Building Statistical Models in Python by Huy Hoang Nguyen & Paul N Adams & Stuart J Miller
Author:Huy Hoang Nguyen & Paul N Adams & Stuart J Miller
Language: eng
Format: epub
Publisher: Packt
Published: 2023-10-15T00:00:00+00:00
MSE
The MSE is given by the following formula, where N is the number of samples, y is the response variable, and Ë y is the predicted value of the response variable.
MSE = 1 _ N â i=1 N (y i â Ë y i) 2
In other words, take the differences between the response values and the predicted response values, square the differences, and finally take the mean of the squared differences. A small extension of this metric commonly used is the root mean squared error (RMSE), which is simply the square root of the MSE. The RMSE is used when it is desirable for the metric to have the same units as the response variable.
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