Module smartcore::metrics::r2

Coefficient of determination (R2). Coefficient of Determination (R2)

Coefficient of determination, denoted R2 is the proportion of the variance in the dependent variable that can be explained be explanatory (independent) variable(s).

\[R^2(y, \hat{y}) = 1 - \frac{\sum_{i=1}^{n}(y_i - \hat{y_i})^2}{\sum_{i=1}^{n}(y_i - \bar{y})^2} \]

where \(\hat{y}\) are predictions, \(y\) are true target values, \(\bar{y}\) is the mean of the observed data

Example:

use smartcore::metrics::mean_absolute_error::MeanAbsoluteError;
let y_pred: Vec<f64> = vec![3., -0.5, 2., 7.];
let y_true: Vec<f64> = vec![2.5, 0.0, 2., 8.];

let mse: f64 = MeanAbsoluteError {}.get_score(&y_pred, &y_true);

Structs

R2	Coefficient of Determination (R2)