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The Data look something like this:

[0, ...., 0, 2.8, 10, 4.5,]

So there are a lot of zeros to predict. And just a few non zeroes.

Apllying R2 to a potentially predictive model for this kind of Data is not feaseable: The difference between all zero prediction and the expected values is not that big.

Is there a R2-like metric to aid this situation ?

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    $\begingroup$ What goes wrong when you use $R^2$ despite your reservations? You’re still seeing how much variability you’re regression accounts for compared to always guessing the mean of the response variable. $\endgroup$
    – Dave
    Apr 2, 2020 at 11:28
  • $\begingroup$ I run my model with simple R^2 , yet the obtained R2 fails to convey an improvement while tuning hyperparameters. $\endgroup$ Apr 2, 2020 at 12:52
  • $\begingroup$ So your model is doing a poor job of predicting. That’s an issue with your model, not $R^2$. $\endgroup$
    – Dave
    Apr 2, 2020 at 13:03
  • $\begingroup$ that why i want to tune the model into a better predicting model through hyperparameters. But for this, the metric for model evaluation has to convey the right message. R2 failed for me in this case $\endgroup$ Apr 2, 2020 at 16:39
  • $\begingroup$ Why is $R^2$ failing you by (seemingly correctly) reporting a poor model fit? $\endgroup$
    – Dave
    Apr 2, 2020 at 16:44

1 Answer 1

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Looks like your data are severely unbalanced if they are almost all zeros. Try data balancing or some form of cross-validation. To your original point: there is not a simple R^2 metric fix.

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  • $\begingroup$ This is a Model with multiple Targets, each has their non-zero values on different variables. Balancing is only possible in by filtering the prediction. Currently, I will approach this by filtering the none-zero Data. Filling the Amount of none-zero with otherwise similar data, yet 0 in specific target. Thus obtaining a 50/50 balancing for R2 calculation $\endgroup$ Apr 2, 2020 at 12:59
  • $\begingroup$ It sounds like you're going to invent new data for data balancing, rather than sampling over existing data? That sounds like a spectacularly bad idea. I guess I didn't understand your comment. $\endgroup$ Apr 2, 2020 at 18:29
  • $\begingroup$ no, sry i did not convey it right. i am not creating new data. I sample some extra Data from samples that are simliar to the ones with the non-zero values. $\endgroup$ Apr 2, 2020 at 22:22

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