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Posted to issues@spark.apache.org by "Apache Spark (JIRA)" <ji...@apache.org> on 2017/11/02 05:17:00 UTC

[jira] [Commented] (SPARK-22422) Add Adjusted R2 to RegressionMetrics

    [ https://issues.apache.org/jira/browse/SPARK-22422?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16235195#comment-16235195 ] 

Apache Spark commented on SPARK-22422:
--------------------------------------

User 'tengpeng' has created a pull request for this issue:
https://github.com/apache/spark/pull/19638

> Add Adjusted R2 to RegressionMetrics
> ------------------------------------
>
>                 Key: SPARK-22422
>                 URL: https://issues.apache.org/jira/browse/SPARK-22422
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 2.2.0
>            Reporter: Teng Peng
>            Priority: Minor
>
> In practice, no one looks at R2 alone. The reason is R2 itself is misleading. If we add more parameters, R2 will not decrease but only increase (or stay the same). This leads to overfitting.
> I added adjusted R2 as the metric which was implemented in all major statistical analysis tools.



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