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Model Validation-Set Summaries
Overall Statistics
Categorical Response
A measure that can be applied to general regression models. It is based on the likelihood function L and is scaled to have a maximum value of 1. The value is 1 for a perfect model, and 0 for a model no better than a constant model. The Generalized RSquare measure simplifies to the traditional RSquare for continuous normal responses in the standard least squares setting. Generalized RSquare is also known as the Nagelkerke or Craig and Uhler R2, which is a normalized version of Cox and Snell’s pseudo R2.
The average of negative log(p), where p is the fitted probability associated with the event that occurred.
The root mean square error, adjusted for degrees of freedom. The differences are between 1 and p, the fitted probability for the response level that actually occurred.
Continuous Response
Gives RMSE values, which are averaged over all trees, for In Bag and Out of Bag observations. Training set observations that are used to construct a tree are called in-bag observations. Training observations that are not used to construct a tree are called out-of-bag (OOB) observations.

Help created on 3/19/2020