Regression and Its Metrics: Linear Regression, Gradient Boosting, MAE, RMSE and R²
Regression predicts a number; choosing the right metric matters as much as choosing the algorithm, because MAE measures average deviation, RMSE punishes large errors and R² measures explained variance. We write gradient descent by hand in C#, compare SDCA, FastTree, FastForest and LightGBM on Bookstore's delivery time, and show with real output how 21 lost parcels nearly triple RMSE, how residual analysis works and how two model families behave outside the training range.
15 Nov 2026
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14 min
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10
