scikit-learn: How to calculate root-mean-square error (RMSE) in percentage?
Your implementation of calculate_mape
is not working because you are expecting the check_arrays
function, which was removed in sklearn 0.16
. check_array
is not what you want.
This StackOverflow answer gives a working implementation.
Mean Square Error (MSE) Root Mean Square Error (RMSE)
Mean Squared Error:
So for example let's assume you have three datapoints:In statistics, the mean squared error (MSE) or mean squared deviation
(MSD) of an estimator (of a procedure for estimating an unobserved
quantity) measures the average of the squares of the errors.
Price Predicted
1900 2000
2000 2000
2100 2000
Then the MSE is: 1/3 * ((-100)*(-100)+ (0)*(0) + (100)*(100)) = 1/3 * (20000) = 6000
The perfect one would be 0, but this you will probably not reach. You have to interpret it in comparison with your actual value range.
The RMSE in this case would be: SQRT(6000) = 77,..
This is more intepretable, that means on average you are 77 away from your prediction, which makes sense if you see the three results
How to calculate RMSE without numpy?
Here is how I would do it:
pred = [4, 25, 0.75, 11]
observed = [3, 21, -1.25, 13]
error = [(p - o) for p, o in zip(pred, observed)]
square_error = [e**2 for e in error]
mean_square_error = sum(square_error)/len(square_error)
root_mean_square_error = mean_square_error**0.5
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