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Techniques for Evaluating Machine Learning Models

A Guide to Unconventional Performance Metrics

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 23, 2024
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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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