Root mean square error
taghaddo
New Altair Community Member
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
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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).1
