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Average Square Error

In statistics, one of the standard ways to calculate an estimate/estimation quality, to be able to compare how good are different estimates.

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let inline averageSquareError estimated actual = 
    Array.zip estimated actual
    |> Array.averageBy (fun (w,o) -> pown (o - w) 2)

//let estimated = [|1.0; 2.0; 3.0; 4.0; 5.0|]
//let actual    = [|1.1; 2.2; 2.8; 4.0; 5.1|]

//let err = averageSquareError actual estimated
//val err : float = 0.02

val averageSquareError : estimated:'a [] -> actual:'b [] -> 'c (requires member ( - ) and member get_Zero and member DivideByInt and member ( + ) and member get_One and member ( * ) and member ( / ))

Full name: Script.averageSquareError

val estimated : 'a [] (requires member ( - ) and member get_Zero and member DivideByInt and member ( + ) and member get_One and member ( * ) and member ( / ))

val actual : 'b [] (requires member ( - ) and member get_Zero and member DivideByInt and member ( + ) and member get_One and member ( * ) and member ( / ))

module Array

from Microsoft.FSharp.Collections

val zip : array1:'T1 [] -> array2:'T2 [] -> ('T1 * 'T2) []

Full name: Microsoft.FSharp.Collections.Array.zip

val averageBy : projection:('T -> 'U) -> array:'T [] -> 'U (requires member ( + ) and member DivideByInt and member get_Zero)

Full name: Microsoft.FSharp.Collections.Array.averageBy

val w : 'a (requires member ( - ) and member get_Zero and member DivideByInt and member ( + ) and member get_One and member ( * ) and member ( / ))

val o : 'b (requires member ( - ) and member get_Zero and member DivideByInt and member ( + ) and member get_One and member ( * ) and member ( / ))

val pown : x:'T -> n:int -> 'T (requires member get_One and member ( * ) and member ( / ))

Full name: Microsoft.FSharp.Core.Operators.pown

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More information

Link:	http://fssnip.net/7TC
Posted:	8 years ago
Author:	Tuomas Hietanen
Tags:	error , statistics