0
$\begingroup$

Suppose I am using two different methods to perform regression, such as ARIMA (1) and a Neural Network (2), and I am using the RMSE and MAE metrics to measure accuracy. For method (1), I do not normalize the data, while for method (2) I do.

When I compute the accuracy metrics, will these be scaled differently, due to normalization? If so, do they need to be scaled back?

Thanks in advance.

$\endgroup$
0
$\begingroup$

Ideally, RMSE and MAE is measured in the same units of your target variable. If the normalisation has effect in your prediction ie Improves/deteriorate this might affect the RMSE and MAE scores but not the way it is scaled. Hope this answers your question.

$\endgroup$
1
  • $\begingroup$ Great thanks :) $\endgroup$ – user9927059 Feb 19 at 19:13

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.