What is R-squared in machine learning?
Let’s say a machine learning model gives the following output:
[y1, y2, …, yn]
And the actual output or the expected output is the following:
[ya1, ya2, ya3, … yan]
So, the error, in this case, is
If there are n number of observations, then the Residual Sum of Squares or RSS is calculated as:
And, the Total Sum of Squares (TSS) is calculated as:
The R-squared is defined as:
So, a linear regression model …






0 Comments