Mean Squared Error

Creator
Creator
Seonglae Cho
Created
Created
2023 Mar 27 16:56
Editor
Edited
Edited
2025 Mar 24 15:30

L2, MSE, Quadratic loss

If we assume the error follows a normal distribution, the log likelihood is . Maximizing this leads to the derivation of MSE.
Analogous to assuming normal-distributed errors for deterministic model.
Sensitive to outliers.
 
 
 
 
 
 

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