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R2 METRIC DYNAMICS FOR K-NEAREST NEIGHBORS REGRESSION MODEL TRAINED ON SERIES OF DIFFERENT SIZES

An R2 score or a coefficient of determination is used often as a metric to evaluate regression models. It can be applied solely but usually it is combined with other metrics in order to increase accuracy of a model evaluation. The goal of the work is to research the dynamics of the R2 score of a K-Nearest Neighbors regression model trained on series of different sizes in order to propose a new approach to increase the robustness and accuracy of the model evaluation when the R2 score metric is used solely.