


Scoring function: R2
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The R2 scoring function is a statistical measure that represents the proportion of variance for a dependent variable \
that is explained by an independent variable or variables in a regression model.

For multivariate regression, the R2 score is calculated across all blocks of Y values. The general formula for R2 is:

R2 = 1 - (SS_res / SS_tot) = (SS_tot - SS_res) / SS_tot = what you were able to explain, divided by what you started with.

Where:
* SS_res is the sum of squares of residuals (the difference between the observed and predicted values).
* SS_tot is the total sum of squares (the variance of the observed values).
