Problem 45851. Least Absolute Deviations (L1-norm) line fit - degree 1

Created by jmac

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{"parts":[{"partUri":"/matlab/document.xml","contentType":"application/vnd.mathworks.matlab.code.document+xml","content":"<?xml version=\"1.0\" encoding=\"UTF-8\"?><w:document xmlns:w=\"http://schemas.openxmlformats.org/wordprocessingml/2006/main\"><w:body><w:p><w:pPr><w:pStyle w:val=\"text\"/><w:jc w:val=\"left\"/></w:pPr><w:r><w:t>Matlab's polyfit function is very handy to find least-squares regression. It minimizes the (L2-norm) of the estimation errors, by solving a linear system.</w:t></w:r><w:r><w:t> </w:t></w:r><w:hyperlink w:docLocation=\"https://www.mathworks.com/help/matlab/ref/polyfit.html\"><w:r><w:t>&lt;https://www.mathworks.com/help/matlab/ref/polyfit.html</w:t></w:r></w:hyperlink><w:r><w:t>&gt;</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/><w:jc w:val=\"left\"/></w:pPr><w:r><w:t>An often overlooked way to deal with these situations is to use Least Absolute Deviations (LAD) line fitting. It minimizes the L1-norm of the residuals, thus it is less sensitive to outliers that fall far away from the underlying model</w:t></w:r><w:r><w:t> </w:t></w:r><w:hyperlink w:docLocation=\"https://en.wikipedia.org/wiki/Least_absolute_deviations\"><w:r><w:t>https://en.wikipedia.org/wiki/Least_absolute_deviations</w:t></w:r></w:hyperlink></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/><w:jc w:val=\"left\"/></w:pPr><w:r><w:t>- - -</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/><w:jc w:val=\"left\"/></w:pPr><w:r><w:t>You are given two vectors X and Y (coordinates of observations on a plane). Return a row vector</w:t></w:r><w:r><w:t> </w:t></w:r><w:r><w:rPr><w:b/></w:rPr><w:t>P = [a, b]</w:t></w:r><w:r><w:t> with the coefficients of the best-fit line, in the L1-norm sense. I.e., find</w:t></w:r><w:r><w:t> </w:t></w:r><w:r><w:rPr><w:b/></w:rPr><w:t>a</w:t></w:r><w:r><w:t> and</w:t></w:r><w:r><w:t> </w:t></w:r><w:r><w:rPr><w:b/></w:rPr><w:t>b</w:t></w:r><w:r><w:t> that minimize</w:t></w:r><w:r><w:t> </w:t></w:r><w:r><w:rPr><w:b/></w:rPr><w:t>sum( abs( Y - a*X - b ) )</w:t></w:r><w:r><w:t> .</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/><w:jc w:val=\"left\"/></w:pPr><w:r><w:t>(compare your results with polyfit on the test suite!)</w:t></w:r></w:p></w:body></w:document>","relationship":null}],"relationships":[{"relationshipType":"http://schemas.mathworks.com/matlab/code/2013/relationships/document","target":"/matlab/document.xml","relationshipId":"rId1"}]}

<div style = "text-align: start; line-height: 20.44px; min-height: 0px; white-space: normal; color: rgb(0, 0, 0); font-family: Menlo, Monaco, Consolas, monospace; font-style: normal; font-size: 14px; font-weight: 400; text-decoration: none solid rgb(0, 0, 0); white-space: normal; "><div style="block-size: 225px; display: block; min-width: 0px; padding-block-start: 0px; padding-top: 0px; perspective-origin: 407px 112.5px; transform-origin: 407px 112.5px; vertical-align: baseline; "><div style="block-size: 42px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 21px; text-align: left; transform-origin: 384px 21px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">Matlab's polyfit function is very handy to find least-squares regression. It minimizes the (L2-norm) of the estimation errors, by solving a linear system.</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><a target='_blank' href = "https://www.mathworks.com/help/matlab/ref/polyfit.html"><span style=""><span style="">&lt;https://www.mathworks.com/help/matlab/ref/polyfit.html</span></span></a><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">&gt;</span></span></div><div style="block-size: 63px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 31.5px; text-align: left; transform-origin: 384px 31.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">An often overlooked way to deal with these situations is to use Least Absolute Deviations (LAD) line fitting. It minimizes the L1-norm of the residuals, thus it is less sensitive to outliers that fall far away from the underlying model</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><a target='_blank' href = "https://en.wikipedia.org/wiki/Least_absolute_deviations"><span style=""><span style="">https://en.wikipedia.org/wiki/Least_absolute_deviations</span></span></a></div><div style="block-size: 21px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 10.5px; text-align: left; transform-origin: 384px 10.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">- - -</span></span></div><div style="block-size: 42px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 21px; text-align: left; transform-origin: 384px 21px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">You are given two vectors X and Y (coordinates of observations on a plane). Return a row vector</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="font-weight: 700; ">P = [a, b]</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> with the coefficients of the best-fit line, in the L1-norm sense. I.e., find</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="font-weight: 700; ">a</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> and</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="font-weight: 700; ">b</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> that minimize</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> </span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="font-weight: 700; ">sum( abs( Y - a*X - b ) )</span></span><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style=""> .</span></span></div><div style="block-size: 21px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 10.5px; text-align: left; transform-origin: 384px 10.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 0px 0px; transform-origin: 0px 0px; "><span style="">(compare your results with polyfit on the test suite!)</span></span></div></div></div>

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Alfonso Nieto-Castanon on 23 Aug 2020

please fix testsuite (e.g. change "polyval(P_lad,X)" to "polyval(P,X)")

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Problem 45851. Least Absolute Deviations (L1-norm) line fit - degree 1

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Problem 45851. Least Absolute Deviations (L1-norm) line fit - degree 1

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