How to Solve Linear Regression Using Linear Algebra - Machine Learning Mastery

This can be solved directly, although given the presence of the matrix inverse can be numerically challenging or unstable. In order to explore the matrix formulation of linear regression, let's first define a dataset as a context. We will use a simple 2D dataset where the data is easy to visualize as a scatter plot and models are easy to visualize as a line that attempts to fit the data points. The example below defines a 5 2 matrix dataset, splits it into X and y components, and plots the dataset as a scatter plot. Running the example first prints the defined dataset. A scatter plot of the dataset is then created showing that a straight line cannot fit this data exactly.