adjusted_r2

Intuition: once all feature have been added. Additional features will be penalized

$R^2=1-\frac{\text{RSS}/(n-d-1)}{\text{TSS}/(n-1)},$ where

• RSS is the residual sum of squares
• $d$ is the number of features
• TSS is the total sum of squares
• $n$ is the number of observations