Lodestar.Metrics 0.3.0. This page is frozen at that release. Read the current documentation for what main says now. A link to a decision or a migration page follows main, and leaves the archive.

ExplainedVariance

R2's forgiving cousin: it measures whether the prediction tracks the truth's ups and downs, and does not charge for being consistently off by a fixed amount.

Members

Member	What it does
ExplainedVariance.Score	One number for the whole prediction: the share of the truth's variance the residuals do not carry.
ExplainedVariance.PerOutput	One score per output, unreduced.
ExplainedVariance.VarianceWeighted	One number, each output counted in proportion to how much its own truth varies.