R2

class R2(mode: str = MetricAggregationMode.per_segment, **kwargs)

Bases: etna.metrics.base.Metric

Coefficient of determination metric with multi-segment computation support.

\[R^2(y\_true, y\_pred) = 1 - \frac{\sum_{i=0}^{n-1}{(y\_true_i - y\_pred_i)^2}}{\sum_{i=0}^{n-1}{(y\_true_i - \overline{y\_true})^2}}\]

Notes

You can read more about logic of multi-segment metrics in Metric docs.

Init metric.

Parameters

• mode ('macro' or 'per-segment') – metrics aggregation mode

• kwargs – metric’s computation arguments

Inherited-members

Attributes

name	Name of the metric for representation.