健壮性拟合
大概等于Hough变换。
# Sub Quadratic Loss Function
$$L_k(x)=\frac{x^2}{1+|x|^{2-k}}, \quad 0\leq k\leq 2$$$$\lim_{x\to0} L_k(x)=x^2,\quad \lim_{x\to\infty} L_k(x)=x^k$$At $|x|^{2-k}\ll 1$, it is $x^2$. That is $|x|<e^{-C/(2-k)}$, where $C\sim3$. In linear regression, we often use loss function $L_2(x)=x^2/2$ which leads to linear fitting.
# Gain Function
For $k=0$, we can define Gain function $$G(x)=1-L_0(x)=\frac{1}{1+x^2}$$
Consider scaling factor $l$, $$G_l(x)=\frac{1}{1+(x/l)^2}$$
For some parameter $\lambda$, calculate the gain $\Gamma(\lambda)=\sum_i G_l(x_i)$. The optimized gain means best estimation.