I am getting R2 values above 1 (e.g. 1.063). I thought that R2 could not
be higher than 1. What is the highest value that R2 can take?
The specific call I am making is:
alphas = np.linspace(0.1,20,100)
reg = RidgeCV(store_cv_values=True, alphas=alphas, scoring = 'r2')
reg.fit(X,y)
where X is the result of calling:
scaler = preprocessing.StandardScaler().fit(X_original)
X = scaler.transform(X)
on a real-valued X_original
and y has values that range between [0 and 300]
Thanks,
Josh
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