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L1 for the simple linear regression model |
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| Authors: | Ha Sik Sunwoo Byung Chun Kim |
| Institution: | Korea Advanced Institute of Science and Technology , Seoul, Korea |
| Abstract: | By modifying the direct method to solve the overdetermined linear system we are able to present an algorithm for L1 estimation which appears to be superior computationally to any other known algorithm for the simple linear regression problem. |
| Keywords: | L1 estimation least absolute values linear regression direct descent method |