Machine Learning with Swift

Multiple linear regression

If we have a regression task on the dataset with multiple features, we can't use simple linear regression but we can apply its generalization: multiple linear regression. The formula to make a prediction now looks like this:

In this formula, x_i^T is a sample (feature vector) with m features, and w is a weights row vector of length m. The dependent variable y_i is a scalar.

The task of loss minimization changes to be:

In this formula,  is the Euclidean norm (length of a vector): . Note that this is the same as the Euclidean ...