Intuitive Linear Regression for Machine Learning - DZone Big Data

In this article, we will go through the intuition of linear regression and a straightforward implementation of the algorithm. This article is adapted from this booklet, in which you can find the mathematics behind the algorithm as well as detailed explanation and implementation details. Linear regression is a simple yet useful learning algorithm that can be seen as a statistical or an optimization problem. For simple regression, there are optimal analytical solutions; however, for high dimensions problems, there are not. Regression fits a function to a data set, so what we are trying to do is to find a representative function and fit it to our data set.