Linear Regression

A fundamental regression algorithm that models the linear relationship between input variables and a target variable.

Linear regression is one of the most fundamental and interpretable methods in machine learning. Its goal is to estimate how changes in input variables affect a target variable through a linear relationship. Because of its simplicity, it is often used as a strong baseline model, while the interpretability of its coefficients makes it especially valuable in business analytics, economics, finance, and the social sciences. However, its linearity assumption, sensitivity to outliers, and vulnerability to multicollinearity must be managed carefully.