Root Mean Squared Error

• Definition: RMSE is the square root of MSE, providing an error metric in the same units as the target variable.
  • Interpretation: Lower RMSE values indicate better model performance, and it also emphasizes larger errors due to the squaring process. Easier to interpreted (Interpretability), back to the same scale as the input.
  • Formula: $\text{RMSE}=\sqrt{\text{MSE}}=\sqrt{\frac{1}{n}{\sum }_{i=1}^n(y_i-{\hat{y}}_i{)}^2}$ Limitations:
• RMSE gives extra weight to large errors, which could skew results if there are outliers.