How to Use the MSE in Data Science
Mean squared error (MSE) for performance evaluation and optimization
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.
In a previous article, I explained this at a high level, but I didn’t give you concrete examples. In…