Machine Learning Algorithms in Depth

6 Regression algorithms

This chapter covers

• Introducing regression
• Bayesian linear regression
• Hierarchical Bayesian regression
• KNN regression
• Gaussian process regression

In the previous chapter, we looked at supervised algorithms for classification. In this chapter, we will focus on supervised learning, in which we are trying to predict a continuous quantity. We will study four intriguing regression algorithms, which we will derive from the first principles: Bayesian linear regression, hierarchical Bayesian regression, KNN regression, and Gaussian process regression. These algorithms were selected because they span several important applications and illustrate diverse mathematical concepts. Regression algorithms are useful in a variety ...