Can someone please help with the derivation of the close form solution for the 1 parameter model when using the MAE cost function? It is the question lecture 3A page 12.
Hello, I don't think there is a closed-form solution when using MAE. Minimizing the MAE cost is done using subgradient descent since it's not differentiable at 0. you can see the solution of lab 2 (theory solutions) or solutions of Problem 2 in final exam 2016
Closed form solution for MAE ost finction
Hello,
Can someone please help with the derivation of the close form solution for the 1 parameter model when using the MAE cost function? It is the question lecture 3A page 12.
Thanks alot
Hello, I don't think there is a closed-form solution when using MAE. Minimizing the MAE cost is done using subgradient descent since it's not differentiable at 0. you can see the solution of lab 2 (theory solutions) or solutions of Problem 2 in final exam 2016
Add comment