Root mean square error

taghaddo
taghaddo New Altair Community Member
edited November 5 in Community Q&A
when I used the performance for my classifier  and select the root mean square error or relative error it gives me a number+/- deviations like 2+/-0.5, where 0.5 comes from? what is the confidence interval to calculate this number(for example with 90% confidence interval centered by the mean value)? please elaborate them more.
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Answers

  • Telcontar120
    Telcontar120 New Altair Community Member
    If you are using cross-validation then the +/- indicates the mean performance and the standard deviation of that performance across the k cross validation folds.  However, I would be careful using this to generate confidence intervals (you could spend a long time reading many academics and all their disputes about whether this is theoretically sound or not).

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