What Is Root Mean Square Error (RMSE)?

Root Mean Square Error (RMSE)

Root Mean Square Error (RMSE) -- also known as root mean square deviation, RMSD -- is a measure of the average magnitude of error in quantitative data predictions. It can be thought of as the normalized distance between the vector of predicted values and the vector of observed (or actual) values.

Because errors are squared before averaged, this measure gives higher weight to large errors, and therefore useful in cases where you want to penalize models accordingly.

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