Least squares offers the most generic form of fitting for supervised learning.
We will focus on linear least squares to start out.
It provides a conceptually simple method for investigating a functional relationship between one or more factors and an outcome of interest.
The relationship is expressed in the form of an equation, our model, connecting the response or dependent variable to one or more explanatory variables.
We will start with just two variables.
- Don't worry, we will get fancy in due course.