Root-mean-square error (RMSE) or mean absolute error (MAE): When to use them or not

Geoscientific Model Development
By:

Links

Abstract

The root-mean-squared error (RMSE) and mean absolute error (MAE) are widely used metrics for evaluating models. Yet, there remains enduring confusion over their use, such that a standard practice is to present both, leaving it to the reader to decide which is more relevant. In a recent reprise to the 200-year debate over their use, Willmott and Matsuura (2005) and Chai and Draxler (2014) give arguments for favoring one metric or the other. However, this comparison can present a false dichotomy. Neither metric is inherently better: RMSE is optimal for normal (Gaussian) errors, and MAE is optimal for Laplacian errors. When errors deviate from these distributions, other metrics are superior.

Publication type Article
Publication Subtype Journal Article
Title Root-mean-square error (RMSE) or mean absolute error (MAE): When to use them or not
Series title Geoscientific Model Development
DOI 10.5194/gmd-15-5481-2022
Volume 15
Year Published 2022
Language English
Publisher European Geosciences Union
Contributing office(s) Central Midwest Water Science Center
Description 7 p.
First page 5481
Last page 5487
Google Analytic Metrics Metrics page
Additional publication details