Different loss functions for residuals

[f2020 l_]

Hi,

I am wondering if I can use different loss function for the residuals in the same cost function.

For example, the residual is a 2D vector in the cost function:

residuals[0] = expression_1

residuals[1] = expression_2

What if I want to use different loss function for these two variables?

Huber( residuals[0] )

Tukey( residuals[1] )

Is it possible?

Or I have to write two cost functions separately?

[Sameer Agarwal]

Two different cost functions are needed for that.

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