I'm new to machine learning, I have been doing a multiple linear regression (with 3 features,1 target). I'm using train_test_split module from sklearn to split the data into training and test data. Each time when I run the model I get different R-square values such as 0.6, 0.7, -0.122, 0.2, 0.9. How can I interpret this varying R-square value for the multiple linear regression? Is this behavior suggesting me to go for a non-linear regression?
Thanks in advance