how is Coefficient of Determination/proportionate reduction in error calculated

Coefficient of Determination/proportionate reduction in error
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Proportional reduction in error is a more restrictive framework widely used in statistics, in which the general loss function is replaced by a more direct measure of error such as the mean square error. Examples are the coefficient of determination and Goodman and Kruskal's lambda.

https://en.wikipedia.org/wiki/Proportional_reduction_in_loss

by Level 10 User (57.4k points)

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