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Find constant minimizing absolute error

Last updated: Apr 21, 2026

Quick Overview

This question evaluates understanding of L1 loss minimization, robust central-tendency estimators, and order-statistics reasoning for point estimation from real-valued samples.

  • easy
  • Citadel
  • Statistics & Math
  • Data Scientist

Find constant minimizing absolute error

Company: Citadel

Role: Data Scientist

Category: Statistics & Math

Difficulty: easy

Interview Round: Technical Screen

You have a dataset of real-valued targets \(y_1, y_2, \dots, y_n\). You want to fit a **constant** predictor (no features): - Prediction: \(\hat y_i = c\) for all \(i\) - Objective (L1 loss): \[ E(c) = \sum_{i=1}^n |y_i - c| \] **Task:** Find the value(s) of \(c\) that minimize \(E(c)\). Describe what happens when \(n\) is odd vs. even, and how to compute \(c\) from the data.

Quick Answer: This question evaluates understanding of L1 loss minimization, robust central-tendency estimators, and order-statistics reasoning for point estimation from real-valued samples.

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Citadel
Feb 10, 2026, 9:14 AM
Data Scientist
Technical Screen
Statistics & Math
6
0
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You have a dataset of real-valued targets y1,y2,…,yny_1, y_2, \dots, y_ny1​,y2​,…,yn​. You want to fit a constant predictor (no features):

  • Prediction: y^i=c\hat y_i = cy^​i​=c for all iii
  • Objective (L1 loss):

E(c)=∑i=1n∣yi−c∣E(c) = \sum_{i=1}^n |y_i - c|E(c)=∑i=1n​∣yi​−c∣

Task: Find the value(s) of ccc that minimize E(c)E(c)E(c). Describe what happens when nnn is odd vs. even, and how to compute ccc from the data.

Solution

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