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Add R2 metric #403

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Merged
merged 2 commits into from
May 23, 2024
Merged

Add R2 metric #403

merged 2 commits into from
May 23, 2024

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rishabh-ranjan
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This PR adds the $R^2$ metric (coefficient of determination) for regression tasks.

This is a popular metric and has some desirable properties:

  1. normalized to range (-inf, 1]
  2. global mean baseline gets score 0
  3. intuitive interpretation as the proportion of variance explained

@rishabh-ranjan rishabh-ranjan requested a review from weihua916 May 22, 2024 23:38
@rishabh-ranjan rishabh-ranjan enabled auto-merge (squash) May 23, 2024 02:37
@rishabh-ranjan rishabh-ranjan merged commit b134b9c into pyg-team:master May 23, 2024
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2 participants