Is there any way to define a loss function in optimization problems?
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Is there any way to define a loss function when setting up an optimization problem using the optimization toolbox?
Main purpose: outlier detection.
Examples for loss functions in other optimization libraries:
- Ceres solver: http://ceres-solver.org/nnls_modeling.html?highlight=loss#lossfunction
- scipy.optimize.least_squares: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.least_squares.html
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Matt J
le 10 Mar 2021
Yes, absolutely. Without a function to optimize, it's not an optimization problem.
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