Coefficient of determination

The coefficient of determination, or \(R^2\), measures the strength of the relationship between independent variable (inputs and the dependent variable (outputs).

It indicates the goodness of the fit of a linear regression. $$ 0.0 \le R^2 \le 1.0 $$ Note: \(R^2\) can increase as more predictors are added to a model, which can give an illusion of improvement.