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- library(e1071)
- set.seed(100)
- df <- data.frame(x = cumsum(rnorm(100)),
- y = cumsum(rnorm(100)))
- #df <- df[sample(1:NROW(df), size=NROW(df)), ] # Shuffler
- train_df <- df[1:80,]
- test_df <- df[81:100,]
- train <- svm(y ~ x, data=train_df)
- r2 <- function(data, model, response) {
- preds <- predict(model, data)
- y <- data[, response]
- null_mse <- mean( (y - mean(y))^2)
- model_mse <- mean( (y - preds))
- return((null_mse - model_mse) / null_mse)
- }
- r2(train_df, train, "y") # Unshuffled: 1.005112, Shuffled: 1.007262
- r2(test_df, train, "y") # Unshuffled: -0.09819974, Shuffled: 1.123228
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