I think you can only guarantee that R2 is always positive when performing linear regression with no constraints. Is this you case, or are you using another model? For example, when using a regression forest you cannot guarantee positive R2.
Better explanation here: http://stats.stackexchange.com/questions/12900/when-is-r-squared-negative -- Flavio On Thu, Jan 24, 2013 at 11:28 AM, Bertrand Thirion <bertrand.thir...@inria.fr> wrote: > If you use a cross validation scheme, where you estimate the residuals > variance on left-out data and compare it to the variance of the model with > the intercept only, then R^2 can be negative. This approach is an > alternative to adjusted R^2 for model selection, and probably makes more > sense when the model is penalized (i.e. you're no longer doing maximum > likelihood). > May be there's a more proper statistical term for that ? > HTH > > Bertrand > > ________________________________ > > De: "Ronnie Ghose" <ronnie.gh...@gmail.com> > À: scikit-learn-general@lists.sourceforge.net > Envoyé: Jeudi 24 Janvier 2013 12:57:27 > Objet: Re: [Scikit-learn-general] (no subject) > > > is it adjusted R^2? The usual R^2 can never be negative afaik > > http://en.wikipedia.org/wiki/Coefficient_of_determination > > > On Wed, Jan 23, 2013 at 2:42 PM, Andreas Mueller <amuel...@ais.uni-bonn.de> > wrote: >> >> Am 23.01.2013 20:32, schrieb Ronnie Ghose: >> > How can _best_score in GridSearchCV be negative? R^2 can only be from >> > 0 to -1 ...? >> R^2 can also be negative afaik. It is somewhat unstable for small sample >> sizes. >> >> >> ------------------------------------------------------------------------------ >> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, >> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current >> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft >> MVPs and experts. ON SALE this month only -- learn more at: >> http://p.sf.net/sfu/learnnow-d2d >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > > ------------------------------------------------------------------------------ > Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, > MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current > with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft > MVPs and experts. ON SALE this month only -- learn more at: > http://p.sf.net/sfu/learnnow-d2d > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > > ------------------------------------------------------------------------------ > Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, > MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current > with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft > MVPs and experts. ON SALE this month only -- learn more at: > http://p.sf.net/sfu/learnnow-d2d > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft MVPs and experts. ON SALE this month only -- learn more at: http://p.sf.net/sfu/learnnow-d2d _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
