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Predictive models are statistical models whose primary purpose is to predict other observations of a system optimally, as opposed to models whose purpose is to test a particular hypothesis or explain a phenomenon mechanistically. As such, predictive models place less emphasis on interpretability and more emphasis on performance.

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The reason that the $R^2$ values are not matching is because randomForest is reporting variation explained as opposed to variance explained. I think this is a common misunderstanding about $R^2$ that …
answered Feb 18 '11 by cardinal