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AI & Machine Learning · Intermediate

R-Squared (R²)

The coefficient of determination: the proportion of variance in the target explained by the model.

Definition

R-squared typically ranges from 0 to 1, where 1 means perfect fit; it can be negative for models worse than predicting the mean. Adding features never lowers training R-squared, so adjusted R-squared penalizes extra predictors.

Exam tip

R-squared measures explained variance, not error size in units.

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