What to check in cross-validation - MAE or MSE?

Question

When using cross-validation for model selection, should one look at MSE or MAE. I know that MSE and MAE are related but which is the more appropriate measure?

http://stats.stackexchange.com/questions/48267/mean-absolute-error-or-root-mean-squared-error — Siddhesh, Mar 17 '16 at 03:34

score 0 · Accepted Answer · edited Apr 13 '17 at 12:44

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Sorry for re-asking this question. The answer to this question is available in this thread

Mean absolute error OR root mean squared error?

edited Apr 13 '17 at 12:44

Community

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answered Mar 17 '16 at 03:52

Raj

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What to check in cross-validation - MAE or MSE?

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