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https://issues.apache.org/jira/browse/SPARK-9005?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Apache Spark reassigned SPARK-9005:
-----------------------------------
Assignee: (was: Apache Spark)
> RegressionMetrics computing incorrect explainedVariance and r2
> --------------------------------------------------------------
>
> Key: SPARK-9005
> URL: https://issues.apache.org/jira/browse/SPARK-9005
> Project: Spark
> Issue Type: Bug
> Components: MLlib
> Reporter: Feynman Liang
>
> {{RegressionMetrics}} currently computes explainedVariance using
> {{summary.variance(1)}} (variance of the residuals) where the [Wikipedia
> definition|https://en.wikipedia.org/wiki/Fraction_of_variance_unexplained]
> uses the residual sum of squares {{math.pow(summary.normL2(1), 2)}}. We
> should change to be consistent.
> The computation for r2 is also currently incorrect. Multiplying by
> {{summary.count - 1}} appears to be trying to compute an adjusted r2, but the
> lack of a DoF adjustment in the numerator makes the computation inconsistent
> with [Wikipedia's
> definition|https://en.wikipedia.org/wiki/Coefficient_of_determination]. Since
> {{RegresionMetrics}} is not given the number of regression variables, we
> should modify and explicitly document that this computes unadjusted R2.
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