RMSE#
The Root Mean Squared Error (RMSE) is equivalent to the standard deviation of the error residuals in a regression problem. Since RMSE is just the square root of the MSE, RMSE is also sensitive to outliers because larger errors have a disproportionately large effect on the score.
\[
{\displaystyle \operatorname {RMSE} = {\sqrt{ \frac {1}{n} \sum _{i=1}^{n}(Y_{i}-{\hat {Y_{i}}})^{2}}}}
\]
Note
In order to maintain the convention of maximizing validation scores, this metric outputs the negative of the original score.
Estimator Compatibility: Regressor
Score Range: -∞ to 0
Parameters#
This metric does not have any parameters.
Example#
use Rubix\ML\CrossValidation\Metrics\RMSE;
$metric = new RMSE();