Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I am running a neural net to predict used car prices, sample size is 800. Using both 10-fold cross validation (10 times) and 1/3 holdback (10 times), the $R^2$ for training is about 0.60 and for validation is about 0.68 for all 20 runs. The smallest difference in the 20 runs is training $R^2$ = 0.64 and validation $R^2$ = 0.68, so the training $R^2$ is always less than the validation $R^2$.

I am very used to seeing training $R^2$ bigger than validation $R^2$, which means overfitting. In the past when I have seen training $R^2$ less than validation $R^2$, it has been a transient phenomenon that disappeared when I re-ran the model. This is the first time that I have seen validation $R^2$ systematically larger than training $R^2$.

I have no idea what this means. Any thoughts?

share|improve this question
A single large outlier in the training set (and not in any of the CV sets) might cause the larger error. Did you check the data distribution? – Robert Kubrick Dec 31 '12 at 16:34
Doing 10-fold cv for 10 reps is really not enough. You might want to do the 10-fold cv at least 30 times. Better yet, use bootstrap to get an estimate of your $R^2$. – user765195 Dec 31 '12 at 18:37
I have this same situation occurring frequently with different data sets and many more reps – Hack-R Feb 28 at 20:20

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.