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  2. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  3. Calinski–Harabasz index - Wikipedia

    en.wikipedia.org/wiki/Calinski–Harabasz_index

    where n i is the number of points in cluster C i, c i is the centroid of C i, and c is the overall centroid of the data. BCSS measures how well the clusters are separated from each other (the higher the better). WCSS (Within-Cluster Sum of Squares) is the sum of squared Euclidean distances between the data points and their respective cluster ...

  4. Mean absolute error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_error

    The MAE is conceptually simpler and also easier to interpret than RMSE: it is simply the average absolute vertical or horizontal distance between each point in a scatter plot and the Y=X line. In other words, MAE is the average absolute difference between X and Y.

  5. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    For example, if the functional form of the model does not match the data, R 2 can be high despite a poor model fit. Anscombe's quartet consists of four example data sets with similarly high R 2 values, but data that sometimes clearly does not fit the regression line. Instead, the data sets include outliers, high-leverage points, or non-linearities.

  6. Random sample consensus - Wikipedia

    en.wikipedia.org/wiki/Random_sample_consensus

    A simple example is fitting a line in two dimensions to a set of observations. Assuming that this set contains both inliers, i.e., points which approximately can be fitted to a line, and outliers, points which cannot be fitted to this line, a simple least squares method for line fitting will generally produce a line with a bad fit to the data including inliers and outliers.

  7. Confusion matrix - Wikipedia

    en.wikipedia.org/wiki/Confusion_matrix

    In predictive analytics, a table of confusion (sometimes also called a confusion matrix) is a table with two rows and two columns that reports the number of true positives, false negatives, false positives, and true negatives. This allows more detailed analysis than simply observing the proportion of correct classifications (accuracy).

  8. Precision and recall - Wikipedia

    en.wikipedia.org/wiki/Precision_and_recall

    To calculate the recall for a given class, we divide the number of true positives by the prevalence of this class (number of times that the class occurs in the data sample). The class-wise precision and recall values can then be combined into an overall multi-class evaluation score, e.g., using the macro F1 metric. [21]

  9. Pseudo-R-squared - Wikipedia

    en.wikipedia.org/wiki/Pseudo-R-squared

    R 2 L is given by Cohen: [1] =. This is the most analogous index to the squared multiple correlations in linear regression. [3] It represents the proportional reduction in the deviance wherein the deviance is treated as a measure of variation analogous but not identical to the variance in linear regression analysis. [3]