Trying to do CV for my polynomial regressor. However, for some polynomial degrees:as the polynomial degree increases, R^2 decreases (e.g., R^2 for degree 2 is 0.6 while for degree 3 is 0.28), why is that? lin_regressor = LinearRegression() # pass the order of your polynomial here poly = PolynomialFeatures(1) # convert to be used further to linear regression X_transform = poly.fit_transform(x_train) # fit this to Linear Regressor linear_regg=lin_regressor.fit(X_transform,y_train) linear_regg.coef_ from sklearn.model_selection import cross_val_score from sklearn.model_selection import KFold from sklearn.metrics import r2_score crossvalidation_poly = KFold(n_splits=3, shuffle=True) #for train_index, test_index in crossvalidation_poly.split(X_normalized): for i in range(1,11): poly_cross_validation = PolynomialFeatures(degree=i) X_current = poly.fit_transform(X_normalized) model = lin_regressor.fit(X_current, y_for_normalized) scores = cross_val_score(model, X_current,y_for_normalized, scoring='r2', cv=crossvalidation_poly, n_jobs=1) print("\n\nDegree-"+str(i) +" polynomial: R^2 for every fold: " + str(np.abs(scores))) #+" training: " + str(np.abs(train_index))+" \ntesting: " + str(np.abs(test_index))) print('\033[1m'+"Degree-"+str(i)+ '\033[1m'+ " polynomial: Average R^2 for all the folds: " + str(np.mean(np.abs(scores))) + '\033[0m'+ ", STD: " + str(np.std(scores))) Degree-1 polynomial: R^2 for every fold: [0.41300831 0.45801624 0.17011995] Degree-1 polynomial: Average R^2 for all the folds: 0.34704816498535956, STD: 0.2860884371794798 Degree-2 polynomial: R^2 for every fold: [0.75123033 0.85035531 0.40642591] Degree-2 polynomial: Average R^2 for all the folds: 0.6693371814650284, STD: 0.19025980734977752 Degree-3 polynomial: R^2 for every fold: [0.30689692 0.1496736 0.38827092] Degree-3 polynomial: Average R^2 for all the folds: 0.28161381160006743, STD: 0.23675178460286633 Degree-4 polynomial: R^2 for every fold: [0.7209975 0.40749117 0.84886534] Degree-4 polynomial: Average R^2 for all the folds: 0.6591180032208857, STD: 0.18542670407038087