Berhu penalty
= Berhu penalty
{c}
= Reverse-Huber penalty
{c}
{synonym}
The Berhu, or reverse-Huber, penalty with threshold $\delta>0$ is
$$
\rho_\delta(t)=
\begin{cases}
|t|,&|t|\leq\delta,\\
(t^2+\delta^2)/(2\delta),&|t|>\delta.
\end{cases}
$$
It behaves like the <absolute value> near zero and quadratically for large coefficients.