Initial Model Comparison Report shows an example of the initial Model Comparison report for a continuous response.
Initial Model Comparison Report
The Predictors report shows all responses and all models being compared for each response. The fitting platform that created the predictor column is also listed.
The Measures of Fit report shows measures of fit for each model. The columns are different for continuous and categorical responses.
The r-squared statistic. In data tables that contain no missing values, the r-squared statistics in the Model Comparison report and original models match. However, if there are any missing values, the r-squared statistics differ.
A generalization of the Rsquare measure that simplifies to the regular Rsquare for continuous responses. Similar to the Entropy RSquare, but instead of using the log-likelihood, the Generalized RSquare uses the 2/n root of the likelihood. The maximum value is 1 for a perfect model. A value of 0 indicates that the model is no better than a constant model.
The average of -log(p), where p is the fitted probability associated with the event that occurred.
Related Information 
Training and Validation Measures of Fit in Neural Networks provides more information about measures of fit for categorical responses.