ridge_r2
ridge_r2
Functions
| Name | Description |
|---|---|
| ridge_get_r2 | Calculate the coefficient of determination (R² score) for a regression model. |
ridge_get_r2
ridge_r2.ridge_get_r2(y_true, y_pred)Calculate the coefficient of determination (R² score) for a regression model.
The R² score measures how well the regression line fits the data, representing the proportion of variance in the dependent variable that is predictable from the independent variable(s). Values range from -∞ to 1, where 1 indicates perfect prediction.
This function calcuates the ratio of the Residual Sum of Squares (RSS) to the Total Sum of Squares (TSS), as a measure of how well the data performs compared to the mean.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| y_true | array-like of shape (n_samples,) | True target values (observed data points). | required |
| y_pred | array-like of shape (n_samples,) | Predicted values from the regression model. | required |
Returns
| Name | Type | Description |
|---|---|---|
| r2 | float | The R² score. A value of 1.0 indicates perfect prediction, 0.0 indicates the model performs no better than predicting the mean, and negative values indicate the model performs worse than a horizontal line at the mean. |
Notes
R² is calculated as: R² = 1 - (SS_res / SS_tot) where: SS_res = Σ(y_true - y_pred)² (residual sum of squares) SS_tot = Σ(y_true - ȳ)² (total sum of squares)
Examples
>>> y_true = np.array([3, -0.5, 2, 7])
>>> y_pred = np.array([2.5, 0.0, 2, 8])
>>> ridge_get_r2(y_true, y_pred)
0.9486081370449679