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Mean Absolute Error

Source: R/regr_mae.R
mae.Rd

Measure to compare true observed response with predicted response in regression tasks.

Usage

mae(truth, response, sample_weights = NULL, ...)

Arguments

truth

(numeric())
True (observed) values. Must have the same length as response.

response

(numeric())
Predicted response values. Must have the same length as truth.

sample_weights

(numeric())
Vector of non-negative and finite sample weights. Must have the same length as truth. The vector gets automatically normalized to sum to one. Defaults to equal sample weights.

...

(any)
Additional arguments. Currently ignored.

Value

Performance value as numeric(1).

Details

The Mean Absolute Error is defined as $$ \frac{1}{n} \sum_{i=1}^n w_i \left| t_i - r_i \right|, $$ where \(w_i\) are normalized sample weights.

Meta Information

  • Type: "regr"

  • Range: \([0, \infty)\)

  • Minimize: TRUE

  • Required prediction: response

See also

Other Regression Measures: ae(), ape(), bias(), ktau(), linex(), mape(), maxae(), maxse(), medae(), medse(), mse(), msle(), pbias(), pinball(), rae(), rmse(), rmsle(), rrse(), rse(), rsq(), sae(), se(), sle(), smape(), srho(), sse()

Examples

set.seed(1)
truth = 1:10
response = truth + rnorm(10)
mae(truth, response)
#> [1] 0.6497906