SGDRegressor worse than OLS?

Hi everyone,
I just did the exercise with SGDRegressor, the results are a little worse than the simple OLS. Is that normal? And if yes, why is that?

Thanks a lot!

That means your model is not good and you need to do more hyperparameter-tuning/feature selection for your model. Maybe some columns you are selecting does not have a linear relation with the target but you are choosing a linear model. You, can try using different approaches to solve the problem.
Yes it is completely normal. Cause this is the most basic thing you have done without feature selection/data processing, hyperparameter tuning, and used the most basic model which might not be the best model you have chosen.


Thanks birajde for the help. Really enjoy Jovian and this learning experience!

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