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Synonym: Mean Square Deviation (MSD) = Mean Square Error (MSE)
Statistical metric characterizing the model prediction quality ( goodness of fit ) between the datasets of a given variable
and its estimatorLaTeX Math Inline body x
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MSDMSE(x, \hat x) = \frac{1}{n} \sum_{i=1}^n (x_i - \hat x_i)^2 |
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There are many normalized measures of prediction quality which are more comfortable for computations, with Coefficient of determination (R2) being the most popular.
The terms MSD and MSE are used in mathematics and engineering interchangeably.
See also
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Formal science / Mathematics / Statistics / Statistical Metric
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