We learned from the previous chapter that regression problems involve predicting a numerical output. The simplest but most common type of regression is linear regression. In this chapter, we'll explore why linear regression is so commonly used, its limitations, and extensions.

In **linear regression**, the output variable is predicted by a linearly weighted combination of input features. Here is an example of a simple linear model:

The preceding model essentially says that we are estimating one output, denoted by , and this is a linear function of a single predictor variable (that is, a feature) ...

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