A note on adjusting R² for using with cross-validation

2016/05/05 by Zliobaite, Indre, Tatti, Nikolaj
#Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · doi:10.48550/arxiv.1605.01703

Abstract

We show how to adjust the coefficient of determination (R²) when used for measuring predictive accuracy via leave-one-out cross-validation.

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