The concept of an arithmetic mean is quite artificial - there's other ways you could define "average" such as the median.
Also, in my experience, optimising for the average case is often the easier problem to solve.
The concept of an arithmetic mean is quite artificial - there's other ways you could define "average" such as the median.
Also, in my experience, optimising for the average case is often the easier problem to solve.
I'd give some pushback on that. It is the only linear mean, and linearity matters.
More importantly though, it corresponds to the Expected Value. That is, the average of n samples of a distribution f converges to E[f]. In fact, I believe the arithmetic mean is the best unbiased estimator for the expected value of a distribution.
Now, expected values matter because they are the basis of robust decision-making.
* L_0 -> mode
* L_1 -> median
* L_2 -> mean
* L_infinity -> midrange, I think
where roughly L_p(x) = [ sum_i |x-x_i|^p]^(1/p) ]
I wonder where exactly the connection between 'rotation invariance' and 'estimate of the expected value' comes from.
I'm not convinced what a lay-person is interested in solving matters. We're talking about Bellman, who is a mathematician and well known for attacking problems relevant to computer scientists. A lay person would just bring a compass and call it good.