Mean absolute error

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The mean absolute error (MAE) function is given by

\mbox{MAE} = \frac{1}{n}\sum_{i=1}^n \left| f_i-y_i\right| =\frac{1}{n}\sum_{i=1}^n \left| e_i \right|.

As the name suggests, the mean absolute error is a weighted average of the absolute errors ei = fi − yi, where fi is the prediction and yi the true value. Note that it can also include the relative frequencies as weight factors.

In statistics also used as a synonym for average absolute deviation.

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