Thanks for your information, I've understood the R^2.
At 2015-05-06 03:17:50, "Michael Eickenberg" <michael.eickenb...@gmail.com>
wrote:
Under gaussian (and most other) noise and a nonexplicative model the
distribution of r^2 has a negative mode.
As a consequence, sometimes an r^2 score of 0 already implies significant
predictive capacity... happy publishing!
On Tuesday, May 5, 2015, Chris Holdgraf <choldg...@berkeley.edu> wrote:
To my knowledge, R2 is basically a comparison of your model fit, to the model
that is fit by simply drawing a line through the mean of your output variable.
To that extent, if your fit model does worse than the "mean fit", then R2 will
be negative. E.g., check out:
http://randomanalyses.blogspot.com/2011/11/coefficient-of-determination-r2.html
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