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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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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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 ...
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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 ...
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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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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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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 ...
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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 ...
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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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