MAE, RMSE and R2 are metris for regression:
https://docs.microsoft.com/en-us/azure/machine-learning/algorithm-module-reference/evaluate-model
So answer is correct.
FYI: the concept Receiver Operating Characteristic (ROC) was developed during World War II for the analysis of radar receivers.
Reference: https://stats.stackexchange.com/questions/341043/what-is-the-origin-of-the-receiver-operating-characteristic-roc-terminology
The keyword for regression is "error" except for the metric Coefficient of determination
The metrics returned for regression models are designed to estimate the amount of error,
so the answer is correct for classification
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