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ucalyptus/FAQ.md

Created July 10, 2019 11:02
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Some questions I believe I should have their answers documented.
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FAQ.md

Which is better rMSE or MAE?

This depends on your loss function. In many circumstances it makes sense to give more weight to points further away from the mean--that is, being off by 10 is more than twice as bad as being off by 5. In such cases RMSE is a more appropriate measure of error. If being off by ten is just twice as bad as being off by 5, then MAE is more appropriate. In any case, it doesn't make sense to compare RMSE and MAE to each other

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