Linear Regression Details
The Model Detail screen includes the following information for Linear Regression models:
Metrics
Provides training test, and n-fold data for the following:
- Mean squared error (MSE)
- Root mean squared error (RMSE)
- Number of observations
- R-squared (R2)
- Mean residual deviance
- Mean absolute error (MAE)
- Root mean squared logarithmic error (RMSLE)
- Akaike information criterion (AIC)
- Residual deviance
- Null deviance
- Null degree of freedom
- Residual degree of freedom
Standardized Coefficient Chart
Shows the most important predictors by providing the relative value of the coefficients, which indicates how much a change in particular predictor coefficient value changes the objective value positively or negatively. Also charts the top 25 coefficients in the model.
GLM Coefficients
Shows coefficients for a Generalized Linear Model, which estimates regression models for outcomes following exponential distributions.