diff --git a/src/python/miplearn/components/objective.py b/src/python/miplearn/components/objective.py
index bd56a1b..2cce8fe 100644
--- a/src/python/miplearn/components/objective.py
+++ b/src/python/miplearn/components/objective.py
@@ -65,7 +65,7 @@ class ObjectiveValueComponent(Component):
                 "Explained variance": explained_variance_score(y_true_lb, y_pred_lb),
                 "Max error": max_error(y_true_lb, y_pred_lb),
                 "Mean absolute error": mean_absolute_error(y_true_lb, y_pred_lb),
-                "R2": np.round(r2_score(y_true_lb, y_pred_lb), 3),
+                "R2": r2_score(y_true_lb, y_pred_lb),
                 "Median absolute error": mean_absolute_error(y_true_lb, y_pred_lb),
             },
             "Upper bound": {
@@ -73,7 +73,7 @@ class ObjectiveValueComponent(Component):
                 "Explained variance": explained_variance_score(y_true_ub, y_pred_ub),
                 "Max error": max_error(y_true_ub, y_pred_ub),
                 "Mean absolute error": mean_absolute_error(y_true_ub, y_pred_ub),
-                "R2": np.round(r2_score(y_true_ub, y_pred_ub), 3),
+                "R2": r2_score(y_true_ub, y_pred_ub),
                 "Median absolute error": mean_absolute_error(y_true_ub, y_pred_ub),
             },
         }
diff --git a/src/python/miplearn/components/tests/test_objective.py b/src/python/miplearn/components/tests/test_objective.py
index 6d49d16..eaf4087 100644
--- a/src/python/miplearn/components/tests/test_objective.py
+++ b/src/python/miplearn/components/tests/test_objective.py
@@ -34,7 +34,7 @@ def test_obj_evaluate():
             'Mean absolute error': 126.5,
             'Mean squared error': 19194.5,
             'Median absolute error': 126.5,
-            'R2': -5.013,
+            'R2': -5.012843605607331,
         },
         'Upper bound': {
             'Explained variance': 0.0,
@@ -42,6 +42,6 @@ def test_obj_evaluate():
             'Mean absolute error': 126.5,
             'Mean squared error': 19194.5,
             'Median absolute error': 126.5,
-            'R2': -5.013,
+            'R2': -5.012843605607331,
         }
     }