Среднеквадратическая ошибка матлаб

Main Content

Syntax

Description

example

err = immse(X,Y)
calculates the mean-squared error (MSE) between the arrays X
and Y. A lower MSE value indicates greater similarity between
X and Y.

Examples

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Calculate Mean-Squared Error in Noisy Image

Read image and display it.

ref = imread('pout.tif');
imshow(ref)

Figure contains an axes object. The axes object contains an object of type image.

Create another image by adding noise to a copy of the reference image.

A = imnoise(ref,'salt & pepper', 0.02);
imshow(A)

Figure contains an axes object. The axes object contains an object of type image.

Calculate mean-squared error between the two images.

err = immse(A, ref);
fprintf('n The mean-squared error is %0.4fn', err);
 The mean-squared error is 353.7631

Input Arguments

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XInput array
numeric array

Input array, specified as a numeric array of any dimension.

Data Types: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32

YInput array
numeric array

Input array, specified as a numeric array of the same size and data type as
X.

Data Types: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32

Output Arguments

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err — Mean-squared error
positive number

Mean-squared error, returned as a positive number. The data type of err
is double unless the input arguments are of data type
single, in which case err is of
data type single

Data Types: single | double

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

immse supports the generation of C
code (requires MATLAB®
Coder™
). For more information, see Code Generation for Image Processing.

GPU Code Generation
Generate CUDA® code for NVIDIA® GPUs using GPU Coder™.

Version History

Introduced in R2014b

Root-mean-square error between arrays

Since R2022b

Syntax

Description

example

E = rmse(F,A)
returns the root-mean-square
error (RMSE) between the forecast (predicted) array F and the
actual (observed) array A.

  • F and A must either be the same size or
    have sizes that are compatible.

  • If F and A are vectors of the same size,
    then E is a scalar.

  • If F-A is a matrix, then E is a row vector
    containing the RMSE for each column.

  • If F and A are multidimensional arrays,
    then E contains the RMSE computed along the first array dimension
    of size greater than 1, with elements treated as vectors. The size of
    E in this dimension is 1, while the sizes of all other
    dimensions are the same as in F-A.

E = rmse(F,A,"all")
returns the RMSE of all elements in F and A.

example

E = rmse(F,A,dim)
operates along dimension dim. For example, if F and
A are matrices, then rmse(F,A,2) operates on the
elements in each row and returns a column vector containing the RMSE of each row.

example

E = rmse(F,A,vecdim)
operates along the dimensions specified in the vector vecdim. For
example, if F and A are matrices, then
rmse(F,A,[1 2]) operates on all the elements in F
and A because every element of a matrix is contained in the array slice
defined by dimensions 1 and 2.

example

E = rmse(___,nanflag)
specifies whether to include or omit NaN values in F
and A for any of the previous syntaxes. For example,
rmse(F,A,"omitnan") ignores NaN values when
computing the RMSE. By default, rmse includes NaN
values.

example

E = rmse(___,Weight=W)
specifies a weighting scheme W and returns the weighted RMSE. If
W is a vector, its length must equal the length of the operating
dimension. If W is a matrix or multidimensional array, it must have the
same dimensions as F, A, or F-A.
You cannot specify a weighting scheme if you specify vecdim or
"all".

Examples

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RMSE of Two Forecasts

Create two column vectors of forecast (predicted) data and one column vector of actual (observed) data.

F1 = [1; 10; 9];
F2 = [2; 5; 10];
A = [1; 9; 10];

Compute the RMSE between each forecast and the actual data.

Alternatively, create a matrix containing both forecasts and compute the RMSE between each forecast and the actual data in one command.

The first element of E is the RMSE between the first forecast column and the actual data. The second element of E is the RMSE between the second forecast column and the actual data.

RMSE of Matrix Rows

Create a matrix of forecast data and a matrix of actual data.

F = [17 19; 1 6; 16 15];
A = [17 25; 3 4; 16 13];

Compute the RMSE between the forecast and the actual data across each row by specifying the operating dimension as 2. The smallest RMSE corresponds to the RMSE between the third rows of the forecast data and actual data.

E = 3×1

    4.2426
    2.0000
    1.4142

RMSE of Array Pages

Create a 3-D array with pages containing forecast data and a matrix of actual data.

F(:,:,1) = [2 4; -2 1];
F(:,:,2) = [4 4; 8 -3];
A = [6 7; 1 4];

Compute the RMSE between the predicted data in each page of the forecast array and the actual data matrix by specifying a vector of operating dimensions 1 and 2.

E = 
E(:,:,1) =

    3.2787


E(:,:,2) =

    5.2678

The first page of E contains the RMSE between the first page of F and the matrix A. The second page of E contains the RMSE between the second page of F and the matrix A.

RMSE Excluding Missing Values

Create a matrix of forecast data and a matrix of actual data containing NaN values.

F = [17 19 3; 6 16 NaN];
A = [17 25 NaN; 4 16 NaN];

Compute the RMSE between the forecast and the actual data, ignoring NaN values. For columns that contain all NaN values in F or A, the RMSE is NaN.

E = 1×3

    1.4142    4.2426       NaN

Specify RMSE Weight Vector

Create a forecast column vector and an actual column vector.

F = [2; 10; 13];
A = [1; 9; 10];

Compute the RMSE between the forecast and actual data according to a weighting scheme specified by W.

W = [0.5; 0.25; 0.25];
E = rmse(F,A,Weight=W)

Input Arguments

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FForecast array
vector | matrix | multidimensional array

Forecast or predicted array, specified as a vector, matrix, or multidimensional
array.

Inputs F and A must either be the same size or
have sizes that are compatible. For example, F is an
m-by-n matrix and
A is a 1-by-n row vector. For more
information, see Compatible Array Sizes for Basic Operations.

Data Types: single | double
Complex Number Support: Yes

AActual array
vector | matrix | multidimensional array

Actual or observed array, specified as a vector, matrix, or multidimensional
array.

Inputs F and A must either be the same size or
have sizes that are compatible. For example, F is an
m-by-n matrix and
A is a 1-by-n row vector. For more
information, see Compatible Array Sizes for Basic Operations.

Data Types: single | double
Complex Number Support: Yes

dimDimension to operate along
positive integer scalar

Dimension
to operate along, specified as a positive integer scalar. If you do not specify the dimension,
then the default is the first array dimension of size greater than 1.

The size of E in the operating dimension is 1. All other
dimensions of E have the same size as the result of
F-A.

For example, consider four forecasts in a 3-by-4 matrix, F, and
actual data in a 3-by-1 column vector, A:

  • rmse(F,A,1) computes the RMSE of the elements in each
    column and returns a 1-by-4 row vector.

    The size of E in the operating dimension is 1. The
    difference of F and A is a 3-by-4 matrix.
    The size of E in the nonoperating dimension is the same as the
    second dimension of F-A, which is 4. The overall size of
    E becomes 1-by-4.

  • rmse(F,A,2) computes the RMSE of the elements in each row
    and returns a 3-by-1 column vector.

    The size of E in the operating dimension is 1. The
    difference of F and A is a 3-by-4 matrix.
    The size of E in the nonoperating dimension is the same as the
    first dimension of F-A, which is 3. The overall size of
    E becomes 3-by-1.

vecdimVector of dimensions to operate along
vector of positive integers

Vector of dimensions to operate along, specified as a vector of positive integers.
Each element represents a dimension of the input arrays. The size of
E in the operating dimensions is 1. All other dimensions of
E have the same size as the result of
F-A.

For example, consider forecasts in a 2-by-3-by-3 array, F, and
actual data in a 1-by-3 row vector, A. rmse(F,A,[1
2])
computes the RMSE over each page of F and returns a
1-by-1-by-3 array. The size of E in the operating dimensions is 1.
The difference of F and A is a 2-by-3-by-3 array.
The size of E in the nonoperating dimension is the same as the third
dimension of F-A, which is 3.

nanflagMissing value condition
"includemissing" (default) | "includenan" | "omitmissing" | "omitnan"

Missing value condition, specified as one of these values:

  • "includemissing" or "includenan"
    Include NaN values in the input arrays when computing the RMSE.
    If any element in the operating dimension is NaN, then the
    corresponding element in E is NaN.
    "includemissing" and "includenan" have the
    same behavior.

  • "omitmissing" or "omitnan" — Ignore
    NaN values in the input arrays when computing the RMSE. If all
    elements in the operating dimension are NaN in
    F, A, or W, then the
    corresponding element in E is NaN.
    "omitmissing" and "omitnan" have the same
    behavior.

WWeighting scheme
vector | matrix | multidimensional array

Weighting scheme, specified as a vector, matrix, or multidimensional array. The
elements of W must be nonnegative.

If W is a vector, it must have the same length as the operating
dimension. If W is a matrix or multidimensional array, it must have
the same dimensions as F, A, or
F-A.

You cannot specify this argument if you specify vecdim or
"all".

Data Types: single | double

More About

collapse all

Root-Mean-Square Error

For a forecast array F and actual array
A made up of n scalar observations, the
root-mean-square error is defined as

with the summation performed along the specified dimension.

Weighted Root-Mean-Square Error

For a forecast array F and actual array
A made up of n scalar observations and weighting
scheme W, the weighted root-mean-square error is defined as

with the summation performed along the specified dimension.

Extended Capabilities

Tall Arrays
Calculate with arrays that have more rows than fit in memory.

This function fully supports tall arrays. For
more information, see Tall Arrays.

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Distributed Arrays
Partition large arrays across the combined memory of your cluster using Parallel Computing Toolbox™.

This function fully supports distributed arrays. For more
information, see Run MATLAB Functions with Distributed Arrays (Parallel Computing Toolbox).

Version History

Introduced in R2022b

expand all

R2023a: Specify missing value condition

Include or omit missing values in the input arrays when computing the RMSE by using the
"includemissing" or "omitmissing" options. These
options have the same behavior as the "includenan" and
"omitnan" options, respectively.

R2023a: Improved performance with small group size

The rmse function shows improved performance when computing over a
real vector when the operating dimension is not specified. The function determines the
default operating dimension more quickly in R2023a than in R2022b.

For example, this code computes the root-mean-square error along the default vector
dimension. The code is about 2x faster than in the previous release.

function timingRmse
F = rand(10,1);
A = rand(10,1);
for i = 1:8e5
    rmse(F,A);
end
end

The approximate execution times are:

R2022b: 4.12 s

R2023a: 2.07 s

The code was timed on a Windows® 10, Intel®
Xeon® CPU E5-1650 v4 @ 3.60 GHz test system using the timeit
function.

R2023a: Code generation support

Generate C or C++ code for the rmse function.

Среднеквадратическая ошибка

Синтаксис

Описание

пример

err = immse(X,Y) вычисляет среднеквадратическую ошибку (MSE) между массивами X и Y.

Примеры

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Вычислите среднеквадратическую ошибку в шумном изображении

Считайте изображение и отобразите его.

ref = imread('pout.tif');
imshow(ref)

Figure contains an axes object. The axes object contains an object of type image.

Создайте другое изображение путем добавления шума в копию ссылочного изображения.

A = imnoise(ref,'salt & pepper', 0.02);
imshow(A)

Figure contains an axes object. The axes object contains an object of type image.

Вычислите среднеквадратическую ошибку между двумя изображениями.

err = immse(A, ref);
fprintf('n The mean-squared error is %0.4fn', err);
 The mean-squared error is 353.7631

Входные параметры

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XВходной массив
числовой массив

Входной массив в виде числового массива любой размерности.

Типы данных: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32

YВходной массив
числовой массив

Входной массив в виде числового массива, одного размера и тип данных как X.

Типы данных: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32

Выходные аргументы

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err — Среднеквадратическая ошибка
положительное число

Среднеквадратическая ошибка, возвращенная как положительное число. Тип данных err double если входные параметры не имеют типа данных single, в этом случае err имеет тип данных single

Типы данных: single | double

Расширенные возможности

Генерация кода C/C++
Генерация кода C и C++ с помощью MATLAB® Coder™.

immse поддерживает генерацию кода С (требует MATLAB® Coder™). Для получения дополнительной информации смотрите Генерацию кода для Обработки изображений.

Генерация кода графического процессора
Сгенерируйте код CUDA® для NVIDIA® графические процессоры с помощью GPU Coder™.

Введенный в R2014b

  • Редакция Кодкампа

17 авг. 2022 г.
читать 1 мин


Одной из наиболее распространенных метрик, используемых для измерения точности прогноза модели, является MSE , что означает среднеквадратичную ошибку .

Он рассчитывается как:

MSE = (1/n) * Σ(факт – прогноз) 2

куда:

  • Σ — причудливый символ, означающий «сумма».
  • n – размер выборки
  • фактический – фактическое значение данных
  • прогноз – прогнозируемое значение данных

Чем ниже значение MSE, тем лучше модель способна точно прогнозировать значения.

Чтобы вычислить MSE в MATLAB, мы можем использовать функцию mse(X, Y) .

В следующем примере показано, как использовать эту функцию на практике.

Пример: как рассчитать MSE в MATLAB

Предположим, у нас есть следующие два массива в MATLAB, которые показывают фактические значения и прогнозируемые значения для некоторой модели:

%create array of actual values and array of predicted values
actual = [34 37 44 47 48 48 46 43 32 27 26 24];
predicted = [37 40 46 44 46 50 45 44 34 30 22 23];

Мы можем использовать функцию mse(X, Y) для вычисления среднеквадратичной ошибки (MSE) между двумя массивами:

%calculate MSE between actual values and predicted values
mse(actual, predicted)

ans = 5.9167

Среднеквадратическая ошибка (MSE) этой модели оказывается равной 5,917 .

Мы интерпретируем это как означающее, что среднеквадратическая разница между предсказанными значениями и фактическими значениями составляет 5,917 .

Мы можем сравнить это значение с MSE, полученным другими моделями, чтобы определить, какая модель является «лучшей».

Модель с наименьшим MSE — это модель, которая лучше всего способна прогнозировать фактические значения набора данных.

Дополнительные ресурсы

В следующих руководствах объясняется, как рассчитать среднеквадратичную ошибку с помощью другого статистического программного обеспечения:

Как рассчитать среднеквадратичную ошибку (MSE) в Excel
Как рассчитать среднеквадратичную ошибку (MSE) в Python
Как рассчитать среднеквадратичную ошибку (MSE) в R

I don’t know whether this is possible or not but let me explain my question

Imagine that I have the below array

errors=[e1,e2,e3];

Now what I want to calculate is below

MSE=1/(array_lenght)*[e1^2+e2^2+e3^2];

I can make this with a loop but I wonder if there is any quick way.

Bart's user avatar

Bart

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asked Nov 8, 2012 at 21:36

Furkan Gözükara's user avatar

Furkan GözükaraFurkan Gözükara

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This finds the mean of the squared errors:

MSE = mean(errors.^2)

Each element is squared separately, and then the mean of the resulting vector is found.

answered Nov 8, 2012 at 21:38

Tim's user avatar

2

sum(errors.^2) / numel(errors)

answered Nov 8, 2012 at 21:38

John's user avatar

JohnJohn

5,7153 gold badges46 silver badges62 bronze badges

0

Raising powers and adding can be done together instead of sequentially:

MSE = (errors*errors') / numel(errors)

answered Apr 9, 2015 at 11:14

tashuhka's user avatar

tashuhkatashuhka

4,9884 gold badges45 silver badges64 bronze badges

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