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.