Algorithm

Mean Squared Error

Description

MSE measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. It penalizes larger errors more severely than smaller ones.

$$ \text{MSE} = \frac{1}{n} \sum_{i=1}^{n} (y_i - \hat{y}_i)^2 $$

Use Cases

Regression Loss Function