Originally posted on alexhwoods:
Linear regression is one of the first things you should try if you’re modeling a linear relationship (actually, non-linear relationships too!). It’s fairly simple, and probably the first thing to learn when tackling machine learning.
At first, linear regression shows up just as a simple equation for a line. In machine learning, the weights are usually represented by a vector θ (in statistics they’re often represented by A and B!).
But then we have to account for more than just one input variable. A more general equation for linear regression goes as follows – we multiply each input feature Xi by it’s corresponding weight in the the weight vector θ. This is also equivalent to theta transpose times input vector X.
There are two main ways to train a linear regression model. You can use the normal equation (in which you set the derivative of the negative log likelihood NLL to 0), or gradient…
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