Mean Squared Error

Topics

• Root Mean Squared Error

$\text{MSE}=\frac{1}{n}\sum _{i=1}^n(y_i-{\hat{y}}_i{)}^2$

• $y_i$ is the value of a data point from the test data
• ${\hat{y}}_i$ is the value of our prediction at $x_i$ according to the model built upon training data