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machine learning - I am getting negative values for the R2 Squared after doing the linear regression on my data. What does it Suggest?

问题描述:

I am getting negative values for the R2 Squared after doing the linear regression on my data. What does it Suggest? Does it suggest the output is useless?

网友答案:

There's a pretty good treatment of this already existing on the stats stackexchange, which I posted as reference since most of this answer will be similar, but possibly less extensive.

The short is that your R^2 value is comparing your regression to a horizontal line. If your R^2 value is less performant than a horizontal line you'll see a negative value.

Image posted below for reference:

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