares).

loss = {'name': 'mse'}

**Related Example**

.. nblinkgallery::
:name: mse-gallery

../examples/MSE_new.ipynb

Grid Search for Regression Losses
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Uses ``GridSearchCV`` to select the optimal loss function among Huber, MAE, and MSE.

**Related Example**

.. nblinkgallery::
:name: gridsearch-reg-gallery

../examples/GridSearchCV_reg_losses.ipynb

References
----------
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