SERIES ON THEORIES
Negative R2: Where Did You Go Wrong?
A statistical example
Published in
6 min readOct 21, 2022
Recently, I went about a machine learning task and obtained a negative R2 scoring metric on my holdout test set.
“Wait! Isn’t R2… squared? Shouldn’t it be between 0 and 1? What on earth have I done?”
Initially, I was very concerned about the state of my machine learning task. After a couple minutes of googling, I remained only mildly concerned about the state of my machine learning task. In any case, I got a nice review of…
