Root-mean-square error (RMSE) or mean absolute error (MAE): when to use them or not

被引:895
作者
Hodson, Timothy O. [1 ]
机构
[1] US Geol Survey, Cent Midwest Water Sci Ctr, Urbana, IL 61801 USA
关键词
PROBABILITY; STATISTICS; HISTORY;
D O I
10.5194/gmd-15-5481-2022
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
The root-mean-squared error (RMSE) and mean absolute error (MAE) are widely used metrics for evaluating models. Yet, there remains enduring confusion over their use, such that a standard practice is to present both, leaving it to the reader to decide which is more relevant. In a recent reprise to the 200-year debate over their use, and give arguments for favoring one metric or the other. However, this comparison can present a false dichotomy. Neither metric is inherently better: RMSE is optimal for normal (Gaussian) errors, and MAE is optimal for Laplacian errors. When errors deviate from these distributions, other metrics are superior.
引用
收藏
页码:5481 / 5487
页数:7
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