A Comparison of Different Methods for LAD Regression
The least squares method is very sensitive to outliers, one of the simple alternative is the least absolute deviation, i.e. L1 regression, which is less sensitive to outliers, so which is more suitable the small sample and much noise situation. In this paper, the L1 problem of linear model is discussed, the previous work is reviewed systematically, different algorithms is compared, it is proved that the dual forms of different algorithms are the same.
H. Wang, B.J. Zhang, X.Z. Liu, D.Z. Luo, S.B. Zhong
H. J. Chen et al., "A Comparison of Different Methods for LAD Regression", Advanced Materials Research, Vols. 143-144, pp. 1328-1331, 2011