3 ms·
Not disagreeing with your points about L1 but I want to point out that you can also do things to make L2 more robust to outliers (and have better empirical perf
by frankc 10y ago
Not disagreeing with your points about L1 but I want to point out that you can also do things to make L2 more robust to outliers (and have better empirical performace), such as winsorizing the data.
- srean 10y agoCorrect. In fact such estimators would typically more efficient than median in many scenarios