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What kind of RMSE should I choose to show the capability of function approximation with Neural Networks ؟

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mr mo
mr mo on 30 May 2016
Answered: Greg Heath on 31 May 2016
Hello every one
This Data set shown below is one of My Data set for function approximation with Neural Network in MATLAB. The left column is the Target vector and the right column is the model output vector.
-0.29039678 -0.212428117
0.149798734 0.268486256
0.851351352 0.563358782
-0.694364578 -0.652148947
-0.326624496 -0.468058466
-0.019838988 0.209298441
-0.765669926 -0.828415796
-0.133410006 0.003000269
-0.122484186 -0.073538329
-0.471535366 -0.376903371
0.181426106 0.365548334
0.186889016 0.37947765
-0.260782058 -0.024155069
-0.215353652 -0.371639751
-0.062967222 0.092607096
-0.461759632 -0.56834877
0.074468086 0.154155435
0.624496838 0.529777368
-0.197814836 -0.096543508
-0.247268546 -0.136442585
0.106382978 0.28668492
-0.791259344 -0.718599416
-0.532489936 -0.572352826
-0.006325474 -0.010056861
0.48706153 0.485766679
-0.631397354 -0.619362709
-0.815698678 -0.823629139
0.272857964 0.354840024
0.080506038 0.220713202
and I want to show the capability of my model by calculating the RMSE value between the Target & Output vectors in MATLAB .
my question is that what kind of RMSE should I use ?
The RMSE obtained by fitlm function
lm=fitlm(x,y,'linear');
or RMSE obtained by the formula shown below?
RMSE = sqrt(sum((data(:) - estimate (:)).^2) / numel(data));
and if I use the RMSE obtained by fitlm function, Is the RMSE value true ??
because the vector created by
lm.predict(x)
and my Output vector are different.
with best regards.
  2 Comments
mr mo
mr mo on 30 May 2016
so the RMSE obtained by fitlm function is reliable ? because in some cases that I've tried, the difference between values of RMSE obtained by 2 ways above, reach 0.03

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Accepted Answer

Greg Heath
Greg Heath on 31 May 2016
Neither:
1. The default performance function of the regression NNs NEWFIT (calls the generic NEWFF; both are obsolete but still available) and FITNET (current: calls the generic FEEDFORWARDNET) is mean-square-error, MSE, which is scale dependent.
2. However, it is better to use the SCALE INDEPENDENT NORMALIZED MSE, NMSE. MSE is normalized by the MSE of the simplest NN model: the one whose output is just a constant, INDEPENDENT OF THE INPUT! In order to minimize that MSE, the constant must be the average target variance.
In recent threads I have used the notation vart1. In earlier threads I have used the notation MSE00:
NMSE = MSE/MSE00 = MSE/vart1
where
MSE00 = vart1 = mean(var(target',1))
3. This is not a frivolous choice: NMSE is the fraction of the average target variance that is NOT modelled by the net. Conversely, the "Coefficient of Variation" also known as "R-squared" defined by
Rsq = 1- NMSE
is the fraction of the average target variance that IS modelled by the net!
Lookup RSQUARE in both GOOGLE and WIKIPEDIA, e.g.,
https://en.wikipedia.org/wiki/Coefficient_of_determination
My typical choice of the regression design goal is
MSEgoal = 0.01*vart1
which yields Rsq = 0.99 (Rsq = 1 is a perfect fit!).
There are hundreds of my examples in both the NEWSGROUP and ANSWERS.
Hope this helps.
Thank you for formally accepting my answer
Greg

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