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Normalized Absolute Error

islem_hislem_h Member Posts: 19 Contributor I
edited March 6 in Help
Hi everyone :)

I applied different models (Random Forest, SVR, GLM...) to make predictions of a numerical target variable. In order to assess their performances, I chose RMSE and NAE (Normalized Absolute Error) from the options suggested by RapidMiner's operator "Performance".

I got (slightly) different rankings using the 2 metrics. What could be a reason for that?
It would be very helpful if anyone could provide me with a reference (documentation) about the Normalized Absolute Error (NAE). I couldn't interpret the results (1,3 and 0,62 and 0,59) based only on Rapidminer's definition of NAE.

Thank you a lot in advance!

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