When using cross-validation for model selection, should one look at MSE or MAE. I know that MSE and MAE are related but which is the more appropriate measure?
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1$\begingroup$ stats.stackexchange.com/questions/48267/… <- this might be helpful $\endgroup$– SiddheshMar 17, 2016 at 3:34
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Sorry for re-asking this question. The answer to this question is available in this thread
