MSE

MSE is an acronym that can refer to several distinct concepts, depending on the context. In statistics and data science, MSE most commonly stands for Mean Squared Error, a measure of the average squared difference between predicted values and observed values.

Mean Squared Error is defined as MSE = (1/n) Σ (y_i − ŷ_i)^2, where y_i are true values and ŷ_i are predicted values. It is always nonnegative and has the same units as the square of the observed data. MSE is widely used as a loss function in regression tasks because it is differentiable and its minimization leads to optimal parameter estimates in ordinary least squares. Related metrics include RMSE, the square root of MSE, which restores the original units, and MAE, the mean absolute error, which is less sensitive to outliers. MSE is employed to evaluate forecast accuracy and guide model selection and optimization in machine learning and statistics. It is sensitive to outliers due to the squaring of residuals.

Beyond statistics, MSE also denotes other entities. Mathematics Stack Exchange is a question-and-answer site for mathematics, part of the Stack Exchange network, used for discussing mathematical problems and solutions. Microsoft Security Essentials was a free antivirus program for Windows provided by Microsoft, introduced in 2009 and later superseded by Windows Defender as built-in security in newer Windows versions.

Because MSE has multiple meanings, the intended interpretation depends on the surrounding domain.