I am getting my R2 score for support Vector regression in negative. But when I tried to predict new results, It gives better performance than other algorithms? Is a negative R2 Score doesn't impact model performance?
1 Answer
R2 score can be negative as stated in the dosumentation. R2 is not always the square of anything, so it can have a negative value without violating any rules of math. R2 is negative only when the chosen model does not follow the trend of the data.
It seems that your model may be giving better performance because of over-fitting.
Or maybe try running the r2 score function in this format:
r2_score(y_true, y_pred) 2