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L1\u635f\u5931\u6700\u5c0f\u5316\u5b66\u4e60\uff1a\uff08L1\u635f\u5931\u5bf9\u6b8b\u5dee\u589e\u5e45\u52a0\u4ee5\u6291\u5236\u7684\u5b66\u4e60\u7b97\u6cd5\uff09-LA=Least Absolute-\u6700\u5c0f\u7edd\u5bf9\u503c\u504f\u5dee\u5b66\u4e60-----\u597d\u591a\u540d\u5b57<\/p>\n
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Huber(\u6709\u6548\u6027L2\u4e0e\u9c81\u68d2\u6027L1\u7ed3\u5408\u7684\u5b66\u4e60\u65b9\u6cd5\uff09<\/p>\n
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\u597d\u4e86\u4e0a\u9762\u7684\u90e8\u5206\u662f\u8d34\u8fc7\u6765\u7684tukey\u76f8\u5173\u7684\u4e00\u79cd\u770b\u770b\u6709\u6ca1\u6709\u663e\u8457\u53d8\u5316\u7684\u65b9\u6cd5\uff0c\u611f\u89c9\u8fd9\u79cd\u7edf\u8ba1\u5b66\u7684\u65b9\u6cd5\u5f88\u96be\uff0c\u4f46\u662f\u672c\u516c\u5f0f\u91cc\u9762\u6743\u503c\u90e8\u5206\u7684tukey\u5728\u63a5\u4e0b\u6765\u7684\u7ae0\u8282\u4e2d\u4f1a\u8bb2\u5230\uff0c\u6240\u4ee5\u8fd9\u90e8\u5206\u4e0d\u7406\u89e3\u4e5f\u5173\u7cfb\u4e86\u3002<\/p>\n
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\u4e13\u95e8\u8bb2\u89e3HSD\u65b9\u6cd5\u7684\uff1ahttps:\/\/wiki.mbalib.com\/wiki\/HSD%E6%A3%80%E9%AA%8C%E6%B3%95<\/p>\n
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matlab\u6e90\u7801\u4ee5\u53ca\u5b9e\u9a8c\u7684\u8fd0\u884c\u7ed3\u679c\uff1a<\/p>\n
>> rand('state',0);randn('state',0);\nn=10;N=1000;x=linspace(-3,3,n)';X=linspace(-4,4,N)';\ny=x+0.2*randn(n,1);y(4)=-4;\np(:,1)=ones(n,1);p(:,2)=x;t0=p\\y;e=1;\n>> for o=1:1000\nr=abs(p*t0-y); w(:,1)=ones(n,1);w(r>e)=e.\/r(r>e);\nt=(p'*(repmat(w,1,2).*p))\\(p'*(w.*y));\nif norm(t-t0)<0.001,break,end\nt0=t;\nend\n>> P(:,1)=ones(N,1); P(:,2)=X; F=P*t;\n>> figure(1);clf;hold on;axis([-4 4 -4.5 3.5]);\n>> plot(x,y,'bo');\n>> plot(X,F,'g-');<\/code><\/pre>\n<\/p>\n
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