Performance measures: RMSE and MAE - The Data Scientist

It is one of the most common metrics in regression, both in statistics and machine learning. Why is it so popular? One of the main reasons is that it is very easy to differentiate. This makes it easy to use in conjunction with derivative-based methods such as gradient descent. Another important property of the RMSE is that the fact that the errors are squared means that a much larger weight is assigned to larger errors.