Implementing an ordinary least squares linear regression model
At the beginning of this chapter, we mentioned that linear regression can be understood as obtaining the best-fitting straight line through the sample points of our training data. However, we have neither defined the term best-fitting nor have we discussed the different techniques of fitting such a model. In the following subsections, we will fill in the missing pieces of this puzzle using the Ordinary Least Squares (OLS) method (sometimes also called linear least squares) to estimate the parameters of the linear regression line that minimizes the sum of the squared vertical distances (residuals or errors) to the sample points.
Solving regression for regression parameters with gradient descent
Consider our implementation of the ADAptive LInear NEuron (Adaline) from Chapter 2, Training Simple Machine Learning Algorithms for Classification; we remember that the artificial neuron uses a linear activation function. Also, we defined...