What is regression analysis?

Linear regression belongs to the family of regression algorithms. The goal of regression is to find relationships and dependencies between variables. It is modeling the relationship between a continuous scalar dependent variable y (also, label or target in machine learning terminology) and one or more (a D-dimensional vector) explanatory variables (also, independent variables, input variables, features, observed data, observations, attributes, dimensions, data point, and so on) denoted x using a linear function. In regression analysis, the goal is to predict a continuous target variable, as shown in the following figure:

Figure 21: A regression algorithm is meant to produce continuous output. The input is allowed ...

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