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A note on adjusting $R^2$ for using with cross-validation

Authors :
Zliobaite, Indre
Tatti, Nikolaj
Publication Year :
2016

Abstract

We show how to adjust the coefficient of determination ($R^2$) when used for measuring predictive accuracy via leave-one-out cross-validation.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1605.01703
Document Type :
Working Paper