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

["Sean Owen (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SPARK-22422?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Sean Owen resolved SPARK-22422.
-------------------------------
       Resolution: Fixed
    Fix Version/s: 2.3.0

Issue resolved by pull request 19638
[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
>             Fix For: 2.3.0
>
>
> 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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