Evaluation & Quality
Mean squared error
A prediction-error score that squares each mistake before averaging, making larger mistakes count more.
Example
Large forecast misses contribute disproportionately to the score.
Why people use it
It gives large prediction errors extra weight when summarizing performance.
What you'll hear
“The big misses matter more in this score.”
What this means for you
Use the error measure whose interpretation fits the decision.
Can you control it?
No
No direct control. This describes a wider issue, concept or result rather than something you can simply switch on or off in a tool.
Common questions
- Are the score's units the same as the original measurement?
- No. They are squared: errors measured in dollars produce a score in squared dollars.
- Can a few extreme errors dominate it?
- Yes. Squaring errors makes unusually large misses contribute much more.
- Can two systems have the same score but different error patterns?
- Yes. One might make many moderate errors while another makes a few very large ones.