Novel global harmony search algorithm for least absolute deviation

DOI10.1155/2014/632975MaRDI QIDQ2336607zbMATH OpenOpenAlexWikidataFDO

Authors Longquan Yong

Publication date 19 November 2019

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/632975

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: The method of least absolute deviation (LAD) finds applications in many areas, due to its robustness compared to the least squares regression (LSR) method. LAD is robust in that it is resistant to outliers in the data. This may be helpful in studies where outliers may be ignored. Since LAD is nonsmooth optimization problem, this paper proposed a metaheuristics algorithm named novel global harmony search (NGHS) for solving. Numerical results show that the NGHS method has good convergence property and effective in solving LAD.

Recommendations

• Least absolute deviation support vector regression
• scientific article; zbMATH DE number 3852235
• LAD regression for detecting outliers in response and explanatory variables
• Computational algorithm of least absolute deviation method for determining number of outliers under normality
• A quick algorithm for least absolute deviation estimators

Cites work

• A new meta-heuristic algorithm for continuous engineering optimization: harmony search theory and practice
• A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Asymptotic Theory of Least Absolute Error Regression
• scientific article; zbMATH DE number 6310730 (Why is no real title available?)
• Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
• Least absolute deviations estimation for the censored regression model
• Optimal estimation of executive compensation by linear programming
• Regression Quantiles
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

Cited in

(3)

• An improved harmony search algorithm with differential operators for nonlinear l₁ norm minimization problems
• scientific article; zbMATH DE number 6310730 (Why is no real title available?)
• An iterative approach for deriving and solving an accurate regression equation

Describes a project that uses

Uses Software

• AS 229

This page was built for publication: Novel global harmony search algorithm for least absolute deviation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2336607)