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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.

R2=1SSresSStot

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