Problems of this nature occur in fields as diverse as business, medicine, astrophysics, and public policy. Why estimate f? How do we estimate f? Suppose we observe and for We believe that there is a relationship between Y and at least one of the X's. We can model the relationship as Where f is an unknown function and ε is a random error with mean zero. Why Do We Estimate f? Statistical Learning, and this course, are all about how to estimate f. The term statistical learning refers to using the data to "learn" f. Why do we care about estimating f? There are 2 reasons for estimating f, Prediction and Inference.