Merge pull request #11 from DataboyUsen/main

Update _base.py

Author: statmlben

rehline/_base.py

@@ -254,6 +254,7 @@ def _make_loss_rehline_param(loss, X, y):
     The function supports various loss functions, including:
         - 'hinge'
         - 'svm' or 'SVM'
+        - 'mae' or 'MAE' or 'mean absolute error'
         - 'check' or 'quantile' or 'quantile regression' or 'QR'
         - 'sSVM' or 'smooth SVM' or 'smooth hinge'
         - 'TV'
@@ -358,6 +359,14 @@ def _make_loss_rehline_param(loss, X, y):
         V[0] = -(y + loss['epsilon'])
         V[1] =  (y - loss['epsilon'])
 
+    
+    elif (loss['name'] == 'MAE') \
+            or (loss['name'] == 'mae') \
+            or (loss['name'] == 'mean absolute error'):
+        U = np.array([[1.0] * n, [-1.0] * n])
+        V = np.array([-y , y])
+
+    
     else:
         raise Exception("Sorry, ReHLine currently does not support this loss function, \
                         but you can manually set ReHLine params to solve the problem via `ReHLine` class.")
@@ -525,4 +534,4 @@ def _make_penalty_rehline_param(self, penalty=None, X=None):
 #     self.U = U_new
 #     self.V = V_new
 #     self.auto_shape()
-#     return X_fake
+#     return X_fake