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Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.

Koriģētais noteikšanas koeficients (R²_adj)×Vidējā kvadrātiskā kļūda (RMSE)×
NozareModeļu novērtēšanaModeļu novērtēšana
SaimeMCDMMCDM
Izcelsmes gads19611809
AutorsHenri TheilCarl Friedrich Gauss
TipsPenalized goodness-of-fit metricDistance-based evaluation metric
PirmavotsTheil, 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 ↗
Citi nosaukumiAdjusted R², R²_adjRMSE, RMS error, quadratic mean error
Saistītās54
KopsavilkumsAdjusted 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.Root Mean Squared Error is a widely used metric that measures the average magnitude of prediction errors in regression models. Originating from Carl Friedrich Gauss's work on least-squares estimation (1809), RMSE quantifies how far predictions deviate from observed values by averaging the squared differences and taking the square root.
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ScholarGateSalīdzināt metodes: Adjusted R-squared · Root Mean Squared Error. Izgūts 2026-06-17 no https://scholargate.app/lv/compare