วันจันทร์ที่ 23 กันยายน พ.ศ. 2567

Normalized RMSE & Normalized MAE

To compare model performance across different datasets by scaling the error metrics, you can normalize both RMSE and MAE:

Normalized RMSE:

  • using the mean of data setNRMSE=RMSEy¯ (i.e., Coefficient of Variation of RMSE)

  • using the difference between maximum and minimum in data setNRMSE=RMSEymaxymin,

  • using the standard deviation of data setNRMSE=RMSEσ, or

  • using the interquartile range of data setNRMSE=RMSEQ1Q3, i.e. the difference between 25th and 75th percentile, of observations.


https://www.marinedatascience.co/blog/2019/01/07/normalizing-the-rmse/

Normalized MAE: 
  • aka. Coefficient of Variation of MAE; Coefficient of Variation (CV) =  the ratio of the standard deviation  to the mean 
  • using the mean of data setNRMSE=RMSEy¯