Overview#

Mean Squared Error (MSE)

Mean Squared Error Loss function#

Mean Squared Error, or sometimes called L2 Loss, is the most common Loss function in Machine Learning

If YHat is a vector of n predictions, and Y is the vector of observed values of the variable being predicted, then the within-sample MSE of the predictor is computed as

Category#

Artificial Intelligence

More Information#

There might be more information for this subject on one of the following:

• Cost function
• Loss function