UQO Working Paper No. 3 — Hedonic housing price models for the US: parametric, quantile, and machine-learning approaches.
1\quad $R^2$ OLS & 0.6301 & [0.6266, 0.6335] & 0.0017 \\2\quad $R^2$ LightGBM & 0.8088 & [0.8067, 0.8108] & 0.0011 \\3\quad $R^2$ XGBoost & 0.8330 & [0.8311, 0.8349] & 0.0010 \\4\quad $R^2$ XGBoost - $R^2$ OLS & 0.2029 & [0.2004, 0.2055] & 0.0013 \\5\quad $R^2$ XGBoost - $R^2$ LightGBM & 0.0242 & [0.0236, 0.0249] & 0.0003 \\6\quad $R^2$ LightGBM - $R^2$ OLS & 0.1787 & [0.1764, 0.1812] & 0.00127