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Geoscientific model development· 2022Q1

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

Timothy Hodson

Short summary

Neither RMSE nor MAE is universally superior; RMSE is optimal for Gaussian errors, while MAE is optimal for Laplacian errors, with other metrics preferred for different error distributions.

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Field: Statistics and Probability

Statistics and ProbabilityMathematics