Question: Estimating equations for L1 loss 4. (10 points) In lecture, we derived the estimating equations for SLR, which we obtained by differentiating the mean squared


Estimating equations for L1 loss 4. (10 points) In lecture, we derived the estimating equations for SLR, which we obtained by differentiating the mean squared error with respect to a and b. Now, suppose that we choose the same model, y = a + bxi, but we minimize the LI loss instead. That is, we minimize the mean absolute error, defined as MAE(a, b) = n Elyi - a - bail. (a) (2 points) Show that the partial derivatives of lyi - a - bx;| with respect to a and b are a da -yi - a - bxil = -sgn(yi - a - bxi) ab yi - a - bxil = -xi . sgn(yi - a - bxi), and undefined if yi - a + bxi, where sgn is the sign function defined by +1 if z > 0 sgn (z = -1 if z
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