Timeline for How to conclude, regression results can't be improved anymore?
Current License: CC BY-SA 4.0
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| when toggle format | what | by | license | comment | |
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| Jul 11, 2018 at 14:52 | comment | added | Björn | I suspect that shows that you have not a lot of data. | |
| Jul 11, 2018 at 12:49 | comment | added | dgomzi | I tried (log, inv,exp) transformations on each indep variable, and then chose best variables by step wise regression. After choosing best transformed variables, I split data in test/ train for evaluating performance on hold-out set. Then I did a gridSearch on train set for finding best combination of (alpha, l1_ratio, max_iter) of elastic net. And finally tested the model on test set (r2 i am talking about). I understand doing different splits, i won't find good performance metrics. How should I interpret very varying results with different train/test splits? | |
| Jul 11, 2018 at 11:50 | history | answered | Björn | CC BY-SA 4.0 |