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1.1 Linear Models

The target value is expected to be a linear combination of the features. If is the predicted value:

Vector is the coef_ and is the intercept_

1.1.1 Ordinary Least Squares

sklearn.linear_model.LinearRegression
Linear Regression minimizes the sum of error between perdicted and observed. It solves

LinearRegression will take in its fit method arrays X, y and will store the coefficients of the linear model in its coef_ member:

Attributes:

coef_: array of shapes (n_features, ) or (n_targets, n_features)