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.
18 questions
1 vote
1 answer
73 views
When can a low r-squared generate a good predictive models?
Most discussions on model prediction says that you should focus on error metrics, like RMSE, MSE, MAE or MAPE. Some even argue that r-squared can be low in a good model. However, I can't think of a ...
0 votes
0 answers
158 views
R2 is good but not rmse , mse , mae
In my models, R2 in training and test sets are close to each other, but in RMSE, MSE, MAE of some models, these are very different? what is the reason Is there a solution?
0 votes
1 answer
263 views
1 vote
1 answer
773 views
Why I'm getting a negative R2 score with Random Forest Regressor?
I'm trying to predict some variables for MOF's (from a scientific paper) using the Random Forest model in Phyton, but the value of R2 is negative (different from the paper, which was positive). I ...
0 votes
0 answers
102 views
What is reliability? How it is related to correlation coefficient?
We can compute real or population correlation(rho) by square-root of 1 minus R-squared.Is this a correct interpretation? Does population correlation mean a real correlation measured as square-root of ...
2 votes
1 answer
98 views
Why would the result change so much for a linear regression with or without a constant?
I was running a Linear Regression with Wooldridge dataset named GPA2, which is found on Python library named wooldridge. I tried two linear regressions. The first: ...
0 votes
0 answers
73 views
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 ...
0 votes
1 answer
39 views
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 ...
3 votes
0 answers
309 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
3k 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 ...
0 votes
1 answer
29 views
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 ...
1 vote
1 answer
266 views
Why does an unimportant feature has a big impact on R2 in XGBoost? [closed]
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
1k 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
0 answers
55 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 $...
1 vote
3 answers
144 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 ...