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Model Evaluation

Regression

This method of data analysis brings together supervised learning algorithms adapted to quantitative data. The objective is to learn (to find) the relation that binds a variable of interest of quantitative type to the other variables observed, possibly for the purpose of prediction. We use regression when the variable of interest is quantitative ("value" in a metric space). The metric is a notion of distance defined in space and often of "continuous value".

For example, one can try to predict the age of a user according to his behavior. Age is a continuous datum with the usual metric of real numbers (23 years old and 22 years old are 1 year apart). The simplest regression algorithms are of the linear regression type, while the most complicated of the least squares regression type, neural network, machine vector support, and so on.

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