What is: Linear Regression?
Year | 2000 |
Data Source | CC BY-SA - https://paperswithcode.com |
Linear Regression is a method for modelling a relationship between a dependent variable and independent variables. These models can be fit with numerous approaches. The most common is least squares, where we minimize the mean square error between the predicted values and actual values : .
We can also define the problem in probabilistic terms as a generalized linear model (GLM) where the pdf is a Gaussian distribution, and then perform maximum likelihood estimation to estimate .
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