2005Unpublished venueRequires access

A New Algorithm for the Least Absolute Deviation Regression Based on the Genetic Algorithm

Zhang Chun-tao

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Abstract

The least absolute deviations are using widely used in engineering because of it's robustness,but the algorithm solving the least absolute deviation is not efficient. Changing the least absolute deviation to the combinatorial optimization,based on it's characters, we use the genetic algorithm to solve the least absolute deviation regression. At last the numerical experimentations show that the Genetic algorithm is efficient.

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What this paper is about

The least absolute deviations are using widely used in engineering because of it's robustness,but the algorithm solving the least absolute deviation is not efficient. Changing the least absolute deviation to the combinatorial optimization,based on it's characters, we use the genetic algorithm to solve the least absolute deviation regression. At last the numerical experimentations show that the Genetic algorithm is efficient.

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Available abstract

The least absolute deviations are using widely used in engineering because of it's robustness,but the algorithm solving the least absolute deviation is not efficient. Changing the least absolute deviation to the combinatorial optimization,based on it's characters, we use the genetic algorithm to solve the least absolute deviation regression. At last the numerical experimentations show that the Genetic algorithm is efficient.

Key concepts: Least absolute deviations, Absolute deviation, Algorithm, Absolute (philosophy), Genetic algorithm, Robustness (evolution), Mean absolute error, Relative standard deviation

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