השוואת שיטות
סקרו את השיטות שבחרתם זו לצד זו; שורות שבהן יש הבדל מודגשות.
| מקדם המתאם המתוקנן (R²_adj)× | טעות ריבועית ממוצעת (MSE)× | |
|---|---|---|
| תחום | הערכת מודלים | הערכת מודלים |
| משפחה | MCDM | MCDM |
| שנת המקור≠ | 1961 | 1809 |
| הוגה השיטה≠ | Henri Theil | Carl Friedrich Gauss |
| סוג≠ | Penalized goodness-of-fit metric | Squared-error loss function |
| מקור מכונן≠ | Theil, H. (1961). Economic Forecasts and Policy. Amsterdam: North-Holland Publishing Company. link ↗ | Gauss, C. F. (1809). Theoria Motus Corporum Coelestium in Sectionibus Conicis Solem Ambientium. Hamburg: Perthes and Besser. link ↗ |
| כינויים≠ | Adjusted R², R²_adj | MSE, L2 error, quadratic error |
| קשורות≠ | 5 | 4 |
| תקציר≠ | Adjusted R² is a corrected version of the coefficient of determination that accounts for the number of predictors in a regression model. Introduced by Henri Theil in 1961, it addresses the fundamental limitation of standard R²: the tendency to increase whenever any predictor is added, regardless of whether that predictor contributes meaningfully to explaining the target variable. | Mean Squared Error is the foundational loss function for regression models, measuring the average squared deviation between predictions and observations. Originating from Gauss and Legendre's method of least squares (1805-1809), MSE is the basis for ordinary least squares regression and remains central to modern machine learning optimization. |
| ScholarGateמערך נתונים ↗ |
|
|