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

Abstract 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.

Standort
Deutsche Nationalbibliothek Frankfurt am Main
Umfang
Online-Ressource
Sprache
Englisch

Erschienen in
Root-mean-square error (RMSE) or mean absolute error (MAE): when to use them or not ; volume:15 ; number:14 ; year:2022 ; pages:5481-5487 ; extent:7
Geoscientific model development ; 15, Heft 14 (2022), 5481-5487 (gesamt 7)

Urheber
Hodson, Timothy O.

DOI
10.5194/gmd-15-5481-2022
URN
urn:nbn:de:101:1-2022072105164636940143
Rechteinformation
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Letzte Aktualisierung
15.08.2025, 07:37 MESZ

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Beteiligte

  • Hodson, Timothy O.

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