simple question , definition of my check function in MATLAB
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Hi, I am trying to solve the following
my loss function is quantile loss function which defind as :
the below definition (b) is from wikipedia , which I belive the mean quantile loss
I choose , I defind my objective function based on the above loss function definition as follow:
fun = @(w) sum(.05*(max(y - f(w),0))+ (1-.05)* max(-(y - f(w)),0));
Does the way I define my mean quantile loss correct ?