Question: 1.27 ( ) www Consider the expected loss for regression problems under the Lq loss function given by (1.91). Write down the condition that y(x)
1.27 ( ) www Consider the expected loss for regression problems under the Lq loss function given by (1.91). Write down the condition that y(x) must satisfy in order to minimize E[Lq]. Show that, for q = 1, this solution represents the conditional median, i.e., the function y(x) such that the probability mass for t < y(x) is the same as for t y(x). Also show that the minimum expected Lq loss for q → 0 is given by the conditional mode, i.e., by the function y(x) equal to the value of t that maximizes p(t|x) for each x.
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