https://en.wikipedia.org/wiki/Coefficient_of_determination 

"Important cases where the computational definition of R 2 can yield negative 
values, depending on the definition used, arise where the predictions that are 
being compared to the corresponding outcomes have not been derived from a 
model-fitting procedure using those data, and where linear regression is 
conducted without including an intercept." 

Best, 

Bertrand 

----- Mail original -----

> De: "Paul Anton Letnes" <[email protected]>
> À: "Fabian Böhnlein" <[email protected]>
> Cc: "Scikit-learn user and developer mailing list" <[email protected]>
> Envoyé: Mardi 14 Février 2017 12:58:19
> Objet: Re: [scikit-learn] cross validation scores seem off for PLSRegression

> Oh, and thanks for pointing out the bit about R^2 being negative - although
> it "feels off" in my head! Complex R?

> -----------
> Paul Anton
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