MSE (Mean Squared Error) Abbreviation

What is MSE?

MSE (Mean Squared Error) measures the average of the squares of the errors-the difference between predicted and actual values.

Formula

MSE = (1/n) * sum(actual - predicted)^2

Interpretation

• Lower is better: 0 = perfect predictions
• Squared units: If predicting age, MSE is in years²
• Penalizes large errors: Big mistakes count more

Advantages

• Mathematically convenient
• Penalizes large errors heavily

Disadvantage

• Not in original units (hard to interpret directly)
• Use RMSE for interpretable version

Related Terms

• MAE: Mean Absolute Error
• RMSE: Square root of MSE