In a situation where the MAE is significantly lower than the RMSE, what might this tell you about the distribution of the errors in your model?

  • Errors are normally distributed; no impact on model
  • Errors are uniformly distributed; no large outliers
  • Many large errors, few small outliers
  • Many small errors, few large outliers
When the Mean Absolute Error (MAE) is significantly lower than the Root Mean Squared Error (RMSE), it likely indicates that the model has many small errors and a few large outliers. RMSE, being sensitive to larger errors, would be higher, while MAE would be less impacted by those larger errors. An analysis of the residuals can further elucidate the nature of these errors.
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