Tips Tricks 37 - MAE vs MSE vs Huber
Understanding Mean Absolute Error and Mean Squared Error as ML metrics and loss functions
Code from this video can be downloaded from here: https://github.com/bnsreenu/python_fo...
Use MSE if outliers are important.
USE MAE if outliers are not important (most cases).
Use Huber to get a balance between giving outliers some weight but not a lot (like in MSE).