How does the mean absolute error related to the relative error from log-transformed labels?
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In machine learning we sometimes log-transform labels (or features). My understanding is that optimizing for the mean absolute (or squared) error using log-transformed labels optimizes for the relative difference between the untransformed labels.
Is this true? If so, is it possible to make a statement about the mean relative error between the untransformed labels given the mean absolute error on the transformed labels?
statistics machine-learning
asked Dec 6 '18 at 9:30
tibbetibbe
101
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add a comment |
$begingroup$
In machine learning we sometimes log-transform labels (or features). My understanding is that optimizing for the mean absolute (or squared) error using log-transformed labels optimizes for the relative difference between the untransformed labels.
Is this true? If so, is it possible to make a statement about the mean relative error between the untransformed labels given the mean absolute error on the transformed labels?
statistics machine-learning
asked Dec 6 '18 at 9:30
tibbetibbe
101
$endgroup$
$begingroup$
Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32
add a comment |
$begingroup$
In machine learning we sometimes log-transform labels (or features). My understanding is that optimizing for the mean absolute (or squared) error using log-transformed labels optimizes for the relative difference between the untransformed labels.
Is this true? If so, is it possible to make a statement about the mean relative error between the untransformed labels given the mean absolute error on the transformed labels?
statistics machine-learning
asked Dec 6 '18 at 9:30
tibbetibbe
101
$endgroup$
In machine learning we sometimes log-transform labels (or features). My understanding is that optimizing for the mean absolute (or squared) error using log-transformed labels optimizes for the relative difference between the untransformed labels.
Is this true? If so, is it possible to make a statement about the mean relative error between the untransformed labels given the mean absolute error on the transformed labels?
statistics machine-learning
statistics machine-learning
asked Dec 6 '18 at 9:30
tibbetibbe
101
asked Dec 6 '18 at 9:30
tibbetibbe
101
asked Dec 6 '18 at 9:30
tibbetibbe
101
asked Dec 6 '18 at 9:30
tibbetibbe
101
asked Dec 6 '18 at 9:30
tibbetibbe
101
101
$begingroup$
Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32
add a comment |
$begingroup$
Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32
$begingroup$
Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32
$begingroup$
Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32
add a comment |
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Have a look at math.stackexchange.com/questions/3025085/…
$endgroup$
– Claude Leibovici
Dec 6 '18 at 9:32