本次分享几个容易混淆的量,分别为:
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RMS:均方根值
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RMSE: 均方根误差
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Standard Deviation: 标准差
下面给出三个量的表达公式:
均方根值
Xrms=i=1NXiNN=X12+X22+...+XN2N"
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position: relative;">Xrms=∑Ni=1XNiN−−−−−−−−√=X21+X22+...+X2NN−−−−−−−−−−−−−−−−√Xrms=∑i=1NXiNN=X12+X22+...+XN2N
均方根误差
RMSE=i=1n(Xobs,iXmodel,i)2n"
role="presentation" style="box-sizing: border-box; outline: 0px;
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position: relative;">RMSE=∑ni=1(Xobs,i−Xmodel,i)2n−−−−−−−−−−−−−−−−−−−√RMSE=∑i=1n(Xobs,i−Xmodel,i)2n
公式理解: 它是观测值与真值偏差的平方和观测次数n" role="presentation" style="box-sizing:
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padding: 0px; margin: 0px; word-break: break-all; position:
relative;">nn比值的平方根,在实际测量中,观测次数n" role="presentation" style="box-sizing:
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padding: 0px; margin: 0px; word-break: break-all; position:
relative;">nn总是有限的,真值只能用最可信赖(最佳)值来代替.方根误差对一组测量中的特大或特小误差反映非常敏感,所以,均方根误差能够很好地反映出测量的精密度。均方根误差,当对某一量进行甚多次的测量时,取这一测量列真误差的均方根差(真误差平方的算术平均值再开方),称为标准偏差,以" role="presentation"
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position: relative;">σσ表示。" role="presentation"
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position: relative;">σσ反映了测量数据偏离真实值的程度," role="presentation"
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position: relative;">σσ越小,表示测量精度越高,因此可用" role="presentation"
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position: relative;">σσ作为评定这一测量过程精度的标准。
标准差:
SD=sumi=1N(XiX)2n"
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position: relative;">SD=sumNi=1(Xi−X¯¯¯¯)2n−−−−−−−−−−−−−−−√SD=sumi=1N(Xi−X¯)2n
理解: 标准差是方差的算术平方根,也称均方差(Mean" role="presentation" style="box-sizing:
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padding: 0px; margin: 0px; word-break: break-all; position:
relative;">MeanMean Square" role="presentation" style="box-sizing:
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relative;">SquareSquare Error" role="presentation" style="box-sizing:
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padding: 0px; margin: 0px; word-break: break-all; position:
relative;">ErrorError),是各数据偏离平均数的距离的平均数,它是离均差平方和平均后的方根,用" role="presentation"
style="box-sizing: border-box; outline: 0px; display: inline;
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position: relative;">σσ表示,标准差能反映一个数据集的离散程度。
在机器学习训练模型时,MSE" role="presentation"
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position: relative;">MSEMSE 是最常用的,用来刻画模型的误差。
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