Analysis of the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE) in Assessing Rounding Model

2017 5th International Conference on Mechanical Engineering, Materials Science and Civil Engineering

机械制造;材料科学;土木建筑工程

Wang, Weijie^1 ; Lu, Yanmin^1

CFETS Information Technology (Shanghai) Co., Ltd, China Foreign Exchange Trade System, Shanghai, China^1

关键词: Mean absolute error;    Model prediction;    Post processing;    Prediction accuracy;    Root mean square errors;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/324/1/012049/pdf
DOI  :  10.1088/1757-899X/324/1/012049

来源: IOP

【 摘 要 】

Most existing Collaborative Filtering (CF) algorithms predict a rating as the preference of an active user toward a given item, which is always a decimal fraction. Meanwhile, the actual ratings in most data sets are integers. In this paper, we discuss and demonstrate why rounding can bring different influences to these two metrics; prove that rounding is necessary in post-processing of the predicted ratings, eliminate of model prediction bias, improving the accuracy of the prediction. In addition, we also propose two new rounding approaches based on the predicted rating probability distribution, which can be used to round the predicted rating to an optimal integer rating, and get better prediction accuracy compared to the Basic Rounding approach. Extensive experiments on different data sets validate the correctness of our analysis and the effectiveness of our proposed rounding approaches.