Machine Learning Algorithms - Second Edition

Linear models for regression

Let's consider a dataset of real-value vectors drawn from a data generating process p_data:

Each input vector is associated with a real value y_i:

A linear model is based on the assumption that it's possible to approximate the output values through a regression process based on this rule:

In other words, the strong assumption is that our dataset and all other unknown points lie in the volume defined by a hyperplane ...