Root Mean Square Error

What does RMSE

really mean?
RMSE

Root Mean Square Error (RMSE) is a standard way to measure the error of a model in predicting
quantitative data.

RMSE is generally used for regression models where both the dependent and independent variables are
continuous and comparable

Lower the RMSE better is our model.

RMSE

Root Mean Square Error (RMSE) is a standard way to measure the error of a model in predicting
quantitative data.
What purpose does RMSE solve?
● Serves as a heuristic for training models and helps evaluate trained models for usefulness
or accuracy. Lesser the RMSE, more is the accuracy, hence better the model.
● Value of RMSE of an ideal model is 0, although it is never achieved in practice.
● Value of RMSE keeps on decreasing as we train the model more and more.
● RMSE for test data will always be greater than the RMSE for training data.
RMSE is the square root of the average of squared errors. The effect of each error on RMSD is proportional to the size

of the squared error; thus larger errors have a disproportionately large effect on RMSD. Consequently, RMSD is

sensitive to outliers.

A solution to this problem is another metric called RMSLE (Root Mean Square Log Error)
 RMSE is calculated in a very similar
way to standard deviation.

Similarity of RMSE to
Standard Deviation
RMSE vs Standard Deviation cont…