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| 調整済み決定係数 (R²_adj)× | 平均二乗誤差(MSE)× | |
|---|---|---|
| 分野 | モデル評価 | モデル評価 |
| 系統 | MCDM | MCDM |
| 提唱年≠ | 1961 | 1809 |
| 提唱者≠ | Henri Theil | Carl Friedrich Gauss |
| 種類≠ | Penalized goodness-of-fit metric | Squared-error loss function |
| 原典≠ | 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 ↗ |
| 別名≠ | Adjusted R², R²_adj | MSE, L2 error, quadratic error |
| 関連≠ | 5 | 4 |
| 概要≠ | 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. |
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