#6983·LightGBM

Built-in R2 (R-squared) metric

Author: jameslambCreated Jul 28, 2025Updated Sep 1, 2026
Labelsfeature request

Description

LightGBM should add a built-in R^2 metric.

Benefits of this work

  • prevents the need to implement this metric in a custom function (as seen in #6982, for example)

Acceptance criteria

  • LightGBM supports an r2 metric (on both CPU and GPU)

Approach

Do something like this to find where rmse shows up:

bash
git grep -i rmse

And follow that as a guide for what to update.

At a minimum:

Notes

This should be the standard R^2, not the "adjusted" R^2 which penalizes models with more features.

See https://en.wikipedia.org/wiki/Coefficient_of_determination