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Root mean square error

taghaddotaghaddo Member Posts: 6 Learner III
edited December 2018 in Help
when I used the performance for my classifier  and select the root mean square error or relative error it gives me a number+/- deviations like 2+/-0.5, where 0.5 comes from? what is the confidence interval to calculate this number(for example with 90% confidence interval centered by the mean value)? please elaborate them more.
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Answers

  • Telcontar120Telcontar120 RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 1,635 Unicorn
    If you are using cross-validation then the +/- indicates the mean performance and the standard deviation of that performance across the k cross validation folds.  However, I would be careful using this to generate confidence intervals (you could spend a long time reading many academics and all their disputes about whether this is theoretically sound or not).
    Brian T.
    Lindon Ventures 
    Data Science Consulting from Certified RapidMiner Experts
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