Questions tagged [rms]

RMS stands for 'root-mean-square' is a measure of the typical size of a varying quantity. It occurs in the n-denominator form of standard deviation (the RMS deviation from the mean)

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6 views

How to change line's width in calibrate curve with plot() in R? [migrated]

I am trying to plot a calibrate curve with plot() in R, and my code is: ...
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14 views

Bootstrapping a RMSE

I am trying to compute a bootstrapped distribution of the root mean squared errors to 1 of a distribution "A". However, I am not sure how to do this. My approach was to resample the distribution "A" ...
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How to evaluate multiple time series forcasting model?

Hi I have multiple time series forcasting model and I want to evaluate the predictive power of this model. Let's say, we are predicting $A_T$ and $B_T$ by using $A_t,t\in[0,...,T-1]$ and $B_t,t\in[0,.....
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RMSE normalization. Number of bins

I am using RMSE (Root mean squared error) as a measure of goodness of fit. I am fitting a formula to binned data. The number of bins is not fixed: if there are less than 5 data values in a certain bin,...
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25 views

How do I interpret RMSE in layman words? [duplicate]

For example, I am predicting a score that can have value from 0 to 100. The RMSE = 10. How ...
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1answer
35 views

How does the RMSE work?

I am basing my understanding of the Root Mean Squared Error on this answer. From what I understand it averages the error between the target and the prediction. The root and square parts are for ...
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21 views

Positive model bias but negative percent bias; why?

I'm comparing my training data with some predicted values using the Metrics package in R. When running the bias function, R ...
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26 views

Bootstrapped distribution of RMSE

I have two distributions of volume conservation factors (VCF) Generic and Generic Masked that I want to compare. The VCF being optimal if equal to 1, I want to show that one distribution is ...
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What is the distribution(root mean square gamma distribution)

What is the distribution when you sample from the gamma distribution and take the root mean square? Please tell me how to prove
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2 different Root-mean-square error value's average calculation

I have two test data files and i want to calculate the total $RMSE$ value of both the files together. Is it valid if I take the average of the RMSE value came from testA and testB? i.e., $$testA=3, ...
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Curve Fitting Metrics: Mean Percent Difference

I recently discovered my colleague (not a mathematician) was evaluating their experimental regression analyses by reporting the mean percent difference of each estimated output (from their fitted ...
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cwRMSE, ewRMSE calculation for forecast accuracy

I have one year worth of data with three columns: wind power forecast, wind fact power production, wind installed capacity. And this three value is available for each hour of the examined year. I ...
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47 views

Hypothesis testing for RMSE

I want to compare two distributions of values. While the mean value is approximatively the same in both distributions, the RMSE in both with respect to 1 is quite different. With RMSE I mean $\sqrt{(�...
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Why does the RMSE value goes high? [duplicate]

I have been trying to predict the glucose values of patients by using regression algorithms. I used Support Vector Regression (RMSE: 65), Logistic Regression (RMSE: 86), Linear Regression(RMSE: 64) ...
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Calculation of Vector RMSE

I have 2 sets of 2-dimensional vectors, one from observations and one produced by a model. I would like to calculate a statistic similar to the RMSE for these. I believe the correct way of doing this ...
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16 views

Correct application of RMSE and MAE

I have ~ 120 different datasets (different scales, sample size etc) and for each dataset, I predict ONE statistical parameter (doesn't matter what for my question) with different methods. To compare ...
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Proportional Odds model using lrm() outputs real numbers instead of factors

I'm fitting a proportional odds model using the function lrm() in the R package rms. My response variable has 4 classes (1,2,3,4), but after running the model and checking predict(), I end up having ...
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Can I use RMSE as a percentage of error

I'm hoping someone can verify my assumption. I am building a regression model against an outcome variable which is a percentage. After tuning, the model outputs an RMSE estimate which I've looked to ...
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1answer
38 views

What does it mean when MAE improved while RMSE worsened?

I am comparing two models: One is a black box that I cannot understand, the other is a GLM. How can I describe why the differences are like this? Is the GLM performing worse than the blackbox?
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RMSE vs. MAE for comparing HR between two measuring instruments

I am comparing a cheap measuring instrument to an expensive highly accurate measuring instrument. Both instruments measure heart rate in BPM. The cheap device is vulnerable to noise. I need to report ...
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269 views

What is the difference between an RMSE and RMSLE (logarithmic error)?

RMSE vs RMSLE Root Mean Squared Error (RMSE) and Root Mean Squared Logarithmic Error (RMSLE) both are the techniques to find out the difference between the values predicted by the machine learning ...
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1answer
37 views

Assessing loss of different parsimony levels (Cox Model)

I have a Cox Proportional Hazard model with 6 covariates to determine OS. I am now trying to simplify this model by taking some of this covariates down. This is intended for a wide audience so I'm ...
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1answer
78 views

Higher accuracies for larger k at cross validations?

I am fitting an artificial neural network with Python's scitkit-learn. The data source is experimental data from my study. Objective is identifying an optimal ...
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141 views

when should I normalize with $\log(1+x)$ instead of with $\log$?

I've seen people log-normalize data by using the $\log(1+x)$ (np.log1p) method for instance normalizing the price of diamonds in the diamonds dataset using ...
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187 views

AUC or $R^2$/RMSE for binary classification

I am using doing a binary classification to classify things 0 or 1 using a set of features with LightGBM and XGBoost. Both models give AUC scores roughly in the <...
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Comparing differences in RMSE

I tried to search on the web as well as here. Seems like no answer. There was a question previously asked in stack exchange, but it was discussed instead of being answered. I have RMSE from 6 groups. ...
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1answer
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What does the root mean square difference tell me that the mean difference doesn't?

If I have the below data and my difference measure is "actual/extrapolated-1" for the same observation. What does the RMSD tell me that the mean difference doesn't? If I understand the 'mean ...
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1answer
119 views

correlation coefficient in pandas (pearson) [duplicate]

I have divided my data into training and testing, and I am outputting the error metrics on the testing data. This is what I get: ...
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1answer
52 views

$R^2$ of 1 but RMSE > 0

I am running k-fold cross validation on my training data, and then choosing the best set of hyper parameters, re-training on the training data and testing on a new (unseen) testing data. I am getting ...
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58 views

Training of SVM with polynomial kernel with RMSE superior to 1

I am training a SVM with polynomial kernel to do mineral potential modelling. I am using the caret library in R. I created a search grid for the three parameters for the polynomial kernel and used a ...
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514 views

Custom RMSE loss not the same as taking the root of built-in Keras MSE loss [closed]

I have defined a custom RMSE loss function: def rmse(y_pred, y_true): return K.sqrt(K.mean(K.square(y_pred - y_true))) I was evaluating it against the mean ...
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'pspline ' or 'rms' in a Cox model?

I am quite new in the spline subject and I have a question! I am using a Cox model and I was afraid that some of the variables included in the model have a non-linear effect on survival. So I tested ...
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2answers
126 views

outer folds errors in nested cross-validation

I have a time series data that I wish to be able to obtain the general performance of it. For that, I use nested cross-validation with time series flavor as described in this amazing blog. As you ...
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Is it correct to make a conclusion as to whether a model is best for weekly or daily forecasting by comparing the root mean square errors?

I am performing daily and weekly forecasts for 28 days and 4 weeks respectively. Once I have used the same model to obtain the respective forecasts an root mean square errors (RMSE), I will like to ...
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1answer
40 views

RMSE with and without standardizing the output variable

I have a time series data that I would like to be able to forecast. I was trying to standardize the data as my columns are all of different ranges. I have standardized the input variables, but was ...
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236 views

Why Massive Random Spikes of Validation Loss?

My problem is to estimate the length of a straight line in an image, in pixel. My training size is 6000 images, validation is 1000 images. Each image has 200 x 200 pixels. My data is generated using ...
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1answer
68 views

rmse value meaning [duplicate]

rmse = sqrt(mean_squared_error(y_val,y_pre)) print('Val RMSE: %.3f' % rmse) Val RMSE: 1.825 I got this value for RMSE value but not sure what this number ...
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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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1answer
122 views

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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28 views

Straightforward explanation of Theil inequality statistic for curve fitting

I’ve come across a paper (here) that uses a “Thiel inequality statistic” (pages 9 and 10 of the supplementary information) to determine goodness of fit for a model with its training data. I was ...
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1answer
65 views

Parameter not estimating due to singular information matrix and mutually exclusive categories in R

I have some data that has two categorical variables that are somewhat correlated (there is a row and a column of zeros where the levels are mutually exclusive), similar to the tabulation below. ...
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2answers
183 views

“Percentage” alternatives to MAPE

I'm aware of the problems of MAPE as a measurement, and particularly it's uselessness in the event of a time series where 0 is one of the many values of y. The downside to ditching MAPE in favour of ...
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1answer
45 views

How to quantify the fluctuation of an error?

First of all sorry for the bad title, but unfortunately, I can't think of a better one at the moment. Hopefully, that will change when my question is answered. Let's say I have two sets of values: ...
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1answer
74 views

Which metric to use to report regression results: RMSE, R2 or Pearsons Corrrelation?

I'm a bit confused about when to use RMSE, R2 or Pearsons Correlation Coefficient (Rp). I've read some papers that reported RMSE and Rp and didn't even mention R2, but I also found papers reporting ...
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1answer
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What is the correct definition of the root mean square percentage error (RMSPE)?

Göçken et al. define the root mean square percentage error (RMSPE) as \begin{equation} \text{RMSPE} = \sqrt{\frac{100\%}{n} \cdot \sum_{i=1}^n \Delta X^2_{\text{rel},i}} \end{equation} with \begin{...
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Is there something like a Root Mean Square Percentage Error (RMSPE)? Or: What is the name of this error? [duplicate]

\begin{equation} \text{RMSPE} = \sqrt{\frac{1}{n} \cdot \sum_{i=1}^n \Delta X^2_{\text{rel},i}}\cdot 100\% \end{equation} with \begin{equation} \Delta X_{\text{rel},i}=\frac{X_i}{T_i}-1, \end{...
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1answer
757 views

Is there something like a Root Mean Square Relative Error (RMSRE)? Or: What is the name of this error?

\begin{equation} \text{RMSRE} = \sqrt{\frac{1}{n}\cdot\sum_{i=1}^n \Delta X^2_{\text{rel},i}} \end{equation} with \begin{equation} \Delta X_{\text{rel},i} = \frac{X_i}{T_i}-1, \end{equation} where $...
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258 views

Why using RMSE as loss function in logistic regression takes non convex form but doesn't in linear regression? [duplicate]

I am taking this deep learning course from Andrew NG. In the 3rd lecture of 2nd week of the first course, he mentions that we can use RMSE for logistic regression as well but it will take a nonconvex ...
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1answer
222 views

Explain Root Mean Square Error to non-technical audience

My company is in the process of switching equipment from one vendor to another. We measured several metrics from the existing and new equipment and compared the time series. The ideal is to have no ...
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3answers
102 views

Does the RMSE formula have a $k$ in the denominator?

In what circumstances does the RMSE formula have a $k$ in the denominator? StackOverflow's What does RMS stand for? shows this formula for RMSE: $$RMSE=\sqrt{\frac1{n-k}\sum_i(y_i-\hat{y}_i)^2}$$ ...

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