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  2. Mean squared error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_error

    The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled).

  3. Root mean square deviation - Wikipedia

    en.wikipedia.org/wiki/Root_mean_square_deviation

    RMSD is a measure of accuracy, to compare forecasting errors of different models for ... , the formula becomes = = (,,). ... normalized root mean square deviation or ...

  4. Errors and residuals - Wikipedia

    en.wikipedia.org/wiki/Errors_and_residuals

    It is remarkable that the sum of squares of the residuals and the sample mean can be shown to be independent of each other, using, e.g. Basu's theorem.That fact, and the normal and chi-squared distributions given above form the basis of calculations involving the t-statistic:

  5. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    This article's factual accuracy is disputed. Relevant discussion may be found on the talk page . Please help to ensure that disputed statements are reliably sourced .

  6. Brier score - Wikipedia

    en.wikipedia.org/wiki/Brier_score

    in a set of N predictions, the Brier score measures the mean squared difference between: The predicted probability assigned to the possible outcomes for item i; The actual outcome ; Therefore, the lower the Brier score is for a set of predictions, the better the predictions are calibrated. Note that the Brier score, in its most common ...

  7. Mean absolute scaled error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_scaled_error

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  8. Mean absolute error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_error

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  9. Minimum mean square error - Wikipedia

    en.wikipedia.org/wiki/Minimum_mean_square_error

    Standard method like Gauss elimination can be used to solve the matrix equation for .A more numerically stable method is provided by QR decomposition method. Since the matrix is a symmetric positive definite matrix, can be solved twice as fast with the Cholesky decomposition, while for large sparse systems conjugate gradient method is more effective.