"In more than three centuries of science everything has changed except perhaps one thing: the love for the simple."
– Jorge Wagensberg
Music—from classical compositions to Sheena is a Punk Rocker by The Ramones, passing through the unrecognized hit from a garage band and Piazzolla's Libertango—is made from recurring patterns. The same scales, combinations of chords, riffs, motifs, and so on appear over and over again, giving rise to a wonderful sonic landscape capable of eliciting and modulating the entire range of emotions humans can experience. In a similar fashion, the universe of statistics and machine learning (ML) is built upon recurring patterns, small motifs that appear now and again. In this chapter, we are going to look at one of the most popular and useful of them, the linear model (or motif, if you...