7f99a05e6f
## What changes were proposed in this pull request? I added adjusted R2 as a regression metric which was implemented in all major statistical analysis tools. In practice, no one looks at R2 alone. The reason is R2 itself is misleading. If we add more parameters, R2 will not decrease but only increase (or stay the same). This leads to overfitting. Adjusted R2 addressed this issue by using number of parameters as "weight" for the sum of errors. ## How was this patch tested? - Added a new unit test and passed. - ./dev/run-tests all passed. Author: test <joseph.peng@quetica.com> Author: tengpeng <tengpeng@users.noreply.github.com> Closes #19638 from tengpeng/master. |
||
|---|---|---|
| .. | ||
| src | ||
| pom.xml | ||