title: Is it correct to compare score of different estimators?
body: <p>I am getting different score values from different estimators from scikit.</p>
  
  <ol>
  <li>SVR(kernel='rbf', C=1e5, gamma=0.1) 0.97368549023058548</li>
  <li>Linear regression 0.80539997869990632</li>
  <li>DecisionTreeRegressor(max_depth = 5) 0.83165426563946387</li>
  </ol>
  
  <p>Since all regression estimators should use R-square score, I think they are comparable, i.e. the closer the score is to 1, the better the model is trained. However, each model implements score function separately so I am not sure. Please clarify.</p>