Solved – Is it possible to use a mean squared error for matrices

errormatrixregression

Could I use a mean squared error statistical analysis on a set of 1 x 2 matrices? For example, if I had [123 456] as the actual matrix and [111 222] as the predicted matrix, could I use the mean square error to evaluate the accuracy of this model? If this does not work or is not an optimal choice, what else could I use?
Thanks

Best Answer

It depends on the nature of the data and problem. If both of these variables matter equally, and they are on the same scale, then using the mean square error is OK.

Different scales could be a problem. For example, if the first variable ranges from 1 - 10000 and the second ranges from 1 - 10, then the error in the first variable could dominate any changes in the error in the second variable.

Since you're only dealing with two variables, you might considering taking the absolute elementwise difference between the predicted and ground truth matrices.

So given your example, it'd be |[123 456] - [111 222]| = [22 234]. Then try to minimize this.