Root-mean-square error (RMSE) or mean absolute error (MAE): when to use them or not

2022 Geoscientific model development 1,308 citations

Abstract

Abstract. The root-mean-squared error (RMSE) and mean absolute error (MAE) are widely used metrics for evaluating models. Yet, there remains enduring confusion over their use, such that a standard practice is to present both, leaving it to the reader to decide which is more relevant. In a recent reprise to the 200-year debate over their use, Willmott and Matsuura (2005) and Chai and Draxler (2014) give arguments for favoring one metric or the other. However, this comparison can present a false dichotomy. Neither metric is inherently better: RMSE is optimal for normal (Gaussian) errors, and MAE is optimal for Laplacian errors. When errors deviate from these distributions, other metrics are superior.

Keywords

Mean squared errorMean absolute errorMathematicsStatisticsMetric (unit)ConfusionGaussianMean squarePsychology

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Year
2022
Type
article
Volume
15
Issue
14
Pages
5481-5487
Citations
1308
Access
Closed

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Timothy Hodson (2022). Root-mean-square error (RMSE) or mean absolute error (MAE): when to use them or not. Geoscientific model development , 15 (14) , 5481-5487. https://doi.org/10.5194/gmd-15-5481-2022

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DOI
10.5194/gmd-15-5481-2022