The following validation set and its prediction values shows an R2 value of 0.69 where as Datarobot result shows 0.65. This is not specific to this one data set, whatever model i use, when i check the validation set and calculate its R2, its slightly different from what datarobot is showing. Am i missing anything?
There are several types of R² - in addition to the calculation that you will have learnt in school there are also:
Adjusted R² - which account for the effect of adding more fields to the data (this can "artificially" fit the data)
Predicted R² - this will directly check the prediction by rerunning the model with missing data points and checking its prediction against those points.
Both these values will be lower than the "vanilla" R² but will be more accurate. I am not sure - trying to check the documentation to see but I imagine that datarobot would use one of those metrics rather than the standard.