Chapter 04.02: Measures Regression
In this section we familiarize ourselves with essential performance measures for regression. In particular, mean squared error (MSE), mean absolute error (MAE), and a straightforward generalization of $R^2$ are discussed.
Lecture video
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Quiz
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## Which statements are true?
- [x] The MSE is used in the conventional linear model to find the best parameter estimates.
- [x] On test data, $R^2$ can be smaller than 0 for linear models.
- [x] The MAE is equivalent to $L1$ loss.
- [ ] The MSE is equivalent to $L1$ loss.