Linear regression

In linear regression, we assume a linear relationship between the independent variables and the dependent variable. Linear regression is represented as follows:

In the given equation:

  • Y is the dependent variable
  • W is the weight associated with the independent variable X
  • b is the intercept value

If there are multiple independent variables (let's say two independent variables, x1 and x2), the equation is as follows:

In the given equation:

  • w1 is the weight associated with variable x1
  • w2 is the weight associated with variable x2

A typical linear regression looks as follows, where the x axis is the independent variable and the y axis is the dependent variable:

The straight line (with a certain slope and intercept) is the equation of linear regression.

Note that the line in the graph is the one that minimizes the overall squared error.

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