Introducing linear regression

The goal of linear regression is to model the relationship between one or multiple features and a continuous target variable. In contrast to classification—a different subcategory of supervised learning—regression analysis aims to predict outputs on a continuous scale rather than categorical class labels.

In the following subsections, you will be introduced to the most basic type of linear regression, simple linear regression, and understand how to relate it to the more general, multivariate case (linear regression with multiple features).

Simple linear regression

The goal of simple (univariate) linear regression is to model the relationship between a single feature (explanatory variable, x) and a continuous-valued target (response variable, y). The equation of a linear model with one explanatory variable is defined as follows:

Here, the weight, , represents the y axis intercept and is the weight coefficient of the explanatory...