Tech Notes

My notes on Statistics, Big Data, Cloud Computing, Cyber Security

Tag Archives: bias

Model Accuracy

— For Regression setting

Measuring Quality of Fit

For regression, Mean Squared Error (MSE) is the most commonly used measure. The MSE will be small if the predicted responses are very close to the true responses. MSE is usually calculated using training data and used on test data – called the test MSE. So the way to go is to evaluate test MSE, and select the learning method for which the test MSE is the least. Read more of this post

Advertisements