Questions tagged [mae]

Question 1

Hello everyone, I recently ran a mobile phone–based Experience Sampling Method (ESM) study where, over 7 days, participants were prompted 5 times per day (semi-random intervals within wake/sleep ...

Question 2

We have the well known bias-variance tradeoff for MSE of an estimator $\hat f(x)$: $$MSE(\hat f(x)) = \text{bias}(\hat f(x))^2 + \text{Var}(\hat f(x)) + \sigma^2$$ So with this we can explain why, for ...

Question 3

I want to assess predictive power of zero-inflated negative binomial model in Python. My steps are listed as below: Regarding 5-folds cross-validation: Fit multiple Zero-Inflated Negative Binomial (...

Question 4

I'm working on a machine learning problem, and I'm having trouble interpreting different measures of model performance. I have a single dependent variable (proportion change between two treatments, ...

Question 5

Let's assume I have actual numbers (randomly generated) between 1 and 1000. Let's further assume, my prediction model tries to predict the actual numbers. My "forecasting" model is a monkey ...

Question 6

I have following dataframe: ...

Question 7

I am using a random forest regression model to make predictions and leave one out cross validation for my prediction task. I am having a difficult time understanding why my R2 score is negative when ...

Question 8

I am comparing the MAE of LASSO regression of multiple features vs. MAE of linear regression of each individual feature, and I am having trouble understanding why the LASSO MAE can be worse than some ...

Question 9

The minimzer of the MSE $E[(a-X)^2]$ is $a=E(X)$, and the MSE can be decomposed into $E[(a-X)^2] = E[(a-E(X))^2] + Var(X)$. I am wondering whether there exists a similar expression th MAE $E[|a-X|]$ ...

Question 10

I apply 2 different machine learning models in my data, a Multiple Linear Regression and Random Forest. The results were bellow: Why the MAE and RMSE are higher for a higher R-squared? Both models ...

Question 11

Let's say I have two different models of an outcome Y, m1 and m2 and perform some kind of cross-validation. I calculate the RMSE and the MAE on the test set (for the two models) and I want to say ...

Question 12

Just curious to hear any thoughts on weighting over prediction in mean absolute error to minimize the penalty since I'm more interested in under prediction, if that makes sense. Basically, I'm ...

Question 13

I understand in general MSE, RMSE and MAE means average distance between the actual and predicted value, and the lower the MSE, RMSE and MAE, the better the model fits the dataset. I try to understand ...

Question 14

Several articles says that MAE is robust to outliers but MSE is not and MSE can hamper the model if errors are too huge. My question is that MSE and MAE both are error matrices, our priority is to ...

Question 15

I have a longitudinal data set and have fit a number of different regression models [ols, poisson, binomial....and more]. I want to justify the final model selection and assumed one method might be to ...

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Questions tagged [mae]

Evaluating predictive accuracy (MAE) from ordinal outcomes using cumulative link mixed model

How do you decompose MAE into bias and variance components? [duplicate]

Error in fitting Zero inflated negative binomial in Python using cross validation

Machine learning benchmarks: MAE, RMSE, and R-squared

What is an intuitive explanation for why my mean absolute error converges to 66.6%?

Interpret Mean vs. SMAPE results [duplicate]

Can someone help me understand why the MAE, MSE and RMSE scores for my regression model are very low but the R2 is negative?

Why can LASSO MAE be worse than individual feature linear regression MAE?

Equivalent of $E[(a-X)^2] = E[(a-E(X))^2] + Var(X)$ for $E[|a-X|]$ and $med(X)$?

A Higher r-squared always implies a reduction in MAE and RMSE?

Percentage change in RMSE (or MAE) over models

Giving more importance to under prediction (mean absolute error) than over prediction for forecasting

How to interpret MSE, RMSE and MAE

MAE vs MSE for Linear regression

Are MAE and RMSE possible ways of choosing between ols and types of glm?

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