Question

Assertion (A) : MSE is a regression loss function.
Reason (R) : It is not good to use MSE if your target data is normally distributed around a mean value.
Select the appropriate option for the statements given above:

• A. Both (A) and (R) are true and (R) is the correct explanation of (A).
• B. Both (A) and (R) are true and (R) is not the correct explanation of (A).
• C. (A) is true but (R) is false.
• D. (A) is false but (R) is true.

Hint:

Tip: Use MSE for normally distributed regression errors — it’s simple and effective.

Answer 1

The Correct Option is C

Assertion (A) states that Mean Squared Error (MSE) is a regression loss function. This statement is accurate, as MSE is commonly employed in regression to quantify the average squared deviation between predicted and actual values. Its squaring mechanism disproportionately penalizes larger errors, establishing it as a conventional selection for regression models.
Reason (R) posits that MSE is unsuitable for target data exhibiting normal distribution around a mean. This assertion is false; MSE performs effectively with normally distributed data. The assumption of normal distribution is, in fact, a key factor contributing to MSE's widespread use. When target data follows a normal distribution, MSE offers an unbiased estimation of prediction error.
Consequently, the assertion is true, while the provided reason is false.
Thus, the correct choice is (C) (A) is true but (R) is false.