Regression Model Test Metrics
The Test Metrics tab displays the following metrics for a regression model:
- Mean Absolute Error
- Mean Actual Value
- Mean Predicted Value
- Root Mean Square
The Root Mean Square Error and the Mean Absolute Error are commonly used
statistics for evaluating the overall quality of a regression model:
- The Root Mean Square Error is the square root of the average squared
distance of a data point from the fitted line.
- The Mean Absolute Error is the average of the absolute value of the residuals
(error). The Mean Absolute Error is very similar to the Root Mean Square Error but is less sensitive to large errors.
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