D Cube Analytics Interview Question | Mean Square Error
Question
Why is mean square error a bad measure of model performance? What would you suggest instead?
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Answer ( 1 )
There is no correct value for MSE. Simply put, the lower the value the better, and 0 means the model is perfect. Since there is no correct answer, the MSE’s basic value is in selecting one prediction model over another.
Adjusted R2 is a better option instead
Mean square error very much sensitive to outlier if there are any outliers in the error MSE can’t handle those things so we prefer Median absolute deviation(MAD)