MAE and RMSE — Which Metric is Better?

Mean Absolute Error versus Root Mean Squared Error

Mean Absolute Error (MAE) and Root mean squared error (RMSE) are two of the most common metrics used to measure accuracy for continuous variables. Not sure if I’m imagining it but I think there used to be a time when there were a lot more published MAE results. It seems that publications I come across now mostly use either RMSE or some version of R-squared.

Is RMSE actually better in most cases? When would it be better to use MAE? I wanted to dig into…