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Techniques for Evaluating Machine Learning Models
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Techniques for Evaluating Machine Learning Models

A Guide to Unconventional Performance Metrics

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 28, 2025
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Techniques for Evaluating Machine Learning Models
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Performance evaluation metrics for machine learning algorithms in the context of time series data often focus on aspects such as forecasting accuracy, model interpretability, and computational efficiency.

While there are many standard metrics like mean absolute error (MAE), mean squared error (MSE), and root mean squared error (RMSE), you can explore mor…

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