RMSE (Root Mean Squared Error) Abbreviation

What is RMSE?

RMSE (Root Mean Squared Error) is the square root of the Mean Squared Error, bringing the error back to the original units.

Formula

RMSE = sqrtMSE = sqrt[(1/n) * sum(actual - predicted)^2]

Interpretation

• Same units as target: Interpretable like MAE
• Lower is better: 0 = perfect predictions
• Penalizes large errors: More than MAE

RMSE vs. MAE

• RMSE >= MAE: Always (due to squaring)
• RMSE = MAE: All errors are equal
• RMSE >> MAE: Presence of large errors

Related Terms

• MSE: Mean Squared Error
• MAE: Mean Absolute Error