A note on adjusting $R^2$ for using with cross-validation
Machine Learning
2016-05-06 v1 Artificial Intelligence
Machine Learning
Abstract
We show how to adjust the coefficient of determination () when used for measuring predictive accuracy via leave-one-out cross-validation.
Cite
@article{arxiv.1605.01703,
title = {A note on adjusting $R^2$ for using with cross-validation},
author = {Indre Zliobaite and Nikolaj Tatti},
journal= {arXiv preprint arXiv:1605.01703},
year = {2016}
}