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The simplest algorithm for regression known as linear regression. Here the proposed solution assumes that the label can be generated as a linear combination of the input variables:
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```math
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y(x, w) = w0 + w_1x_1 + . . . + w_ix_i
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y_p(x, w) = w_0 + w_1x_1 + . . . + w_ix_i
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```
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Relative importance of the features x is described by the corresponding weights. Here $`w_0`$ is the bias, a trick learned to adjust the magnitude of the output.
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This formulation however, has strong limitations and is prone to over-fitting and suffers from the presence of outliers. As a remedy, we add a regularization term to the error function in order to control over-fitting:
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```math
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E_data = y_true - y_p(x, w)
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E_total = E_data + $lambda$ E_regularization
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```
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## Additional Sources
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- [Seeing theory: linear regression](https://seeing-theory.brown.edu/#secondPage/chapter6)
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