  In many metropolitan areas efforts are made to count the homeless to ensure
proper provision of social services. Some areas are very large, which makes
spatial sampling a viable alternative to an enumeration of the entire terrain.
Counts are observed in sampled regions but must be imputed in unvisited areas.
Along with the imputation process, the costs of underestimating and
overestimating may be different. For example, if precise estimation in areas
with large homeless c ounts is critical, then underestimation should be
penalized more than overestimation in the loss function. We analyze data from
the 2004--2005 Los Angeles County homeless study using an augmentation of $L_1$
stochastic gradient boosting that can weight overestimates and underestimates
asymmetrically. We discuss our choice to utilize stochastic gradient boosting
over other function estimation procedures. In-sample fitted and out-of-sample
imputed values, as well as relationships between the response and predictors,
are analyzed for various cost functions. Practical usage and policy
implications of these results are discussed briefly.
