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Building Machine Learning Systems with Python - Second Edition by Luis Pedro Coelho, Willi Richert

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Chapter 7. Regression

You probably learned about regression in your high school mathematics class. The specific method you learned was probably what is called ordinary least squares (OLS) regression. This 200-year-old technique is computationally fast and can be used for many real-world problems. This chapter will start by reviewing it and showing you how it is available in scikit-learn.

For some problems, however, this method is insufficient. This is particularly true when we have many features, and it completely fails when we have more features than datapoints. For those cases, we need more advanced methods. These methods are very modern, with major developments happening in the last decade. They go by names such as Lasso, Ridge, or ElasticNets. ...

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