R Squared#
The coefficient of determination or R Squared (R²) is the proportion of the variance in the target labels that is explainable from the predictions. It gives an indication as to how well the predictions approximate the labels.
\[
{\displaystyle R^{2} = 1-{SS_{\rm {res}} \over SS_{\rm {tot}}}}
\]
Estimator Compatibility: Regressor
Output Range: -∞ to 1
Parameters#
This metric does not have any parameters.
Example#
use Rubix\ML\CrossValidation\Metrics\RSquared;
$metric = new RSquared();
Last update:
2021-01-26