What is the difference between R-squared and Adjusted R-squared in regression evaluation?

Data Science with Python Hard

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What is the difference between R-squared and Adjusted R-squared in regression evaluation?

Key points

  • R-squared increases with more features, while Adjusted R-squared penalizes for unnecessary predictors
  • R-squared measures explained variance, Adjusted R-squared adjusts for model complexity
  • Adjusted R-squared is preferred for comparing models with different numbers of predictors

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