Curve Fitting and Regression with L1 and L2 norms
Автор: Nathan Kutz
Загружено: 2021-02-06
Просмотров: 5016
COURSE PAGE: faculty.washington.edu/kutz/KutzBook/KutzBook.html
This lecture introduces the classic curve fitting problem, but with consideration of L2 and L1 norm penalization. The L1 norm is shown to handle outliers quite well and robustify the fitting.
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