2013年8月2日 星期五

MAE與RMSE的主要區別



RMSE >= MAE


The MAE and the RMSE can be used together to diagnose the variation in the errors in a set of forecasts. The RMSE will always be larger or equal to the MAE; the greater difference between them, the greater the variancein the individual errors in the sample. If the RMSE=MAE, then all the errors are of the same magnitude

Both the MAE and RMSE can range from 0 to ∞. They are negatively-oriented scores: Lower values are better.


沒有留言:

張貼留言