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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Assigned] (SPARK-22422) Add Adjusted R2 to RegressionMetrics
Date Wed, 15 Nov 2017 16:15:00 GMT

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

Sean Owen reassigned SPARK-22422:
---------------------------------

    Assignee: Teng Peng

> 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
>            Assignee: 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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