Practical Neural Network Recipies in C++

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Chapter 9

Overview

Linear regression is the process by which linear combinations of the

values of one or more independent variables are used to predict the

value of a dependent variable. For example, a dietician may want to

estimate the calorie requirement of a person given his or her height

and weight. A suitable equation may take the form:

Calories = a * Height + b * Weight + c

The constants a, b, and c may be estimated by measuring the height,

weight, and calorie intake of a representative collection of people, then

applying certain mathematical operations to this data.

Suppose that we sample n representative cases. The indepen-

dent