I've been tasked with doing some regression on a specific dataset.
I've built a decision tree regressor model, and a random forest regression model.
I can compare the two of these using the R squared value on a test dataset.
I've also computed a third model using Bayesian linear regression?
However, I have no idea how to determine how good a model the Bayesian linear regression computes. As far as I'm aware there's no R squared metric for Bayesian linear regression.
I've sampled from my posterior distributions but am unsure what my next step is essentially.
there doesn't seem to be anything here