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https://issues.apache.org/jira/browse/SPARK-22422?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Apache Spark reassigned SPARK-22422:
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Assignee: Apache Spark
> 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: Apache Spark
> 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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