# Questions tagged [mae]

The Mean Absolute Error (MAE) is a point forecast accuracy measure. In the forecasting literature, Mean Absolute Deviation (MAD) is used interchangeably.

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### Mean absolute error OR root mean squared error?

Why use Root Mean Squared Error (RMSE) instead of Mean Absolute Error (MAE)?? Hi I've been investigating the error generated in a calculation - I initially calculated the error as a Root Mean ...
5k views

### Why does minimizing the MAE lead to forecasting the median and not the mean?

From the Forecasting: Principles and Practice textbook by Rob J Hyndman and George Athanasopoulos, specifically the section on accuracy measurement: A forecast method that minimizes the MAE will ...
2k views

### Can someone give the intuition behind Mean Absolute Error and the Median? [duplicate]

I do not understand the intuition behind why the median is the best estimate if we are going to judge prediction accuracy using the Mean Absolute Error. Let's say you have a random variable $X$ and ...
40k views

### Why use a certain measure of forecast error (e.g. MAD) as opposed to another (e.g. MSE)?

MAD = Mean Absolute Deviation MSE = Mean Squared Error I've seen suggestions from various places that MSE is used despite some undesirable qualities (e.g. http://www.stat.nus.edu.sg/~staxyc/T12.pdf, ...
1k views

### Can RMSE and MAE have the same value?

I am implementing cross validation and calculating error metrics such as RMSE, $R^2$, MAE, MSE, etc. Can RMSE and MAE have the same value?
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### Why not using the R squared to measure forecast accuracy?

Why in literature usually the common accuracy measures like MAD, MSE, RMSE, MAPE ... are used. Why not using the $R^2$ (coefficient of determination)? I was thinking about the difference: By using ...
8k views

### Mean Absolute Error (MAE) derivative

$MAE=|y_{pred} - y_{true}|$ $\dfrac{dMAE}{dy_{pred}} = ?$ I'm trying to understand how MAE works as a loss function in neural networks using backpropogation. I know it can be used directly in some ...
248 views

### What is the best point forecast for gamma distributed data?

I believe that the values I am forecasting are gamma distributed with shape $k>0$ and scale $\theta>0$. I need a point forecast (i.e., a one-number summary) that minimizes the expected error. ...
463 views

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### Comparison of MAE and Mean to illustrate the error magnitude

I have predicted a time series with positive, zero and negative values. As error measurement I used the Mean Absolute Error (MAE). In order to give the reader of my paper a better understanding ...
586 views

### Mean Absolute Error and Data Distribution

I use a memory-based learning model to predict human scores in a [0, 10] range (quiz results). As a forecast error metric I use Mean Absolute Error. I was wondering what is the relation between MAE ...
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### Measuring forecast accuracy

We're forecasting sales data for one of our clients on a weekly basis. Sales is forecasted for each organizational unit. The sales data is forecasted via different algorithms and/or algorithm ...
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### Error measure that take the time of prediction into account?

I am doing a machine learning project where I'm attempting to predict the arrival times of buses equipped with GPS at bus stops, and I am very new to statistics/data analysis. I am looking for an ...
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### Why does the MAE of my estimation improve substantially when I divide it by 10 (in a very noisy dataset)?

I have an extremely noisy dataset, and I try to minimize the MAE. Apparently, when my linear regression makes its prediction - it has something like -1000 MAE (when compared to the MAE of an all-zero ...
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### Can RMSE be smaller than MAE?

Generally speaking, can RMSE be smaller than MAE? I am calculating RMSE and MAE for my results. In two out of five methods, the RMSE is smaller than MAE. Note that I am using the same data, the same ...
142 views

### Quantile loss 50th is MAE, is it? [duplicate]

I'm not sure the above sentence is true, but I read it here, here and here that quantile loss function percentile 0.5 is MAE(mean absolute error), Is it true(Yes or No)? and How?
317 views

### MSE or MAE absolute and relative performance

I'm comparing different ARMA-GARCH specification out-of-sample in order to understand whether the more "parsimonious" models prescribed by BIC do not perform more poorly than the more "expensive" ones ...
835 views

### MAE has gotten worse but RMSE is better, how should I interpret it?

I am doing some testing in recommender systems with extended epinions dataset, I implemented two models, model A give me RMSE of 0.5387 and MAE of 0.3111 and model B gave me RMSE of 0.5121 and MAE of ...
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### How to check if specific MAE and MSE are feasible given only the real data?

I have as data some real measures, let's say: 1000, 800, 900, 1100, 900 and I have the Mean Absolute Error (MAE) and Mean Squared Error (MSE) 80 and 20000, but I don't know which are the estimated ...
429 views

### Why do I get identical MSE, MAE, DAC from different GARCH specification?

I estimated 5 different garch models using rugarch package as: ...
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### What is mean average error?

I saw that in some articles but I couldn't find any definition. Its unit is in the following form: MAE/mean(MAE)
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### calculating overall error in k-fold cross validation

when using k-fold cross validation i thought the overall error was equal to the mean of errors of each fold. the error being anything from MAE and RMSE to NDCG,F-measure, precision and recall. however ...
842 views

### Does normalisation affect the values of Mean Squared Error, Mean Absolute Percentage Error etc.?

I have a large amount of data, divided into folders and files. Each file has 56 features/columns and around 10,000 rows. The data is normalised (values between -1 and 1) and some of the features have ...
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### huge difference between RMSE and MAE in non-linear regressors

I am building non-linear regression models such as a Random Forest regressor , a KNN regressor or a SVM using a RBF kernel and I decided to use both RMSE and MAE as evaluation metrics. I know that a ...
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### How should i compare this MAE results

I'm in need of help to correctly interpret these results. I am analyzing a time series of crime data. The series has 351,980 events. These are the results of the predictions using a regression model:...
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### Scaling the MAE by the mean of non zero points for intermittent data

I am currently trying to find a way of scaling the MAE for my intermittent data. The data is always greater than 0 and is intermittent, with long periods of zeros. I have read a few papers that ...
72 views

### Error distribution for Huber Regression

For linear regression there's an assumption that error terms come from normal distribution. so that $Y = aX + b + \epsilon$, where $\epsilon$ has normal distribution with mean zero and certain ...
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### a measure for MAE (of a regression)

I'm running a grid search, in order to fine-tune a NN hyper parameters. the question is: the MAE values I get from the trainings are too close. since I have the statistical attributes of the target ...
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### Is there an analog for the coefficient of determination with absolute error?

Typically to measure the predictive power of a model, R^2 is more useful than RMSE because a RMSE score isn't very meaningful without a basis of comparison. If you are using mean absolute error (MAE) ...
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### Relationship between $R^2$ and MAE in forecasting

I have the following linear model based on multivariate timeseries: ...
298 views

### How do I interpret mean absolute error (MAE) or mean absolute percentage error (MAPE) in layman words?

For example, I am predicting a score that can have value from 0 to 100. Lets assume MAPE = 10...
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### Standardised mean absolute error (SMAE) and how to calculate it?

I am using the mean absolute error mean(abs(obs - pred)) as one of the measures assessing the fit of my model. I would also like to have a standardised measure ...
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### Learning Curves using different models

I am running repeated K-fold Cross-Validation on my dataset using different models. My problem is a regression problem and I am counting on the error metric MAE. I do know that some models may behave ...
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### RSME, MAE and prediction interval [closed]

Could someone please clarify, whether it is appropriate to define a prediction interval or an equivalent for an RMSE and MAE measure. If so, could you please suggest how such an interval is defined.
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### MAE and Precision for Collaborative Filtering Recommender Systems

I have got a question concerning Recommender Systems and Evaluation Metrics. I tested a few collaborative filtering recommendation algorithms on dataset containing amazon ratings. Here you can see MAE ...
My intention is to calculate the MAE for different (G)ARCH-models (comparing the one-step-ahead forecast for $\sigma$ with the absolute return that day). The formula for MAE is actually clear, but I'...