在评估模型性能时,我们常用MAE/MAPE/RMSE等指标进行比较,详细定义如下
MAE
meanabsoluteerror(Mae )=1nI=1n(yiyi ) ) (Frac )1) n ) sum_{I=1}^{n}|y_I-) hat{y}
meanabsolutepercentageerror (mape )=1nI=1n(yiyi(yi ) Frac(1({n} ) ) sum_{I=1}^nymdxnfrac{y}
rootmeansquarederror(rmse )=1nI=1n ) yiyi^ )2) sqrt(Frac(1) {n}_sum_{I=1}^n ) y_I-) HR
rootrelativesquarederror(RSE ) (I,t )test (yity ^ it ) ) I,t ) )test (yitm ean ) y )2) frac {frac } hat { y