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Operations research, linear programming, control theory, systems theory, optimal control, game theory
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Computationally efficient solution for the measure of central tendency minimizing Lp loss fo...
We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$
For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of the …