Questions tagged [r-squared]

For questions regarding R-squared ($R^2$), a statistical measure that represents the proportion of the variance for a dependent variable that's explained by an independent variable or variables in a regression model.

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How to improve the $R^2$ score on an autoencoder model when the loss(KLDivergence) and validation MAE is giving desired scores?

I have been training an autoencoder for data with 25k feats and 1k data points. The $R^2$ score is coming negative on every epoch, and around -27 on both train and test sets, although the MAE is 0.7 ...
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How is R squared calculated in context to H.clustering?

I was reading the paper "Consistent Individualized Feature Attribution for Tree Ensembles" by Scott Lundberg et al. and cannot understand how the calculation for the $R^2$ works here - see ...
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35 views

Is r-squared a good metric for nonlinear models?

I come to ask if the r-squared metric is correct for assessing the quality of nonlinear models? I found very interesting thread on reddit Is r-squared useless with proofs from a statistics professor, ...
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Can both R-square and Adjusted R-square be same?

I am solving a Multiple Linear Regression problem and judging the model by looking at R-square and Adjusted R-square metrics. In recent iteration which are yielding desired coefficients directionally ...
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53 views

Multi-dimensional Euclidian R^2 squared - reasonable?

I have a high-dimensional space, say $\mathbb{R}^{1000}$, and I have samples $y_1, \ldots , y_n \in \mathbb{R}^{1000}$ and $\hat{y}_1, \ldots , \hat{y}_n \in \mathbb{R}^{1000}$. Would $$ R^2 = 1 - \...
1 vote
1 answer
61 views

Calculate RMSE based on R squared and vice versa

If for example I have the value of RMSE can I calculate the $R^2$? And vice versa if I have the value of $R^2$ can I calculate the value of RMSE? I have all predictions, dataset, training set, and ...
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R-Squared for real valued label under non linear regression learner

Below are my questions of R-Squared for real valued label under non linear regression learner. It may be a large problem, if there is no easy answer, could you give me some references? Firstly for the ...
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1 answer
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Do I need to rescale input labels before training (label values between 20..51)?

I'm trying to build model for this datatset (Age prediction): The input image has the shape: 3, 128, 128 and the predicted labels (ages) range between 20 to 51. I ...
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47 views

Batch Size influences R2 score a lot, but not MSE (much)

If I train a model following a random search, (and in general for this problem I am working on), a big batch size seems to control R2 score where bs=200 or more, say, roughly, gives R2 scores of 0.95 ...
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Increasing (negative) R2 coincident with decreasing (positive) MSE during hyper parameter optimisation

I have a densely connected NN and I'm running a hyper parameter optimisation for multi-target output. During hyper parameter optimisation training, each epoch KerasTuner focuses on val_loss. During ...
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94 views

Comparison of performance of regression models for multi-regression tasks

I have a sample time-series dataset (23, 14291) a pivot table count for 24hrs for some users. After pre-processing, I have a dataset with (23, 200) shape. I filtered some of the columns/features which ...
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Why does an unimportant feature has a big impact on R2 in XGBoost?

I am training an XGBoost model, xgbr, using xgb.XGBRegressor() with 13 features and one numeric target. The R2 on the test set ...
2 votes
2 answers
222 views

SKlearn PolynomialFeatures R^2 score

I'm trying to create a linear regression model with use of PolynomialFeatures. But when I evaluate it, I get really strange scores. I know that R^2 can be applied to this model and I think I've trying ...
1 vote
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30 views

Does the appliance of R-squared to non-linear models depends on how we calculate it?

Does the appliance of R-squared to non-linear models depends on how we calculate it? $R^2 = \frac{SS_{exp}}{SS_{tot}}$ is going to be an inadequate measure for non-linear models since an increase of $...
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1 vote
3 answers
115 views

Determining which model result is better

I am trying to determine which model result is better. Both results are trying to achieve the same objective, the only difference is the exact data that is being used. I used ...
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2 answers
681 views

Can someone explain the solution to the following problem?

Q) We want to learn a function f(x) of the form f(x) = ax + b which is parameterized by (a, b). Using squared error as the loss function, which of the following parameters would you use to model this ...
1 vote
1 answer
177 views

Does statsmodels compute R2 and other metrics on a validation-/test- set?

Does statsmodels compute R2 and other metrics on a validation set? I am using the OLS from the statsmodels.api when printing summary, an r2 and r2_asjusted are ...
3 votes
3 answers
1k views

Is R2 score a reasonable regression measure on huge datasets?

I'm running a regression model on a pretty large data set and getting a fairly woeful $R^2$ score of ~0.2 (see plot below), despite the plot looking like the model is generally pointing in the right ...
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