Linked Questions
51 questions linked to/from Why does minimizing the MAE lead to forecasting the median and not the mean?
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Best Loss Function for Shape Resemblance in Time Series
Basically, predicting future values step by step using past values and some covariates as a feature, using some LSTM, Conv layers from tensorflow. I started by using mean absolute percentage error as ...
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What is the theoretical justification for alternatives to MSE minimisation?
I'm trying to wrap my head around the connection between statistical regression and its probability theoretical justification. In many books on statistics/machine learning, one is introduced to the ...
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Giving more importance to under prediction (mean absolute error) than over prediction for forecasting
Just curious to hear any thoughts on weighting over prediction in mean absolute error to minimize the penalty since I'm more interested in under prediction, if that makes sense. Basically, I'm ...
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How to compare the performance of ARIMA and LSTM for time series forecasting?
I am facing some challenges in comparing LSTM and ARIMA for soma datasets.
I would like to know if there are some general expectations regarding the differences between ARIMA and LSTM regarding how ...
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is Mean Absolute Error (MAE) unique?
Reading this answer as to why minimizing MAE results in median forecasts, I did not fully understand why MAE is not unique!
What is exactly meant by this?
Can someone give a specific example of ...
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Mean logarithmic square error
I have a fallowing problems: I'm training a neural network against some set of output values (regression problem). Those values are between -inf to inf and I can't normalize them, because they come ...
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Practical use of median?
Someone recently asked me the business use of various measures of central tendencies. Although the usage of mean and mode is intuitive and easily seen, I could not think of one intuitive use of median....
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Machine learning benchmarks: MAE, RMSE, and R-squared
I'm working on a machine learning problem, and I'm having trouble interpreting different measures of model performance. I have a single dependent variable (proportion change between two treatments, ...
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How evaluate predictions when for each prediction there are multiple true values?
My case, as it seems to me, should be quite common, yet I cannot find any information.
The situation is as follows: there is a regression model, and for each predicted value, there are multiple true ...
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Using SVM to predict wind speed--how do I calculate the accuracy?
This is my first foray into machine learning, as I usually rely on statistical methods.
In the past I've used SVM and its worked, but this is usually with data that is classification (e.g. iris and ...
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Error measure for 3D-field-comparison - meaning of mean/median
Short Version
I have to compare two vectors of predictions (from different methods) against one vector of measurements to find out which prediction performs better. Note that this is not a ...
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Does quadratic loss find the median of the prior distribution?
Does quadratic loss find the median of the prior distribution?
Someone told me linear loss finds the mean, all-nothing loss function finds the mode of the prior.
user271077
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Why does one interested in modelling the distribution of median of random samples?
I was reading this article which introduce the families of distribution for the median of an random sample. However, the writer did not state the reason why one is interested in modelling the ...
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Calculating error metrics on log10(y) bayesian ridge regression model. Why does model perform better when trained on log10(y)?
I am using scikit learn's Bayesian ridge regression model and am training my model on log10(y), exponentiating (10 ** y_i) my predictions back to their original value, then calculating my error ...
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Compare value with distribution
I have developed a model that returns flight times between two airports e.g. Paris Rome, 115 minutes. I would like to compare this value with the value distribution from real flights e.g. (123, 110, ...
