MPE StudioMath of Planet Earth
Machine Learning Toolkit · 09

Linear Regression

Estimating parameters by least squares

Linear regression chooses parameters so that a model minimizes squared vertical residuals between observations and predictions.

watchone idea
→
manipulateone example
→
leave withone intuition

The essential idea: linearity refers to the parameters, so transformed predictors can still fit nonlinear shapes.

Watch the concept

One Concept · One Example

Linear Regression video thumbnail▶

Linear Regression

Presented by Charlotte Moser

Watch on YouTube ↗

What to notice

The idea in 30 seconds

Fit by minimizing residual energy

Linear model

Predictions are a weighted sum of features plus an intercept.

y^=Xθ

Least-squares objective

Training minimizes the sum of squared residuals.

L(θ)=‖Xθ−y‖2
Explore

Feel the least-squares objective

Change slope and intercept, then compare your residual sum of squares with the optimal line.

KEY TAKEAWAY

Linear regression estimates parameter coefficients by minimizing squared prediction residuals.