QUESTION 24 OF 30

In your opinion, is mean square error a good or bad measure of model performance?

As with any career or profession, the techniques and methodologies used may differ between individuals. Interviewers at Microsoft will ask you questions similar to this one to learn more about your expertise and how you go about doing your job. They also are interested in your opinion on specific topics, some of which may be controversial. When you answer this type of question, it is best to give them your honest opinion. Trying to please the Microsoft interviewer may work during the interview, but it may cause issues once hired.

"I believe that the mean square error, or MSE, is a flawed measure of a decision model's performance. The problem of using MSE for this purpose is that it weighs larger errors more than smaller ones. This results in applying emphasis on the large deviations in the data. I prefer to use mean absolute deviation, or MAE, which is a more robust model and provides a more accurate measure of a model's performance."

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Microsoft Data Scientist Mock Interview

In your opinion, is mean square error a good or bad measure of model performance?

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