Root Mean Squared Error

machine-learning

Definition

Root Mean Squared Error

$$\text{RMSE}(y_1,y_2,\dots ,y_N,{\hat{y}}_1,{\hat{y}}_2,\dots ,{\hat{y}}_N):=\sqrt{\frac{1}{N}\sum _{i=1}^N(y_i-{\hat{y}}_i{)}^2}$$