L1 vs. L2 Regression
Data Science
Robust Regression
Outliers
L1 Regression
L2 Regression
Linear Regression
Drag the outlier severity slider (in either direction) to see the two fits diverge. L2 minimizes \(\sum_i (y_i - \hat y_i)^2\); L1 minimizes \(\sum_i |y_i - \hat y_i|\).…