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Linear Regression Cost function in Machine Learning is "error" representation between actual value and model predictions. To minimize the error, we need to minimize the Linear Regression Cost ...

There is vast literature on M-estimation of linear regression parameters. Most of the papers deal with special cases by choosing particular discrepancy functions to be minimized or particular ...

A. A. Walters, Expectations and the Regression Fallacy In Estimating Cost Functions, The Review of Economics and Statistics, Vol. 42, No. 2 (May, 1960), pp. 210-215 ...