Fraction of variance unexplained
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For broader coverage of this topic, see Explained variation.
In statistics, the fraction of variance unexplained (FVU) in the context of a regression task is the fraction of variance of the regressand (dependent variable) Y which cannot be explained, i.e., which is not correctly predicted, by the explanatory variables X.
This article relies largely or entirely on a single source. (June 2020) |