2023-07-23

Weiszfeld's Algorithm

https://twitter.com/i/status/1682978849355694082

Weiszfeld's algorithm is an iterative least square method to compute medians (p=1) and, in general, sums of distance to some power p. Using p<2 makes the solution robust to outliers.

weiszfeld_s_algorithm-20230723140335.png

Figure 1: Weiszfeld's Algorithm


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