Linear regression is perhaps one of the most well known and well understood
algorithms in statistics and machine learning.
In this post you will discover the linear regression algorithm, how it works and
how you can best use it in on your machine learning projects. In this post you will
learn:
Why linear regression belongs to both statistics and machine learning.
The many names by which linear regression is known.
The representation and learning algorithms used to create a linear regression
model.
How to best prepare your data when modeling using linear regression.
You do not need to know any statistics or linear algebra to understand linear
regression. This is a gentle high-level introduction to the technique to give you
enough background to be able to use it effectively on your own problems.
Linear Regression for Machine Learning
by Jason Brownlee on March 25, 2016 in Machine Learning Algorithms
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Last Updated on August 12, 2019
Linear regression is perhaps one of the most well known and well understood
algorithms in statistics and machine learning.
In this post you will discover the linear regression algorithm, how it works and
how you can best use it in on your machine learning projects. In this post you will
learn:
Why linear regression belongs to both statistics and machine learning.
The many names by which linear regression is known.
The representation and learning algorithms used to create a linear regression
model.
How to best prepare your data when modeling using linear regression.
You do not need to know any statistics or linear algebra to understand linear
regression. This is a gentle high-level introduction to the technique to give you
enough background to be able to use it effectively on your own problems.
Discover how machine learning algorithms work including kNN, decision trees, naive
bayes, SVM, ensembles and much more in my new book, with 22 tutorials and examples
in excel.
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Linear Regression for Machine Learning
Linear Regression for Machine Learning
Photo by Nicolas Raymond, some rights reserved.
Isn’t Linear Regression from Statistics?
Before we dive into the details of linear regression, you may be asking yourself
why we are looking at this algorithm.
Isn’t it a technique from statistics?
Machine learning, more specifically the field of predictive modeling is primarily
concerned with minimizing the error of a model or making the most accurate
predictions possible, at the expense of explainability. In applied machine learning
we will borrow, reuse and steal algorithms from many different fields, including
statistics and use them towards these ends.
As such, linear regression was developed in the field of statistics and is studied
as a model for understanding the relationship between input and output numerical
variables, but has been borrowed by machine learning. It is both a statistical
algorithm and a machine learning algorithm.
Next, let’s review some of the common names used to refer to a linear regression
model.
