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I was reading the paper "Consistent Individualized Feature Attribution for Tree Ensembles" by Scott Lundberg et al. and cannot understand how the calculation for the $R^2$ works here - see explanation on the image.

From this paper, the authors calculate an $R^2$ value based on the "proportion of model output variance explained". I fully understand how $R^2$ works regarding regression, but I'm not sure what the calculation looks like when used in this context.

Could someone explain to me what this calculation looks like?

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    $\begingroup$ Better suited for Cross Validated. $\endgroup$ Commented Sep 30, 2022 at 10:58
  • $\begingroup$ Agreed that this might be a better fit for Cross Validated $\endgroup$ Commented Sep 30, 2022 at 11:16
  • $\begingroup$ Thanks, will post there instead! $\endgroup$ Commented Oct 1, 2022 at 13:27

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