Skip to main content

You are not logged in. Your edit will be placed in a queue until it is peer reviewed.

We welcome edits that make the post easier to understand and more valuable for readers. Because community members review edits, please try to make the post substantially better than how you found it, for example, by fixing grammar or adding additional resources and hyperlinks.

Required fields*

3
  • 1
    $\begingroup$ Very nice, +1. If we use probabilistic class membership predictions $0\leq \hat{y}\leq 1$, then calculate $R^2$ straightforwardly, then it's the ratio between the Brier scores of the focal model and an "overall average" model. $\endgroup$ Commented Feb 15, 2023 at 7:21
  • $\begingroup$ @StephanKolassa The UCLA page mentions that one as Efron’s $R^2$. // It turns out that my $R^2_{accuracy}$ was hiding in plain sight this whole time as UCLA’s adjusted count! $\endgroup$ Commented Feb 18, 2023 at 15:21
  • 1
    $\begingroup$ +1. I'm very sure you can derive this identity starting from likelihood ratios of Dirac deltas, one for the model being investigated, another for a constant model. In the case of the Dirac likelihood, the constant parameter that minimizes the loss is the majority class. $\endgroup$ Commented Sep 7, 2023 at 11:46