In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the true value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate. In machine learning, specifically empirical risk minimization, MSE may refer to the empirical risk (the average loss on an observed data set), as an estimate of the true MSE (the true risk: the average loss on the actual population distribution). The MSE is a measure of the quality of an estimator. As it is derived from the square of Euclidean distance, it is always a positive value that decreases as the error approaches zero. The MSE is the second moment (about the origin) of the error, and thus incorporates both the variance of the estimator (how widely spread the estimates are from one data sample to another) and its bias (how far off the average estimated value is from the true value). For an unbiased estimator, the MSE is the variance of the estimator. Like the variance, MSE has the same units of measurement as the square of the quantity being estimated. In an analogy to standard deviation, taking the square root of MSE yields the root-mean-square error or root-mean-square deviation (RMSE or RMSD), which has the same units as the quantity being estimated; for an unbiased estimator, the RMSE is the square root of the variance, known as the standard error. == Definition and basic properties == The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled). In the context of prediction, understanding the prediction interval can also be useful as it provides a range within which a future observation will fall, with a certain probability. The definition of an MSE differs according to whether one is describing a predictor or an estimator. === Predictor === If a vector of n {\displaystyle n} predictions is generated from a sample of n {\displaystyle n} data points on all variables, and Y {\displaystyle Y} is the vector of observed values of the variable being predicted, with Y ^ {\displaystyle {\hat {Y}}} being the predicted values (e.g. as from a least-squares fit), then the within-sample MSE of the predictor is computed as MSE = 1 n ∑ i = 1 n ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} In other words, the MSE is the mean ( 1 n ∑ i = 1 n ) {\textstyle \left({\frac {1}{n}}\sum _{i=1}^{n}\right)} of the squares of the errors ( Y i − Y i ^ ) 2 {\textstyle \left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} . This is an easily computable quantity for a particular sample (and hence is sample-dependent). In matrix notation, MSE = 1 n ∑ i = 1 n ( e i ) 2 = 1 n e T e {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}(e_{i})^{2}={\frac {1}{n}}\mathbf {e} ^{\mathsf {T}}\mathbf {e} } where e i {\displaystyle e_{i}} is Y i − Y i ^ {\displaystyle Y_{i}-{\hat {Y_{i}}}} and e {\displaystyle \mathbf {e} } is a n × 1 {\displaystyle n\times 1} column vector. The MSE can also be computed on q data points that were not used in estimating the model, either because they were held back for this purpose, or because these data have been newly obtained. Within this process, known as cross-validation, the MSE is often called the test MSE, and is computed as MSE = 1 q ∑ i = n + 1 n + q ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{q}}\sum _{i=n+1}^{n+q}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} === Estimator === The MSE of an estimator θ ^ {\displaystyle {\hat {\theta }}} with respect to an unknown parameter θ {\displaystyle \theta } is defined as MSE ( θ ^ ) = E θ [ ( θ ^ − θ ) 2 ] . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right].} This definition depends on the unknown parameter, therefore the MSE is a priori property of an estimator. The MSE could be a function of unknown parameters, in which case any estimator of the MSE based on estimates of these parameters would be a function of the data (and thus a random variable). If the estimator θ ^ {\displaystyle {\hat {\theta }}} is derived as a sample statistic and is used to estimate some population parameter, then the expectation is with respect to the sampling distribution of the sample statistic. The MSE can be written as the sum of the variance of the estimator and the squared bias of the estimator, providing a useful way to calculate the MSE and implying that in the case of unbiased estimators, the MSE and variance are equivalent. MSE ( θ ^ ) = Var θ ( θ ^ ) + Bias ( θ ^ , θ ) 2 . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} ({\hat {\theta }},\theta )^{2}.} ==== Proof of variance and bias relationship ==== MSE ( θ ^ ) = E θ [ ( θ ^ − θ ) 2 ] = E θ [ ( θ ^ − E θ [ θ ^ ] + E θ [ θ ^ ] − θ ) 2 ] = E θ [ ( θ ^ − E θ [ θ ^ ] ) 2 + 2 ( θ ^ − E θ [ θ ^ ] ) ( E θ [ θ ^ ] − θ ) + ( E θ [ θ ^ ] − θ ) 2 ] = E θ [ ( θ ^ − E θ [ θ ^ ] ) 2 ] + E θ [ 2 ( θ ^ − E θ [ θ ^ ] ) ( E θ [ θ ^ ] − θ ) ] + E θ [ ( E θ [ θ ^ ] − θ ) 2 ] = E θ [ ( θ ^ − E θ [ θ ^ ] ) 2 ] + 2 ( E θ [ θ ^ ] − θ ) E θ [ θ ^ − E θ [ θ ^ ] ] + ( E θ [ θ ^ ] − θ ) 2 E θ [ θ ^ ] − θ = constant = E θ [ ( θ ^ − E θ [ θ ^ ] ) 2 ] + 2 ( E θ [ θ ^ ] − θ ) ( E θ [ θ ^ ] − E θ [ θ ^ ] ) + ( E θ [ θ ^ ] − θ ) 2 E θ [ θ ^ ] = constant = E θ [ ( θ ^ − E θ [ θ ^ ] ) 2 ] + ( E θ [ θ ^ ] − θ ) 2 = Var θ ( θ ^ ) + Bias θ ( θ ^ , θ ) 2 {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]+\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}+2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\operatorname {E} _{\theta }\left[2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\right]+\operatorname {E} _{\theta }\left[\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\operatorname {E} _{\theta }\left[{\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta ={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\\&=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} _{\theta }({\hat {\theta }},\theta )^{2}\end{aligned}}} An even shorter proof can be achieved using the well-known formula that for a random variable X {\textstyle X} , E ( X 2 ) = Var ( X ) + ( E ( X ) ) 2 {\textstyle \mathbb {E} (X^{2})=\operatorname {Var} (X)+(\mathbb {E} (X))^{2}} . By substituting X {\textstyle X} with, θ ^ − θ {\textstyle {\hat {\theta }}-\theta } , we have MSE ( θ ^ ) = E [ ( θ ^ − θ ) 2 ] = Var ( θ ^ − θ ) + ( E [ θ ^ − θ ] ) 2 = Var ( θ ^ ) + Bias 2 ( θ ^ , θ ) {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\mathbb {E} [({\hat {\theta }}-\theta )^{2}]\\&=\operator
Smartphone kill switch
A smartphone kill switch is a software-based security feature that allows a smartphone's owner to remotely render it inoperable if it is lost or stolen, thereby deterring theft. There have been a number of initiatives to legally require kill switches on smartphones. Smartphones have high resale value, and are therefore often the target of theft, with thieves selling them to cartels for resale. A kill switch can deter theft by making devices worthless. == Legal requirements == In the United States, Minnesota was the first state to pass a bill requiring smartphones to have such a feature, and California was the first to require that the feature be turned on by default. The California law requires the kill switch to be resistant to reinstallation of the phone's operating system. The CTIA initially resisted the legislation, fearing that it would make phones easier to hack, but later supported kill switches. There is evidence that this legislation has been effective, with smartphone theft declining by 50% between 2013 and 2017 in San Francisco. Secure Our Smartphones (S.O.S.), a New York State and San Francisco initiative started by New York State Attorney General Eric Schneiderman and San Francisco District Attorney George Gascón. The initiative is co-chaired by Schneiderman, Gascón and Boris Johnson, and has 105 members. == Examples == An Android phone signed into a Google account can be remotely locked and erased via Google's Find My Device service, as long as it is connected to the Internet. To prevent this, a thief must sign the device out of Google before the owner locks or erases it. iPhones have a similar service.
How to Choose an AI Video Generator
Looking for the best AI video generator? An AI video generator is software that uses machine learning to help you get more done — it can save you hours every week by automating repetitive work. Most options offer a generous free tier, with paid plans unlocking higher limits, faster processing, and team features. Whether you are a beginner or a pro, the right AI video generator slots into your workflow and pays for itself fast. This guide breaks down the top picks, their pros and cons, and who each one is best for.
Yun Sing Koh
Yun Sing Koh (born 1978) is a New Zealand computer science academic, and is a full professor at the University of Auckland, specialising in machine learning and artificial intelligence. She is a co-director of the Centre of Machine Learning for Social Good, and the Advanced Machine Learning and Data Analytics Research (MARS) Lab at Auckland. == Academic career == Koh earned a Bachelor of Science with Honours and a Master of Software Engineering at the University of Malaya. She then completed a PhD titled Generating sporadic association rules at the University of Otago in 2007. Koh joined the faculty of the University of Auckland in 2010, rising to full professor. As of 2024, she is director of the Centre of Machine Learning for Social Good at Auckland, alongside Gillian Dobbie and Daniel Wilson, and is director of the Master of AI course at the university. Koh also co-directs the Advanced Machine Learning and Data Analytics Research (MARS) Lab. Koh's research covers machine learning and artificial intelligence. She is especially interested in designing machine learning algorithms for data streams, and has led research using AI systems to identify individual stoats for pest population research. In 2018 she was awarded a Marsden grant for a research project "An Adaptive Predictive System for Life-long Learning on Data Streams", and has been part of three MBIE projects. In 2025 the stoat identification project Koh co-leads with Daniel Wilson was awarded $1 million per annum by the MBIE Smart Ideas fund. Koh was a finalist in the AI in Climate section of the Women in AI Australia and New Zealand Awards in 2022. She was a 2023 Fellow at the United States National Science Foundation-funded Convergence Research (CORE) Institute. Koh has chaired a number of sessions at international conferences on data mining. In March 2026 it was announced that Koh would be a member of the New Zealand Human Rights Commission's Expert Advisory Group on Artificial Intelligence, Emerging Digital Technologies and Human Rights. == Selected works == Philippe Fournier-Viger; Jerry Chun-Wei Lin; Rage Uday Kiran; Yun Sing Koh; Rincy Thomas (2017). "A Survey of Sequential Pattern Mining". Data Science and Pattern Recognition. 1 (1): 54–77. Wikidata Q138719481. Yun Sing Koh; Nathan Rountree; Richard O’Keefe (1 April 2006). "Finding Non-Coincidental Sporadic Rules Using Apriori-Inverse". International Journal of Data Warehousing and Mining (in Ndonga). 2 (2): 38–54. doi:10.4018/JDWM.2006040102. ISSN 1548-3924. Wikidata Q125185222. Russel Pears; Sripirakas Sakthithasan; Yun Sing Koh (11 January 2014). "Detecting concept change in dynamic data streams". Machine Learning. 97 (3): 259–293. doi:10.1007/S10994-013-5433-9. ISSN 1573-0565. Zbl 1319.68186. Wikidata Q125185156. David Tse Jung Huang; Yun Sing Koh; Gillian Dobbie; Russel Pears (December 2014), Detecting Volatility Shift in Data Streams, Institute of Electrical and Electronics Engineers, doi:10.1109/ICDM.2014.50, Wikidata Q125185151 Sidney Tsang; Yun Sing Koh; Gillian Dobbie (2011). "RP-Tree: Rare Pattern Tree Mining". Lecture Notes in Computer Science: 277–288. doi:10.1007/978-3-642-23544-3_21. ISSN 0302-9743. Wikidata Q125185206. Yun Sing Koh; Sri Devi Ravana (24 May 2016). "Unsupervised Rare Pattern Mining". ACM Transactions on Knowledge Discovery from Data. 10 (4): 1–29. doi:10.1145/2898359. ISSN 1556-4681. Wikidata Q125185136. Jack Julian; Yun Sing Koh; Albert Bifet (1 October 2025), Building adaptive knowledge bases for evolving continual learning models (PDF), vol. 1, doi:10.1038/S44387-025-00028-4, Wikidata Q138719496
Top 10 AI Photo Editors Compared (2026)
Looking for the best AI photo editor? An AI photo editor is software that uses machine learning to help you get more done — it can save you hours every week by automating repetitive work. Most options offer a generous free tier, with paid plans unlocking higher limits, faster processing, and team features. Whether you are a beginner or a pro, the right AI photo editor slots into your workflow and pays for itself fast. This guide breaks down the top picks, their pros and cons, and who each one is best for.
E-gree (app)
E-gree is a legal app that became well known in 2020. It was the first app of its kind to protect users against a number of dating-related issues, including revenge porn. == Background == The app was co-founded by Araz Mamet, Keith Fraser and Ilya Flaks. The app focuses on privacy, with users being able to set up various contracts to protect themselves following a breakup, or while dating. This notably included signing an NDA when sexting. The app received investment from a number of notable people and companies, including Natalia Vodianova.
Co-Büchi automaton
In automata theory, a co-Büchi automaton is a variant of Büchi automaton. The only difference is the accepting condition: a Co-Büchi automaton accepts an infinite word w {\displaystyle w} if there exists a run, such that all the states occurring infinitely often in the run are in the final state set F {\displaystyle F} . In contrast, a Büchi automaton accepts a word w {\displaystyle w} if there exists a run, such that at least one state occurring infinitely often in the final state set F {\displaystyle F} . (Deterministic) Co-Büchi automata are strictly weaker than (nondeterministic) Büchi automata. == Formal definition == Formally, a deterministic co-Büchi automaton is a tuple A = ( Q , Σ , δ , q 0 , F ) {\displaystyle {\mathcal {A}}=(Q,\Sigma ,\delta ,q_{0},F)} that consists of the following components: Q {\displaystyle Q} is a finite set. The elements of Q {\displaystyle Q} are called the states of A {\displaystyle {\mathcal {A}}} . Σ {\displaystyle \Sigma } is a finite set called the alphabet of A {\displaystyle {\mathcal {A}}} . δ : Q × Σ → Q {\displaystyle \delta :Q\times \Sigma \rightarrow Q} is the transition function of A {\displaystyle {\mathcal {A}}} . q 0 {\displaystyle q_{0}} is an element of Q {\displaystyle Q} , called the initial state. F ⊆ Q {\displaystyle F\subseteq Q} is the final state set. A {\displaystyle {\mathcal {A}}} accepts exactly those words w {\displaystyle w} with the run ρ ( w ) {\displaystyle \rho (w)} , in which all of the infinitely often occurring states in ρ ( w ) {\displaystyle \rho (w)} are in F {\displaystyle F} . In a non-deterministic co-Büchi automaton, the transition function δ {\displaystyle \delta } is replaced with a transition relation Δ {\displaystyle \Delta } . The initial state q 0 {\displaystyle q_{0}} is replaced with an initial state set Q 0 {\displaystyle Q_{0}} . Generally, the term co-Büchi automaton refers to the non-deterministic co-Büchi automaton. For more comprehensive formalism see also ω-automaton. == Acceptance Condition == The acceptance condition of a co-Büchi automaton is formally ∃ i ∀ j : j ≥ i ρ ( w j ) ∈ F . {\displaystyle \exists i\forall j:\;j\geq i\quad \rho (w_{j})\in F.} The Büchi acceptance condition is the complement of the co-Büchi acceptance condition: ∀ i ∃ j : j ≥ i ρ ( w j ) ∈ F . {\displaystyle \forall i\exists j:\;j\geq i\quad \rho (w_{j})\in F.} == Properties == Co-Büchi automata are closed under union, intersection, projection and determinization.