How to Better Evaluate the Goodness-of-Fit of Regressions

Luca Zavarella
Microsoft Azure
Published in
14 min readSep 13, 2017

--

Most of the content of this post is platform-agnostic. Since in these days I’m using Azure Machine Learning, I take it as a starting point of my studies.

It’s quite simple for an Azure Machine Learning average user to create a regression experiment, make the data flow in it and get the predicted values. It’s also easy to have some metrics to evaluate the implemented model. Once you get them, the following questions arise:

  • How can I interpret these numbers?
  • Are these metrics enough…

--

--

Luca Zavarella
Microsoft Azure

Microsoft MVP for AI and Data Platform, Head of Data & AI at iCubed. Classical pianist in the free time.