Github user iyounus commented on a diff in the pull request: https://github.com/apache/spark/pull/10384#discussion_r48209708 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/evaluation/RegressionMetrics.scala --- @@ -105,6 +112,14 @@ class RegressionMetrics @Since("1.2.0") ( */ @Since("1.2.0") def r2: Double = { - 1 - SSerr / SStot + // In case of regression through the origin (biased case), the definition of R^2 is + // to be modified. Here is a review paper which explains why: + // J. G. Eisenhauer, Regression through the Origin. Teaching Statistics 25, 76â80 (2003) + // https://online.stat.psu.edu/~ajw13/stat501/SpecialTopics/Reg_thru_origin.pdf --- End diff -- OK, I think I didn't understand your comment before. I'll move this note to scaladoc.
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