What???s your computer???s favorite metric?

The upshot there was the MSE is rubbish for model evaluation but wonderful for optimization. The goal of performance evaluation is for a person (you, me, whoever) to read a score and understand something about our model. The goal of model optimization is for a machine to determine what the best settings for your model would be so that it fits your data.

A more poetic way of summarizing all this is that the MSE is bad for humans, but good for machines.

Click Here