[
https://issues.apache.org/jira/browse/SPARK-9005?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Joseph K. Bradley resolved SPARK-9005.
--------------------------------------
Resolution: Fixed
Fix Version/s: 1.5.0
Issue resolved by pull request 7361
[https://github.com/apache/spark/pull/7361]
> RegressionMetrics computing incorrect explainedVariance
> -------------------------------------------------------
>
> Key: SPARK-9005
> URL: https://issues.apache.org/jira/browse/SPARK-9005
> Project: Spark
> Issue Type: Bug
> Components: MLlib
> Reporter: Feynman Liang
> Assignee: Feynman Liang
> Fix For: 1.5.0
>
>
> {{RegressionMetrics}} currently computes explainedVariance using
> {{summary.variance(1)}} (variance of the residuals) where the [Wikipedia
> definition|https://en.wikipedia.org/wiki/Fraction_of_variance_unexplained]
> uses the residual sum of squares {{math.pow(summary.normL2(1), 2)}}. The two
> coincide only when the predictor is unbiased (e.g. an intercept term is
> included in a linear model), but this is not always the case. We should
> change to be consistent.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
