Hands-On Data Analysis with Pandas

Linear regression

Scikit-learn provides many algorithms that can handle regression tasks, ranging from decision trees to linear regression, spread across modules according to the various algorithm classes. However, typically, the best starting point is a linear regression, which can be found in the linear_model module. In simple linear regression, we fit our data to a line of the following form:

Here, epsilon (ε) is the error term and betas (β) are coefficients.

The coefficients we get from our model are those that minimize the cost function, or error between the observed values (y) and those predicted (ŷ, pronounced y-hat) with the model. ...