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- ## Which is better rMSE or MAE?
- This depends on your loss function. In many circumstances it makes sense to give more weight to points further away from the mean--that is,
- being off by 10 is more than twice as bad as being off by 5.
- In such cases RMSE is a more appropriate measure of error.
- If being off by ten is just twice as bad as being off by 5, then MAE is more appropriate.
- In any case, it doesn't make sense to compare RMSE and MAE to each other
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