Irreverent Demystifiers

How to Use the MSE in Data Science

Mean squared error (MSE) for performance evaluation and optimization

Cassie Kozyrkov
7 min readJul 8, 2022

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Let’s talk about a crucial piece that’s subtly missing from most discussions about the mean squared error (MSE): metrics and loss functions are not quite the same thing. You need two separate scoring functions for model performance evaluation and optimization in machine learning. The MSE could be either or neither… that’s up to you.

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Cassie Kozyrkov

Chief Decision Scientist, Google. ❤️ Stats, ML/AI, data, puns, art, theatre, decision science. All views are my own. twitter.com/quaesita