The fit metrics build on the fraction of variance unexplained (FVU): the
squared error of the formula, divided by how much the true values vary around their average,
$$
\operatorname{FVU}(y, \hat{y}) \;=\;
\frac{\sum_{i=1}^{N} (y_i - \hat{y}_i)^2}{\sum_{i=1}^{N} (y_i - \bar{y})^2},
\qquad \bar{y} = \tfrac{1}{N} \textstyle\sum_{i=1}^{N} y_i .
$$
An FVU of 0 is a perfect fit, 1 is no better than always predicting the average, and values
above 1 are worse than that. Because it divides by the variation of the true values, the FVU
does not depend on the units or the scale of the problem. A formula that returns infinite or
undefined values on the points has an FVU of \(\infty\).
Numeric Recovery, Validation (vNRR) higher is better
$$
\mathrm{vNRR} \;=\; \frac{1}{K} \sum_{k=1}^{K}
\mathbb{1}\!\left[ \operatorname{FVU}\!\big(y_{\mathrm{val}}^{(k)},
\hat{y}_{\mathrm{val}}^{(k)}\big) \le \varepsilon_{32} \right],
\qquad \varepsilon_{32} = 2^{-23} \approx 1.19 \times 10^{-7}
$$
The share of problems where the predicted formula reproduces the held-out points almost
exactly: its FVU is at most \(\varepsilon_{32}\), the precision of a 32-bit floating-point
number. Since the FVU is a squared error, this allows a typical (root-mean-square) error of
at most \(\sqrt{\varepsilon_{32}} \approx 0.035\,\%\) of the true values' standard
deviation. It is the accuracy metric of the headline charts, and it is deliberately strict:
a close fit that misses the threshold does not count. A problem without a usable formula
counts as a miss.
Numeric Recovery, Support (fNRR) higher is better
The same test on the given points,
\(\mathbb{1}[\operatorname{FVU}(y, \hat{y}) \le \varepsilon_{32}]\). When fNRR is higher
than vNRR, some formulas fit the given points but not the held-out ones: they fit the data
without being the ground truth.
log10 FVU, Validation / Support lower is better
$$
\log_{10} \operatorname{FVU}\big(y_{\mathrm{val}}, \hat{y}_{\mathrm{val}}\big)
\quad\text{and}\quad
\log_{10} \operatorname{FVU}\big(y, \hat{y}\big)
$$
How close the fit is, on a log scale, including the close fits that Numeric Recovery does
not count. \(-2\) means 1 % of the variation is left unexplained, and \(-7\) is about the
Numeric Recovery threshold. It is measured only on problems where the method returned a
usable formula. The scale stops at \(\log_{10} \varepsilon_{64} \approx -15.65\), the
precision of a 64-bit float (\(\varepsilon_{64} = 2^{-52}\)): below it, the unexplained
variance is smaller than about one rounding unit of the variance it is divided by, so the
value is rounding noise, and the same formula written two ways lands anywhere from \(-16\)
to \(-320\), or at \(-\infty\) when the arithmetic agrees bit for bit. On the floor these
are one value, and an exact fit counts in the mean like any other fit. A formula that blows
up gives \(+\infty\): the median counts it as the worst, the mean leaves it out. The
Flash-ANSR paper leaves every numerically perfect fit
(\(\operatorname{FVU} \le \varepsilon_{32}\)) out of its log FVU summaries, so its values
are not directly comparable to the ones here.
R², Validation / Support higher is better
\(1 - \operatorname{FVU}\) on either set of points: 1 is a perfect fit, 0 is no better
than always predicting the average, and there is no lower limit. A single formula that
blows up could decide the average of a whole problem set, so \(R^2\) is summarized by its
median, whichever statistic you choose for the other metrics.
Successful Prediction Rate higher is better
The share of problems for which the method returned a usable formula at all: it was
produced and read, and its numbers were fitted, without an error. Where this share drops,
the rates count the failures as misses, and the other metrics are measured on fewer
problems (the tooltip of each point says on how many).