

The key difference between squared error and absolute error is that squared error punishes large errors to a greater extent than absolute error, as the errors are squared instead of just calculating the difference. But what is the difference between these two calculations? The formula for calculating MSE is: What is the difference between squared error and absolute error?Īs we see from the definitions of MAE and MSE, the key difference between them is that MAE uses the absolute error whilst MSE uses the squared error. It’s therefore useful when working on models where occasional large errors must be minimised. The main draw for using MSE is that it squares the error, which results in large errors being punished or clearly highlighted. MSE is the aggregated mean of these errors, which helps us understand the model performance over the whole dataset. Squared error, also known as L2 loss, is a row level error calculation where the difference between the prediction and the actual is squared. MSE (Mean Squared Error) is the average squared error between actual and predicted values. The formula for calculating MAE is: What is MSE? This is because the value is in the same scale as the target you are predicting for. MAE is a popular metric to use as the error value is easily interpreted.

MAE is the aggregated mean of these errors, which helps us understand the model performance over the whole dataset. MAE (Mean Absolute Error) is the average absolute error between actual and predicted values.Ībsolute error, also known as L1 loss, is a row level error calculation where the non-negative difference between the prediction and the actual is calculated.

Let’s explore this further by looking at their definitions What is MAE? They actually have quite different approaches to measuring the prediction error. MAE and MSE have similar names and the same goal, to measure the error of regression models, but they are not the same. They’re both commonly used, so how do you know which is best for your use case? In this post I explain what they are, their similarities and differences, and help you choose the one which suits your needs. MSE and MAE are machine learning metrics which measure the performance of regression models.
