The median absolute error is particularly interesting because it is robust to outliers. The loss is calculated by taking the median of all absolute differences between the target and the prediction. If ŷ is the predicted value of the ith sample and yi is the corresponding true value, then the median absolute error estimated over n samples is defined as follows:
Median absolute error
Get Machine Learning for Developers now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.