Algorithm

R2 Score

Description

The coefficient of determination, denoted R2, is the proportion of the variance in the dependent variable that is predictable from the independent variable(s).

$$ R^2 = 1 - \frac{\sum (y_i - \hat{y}_i)^2}{\sum (y_i - \bar{y})^2} $$

Use Cases

Regression Goodness-of-Fit