Regression

machine-learning supervised-learning

Definition

Regression

Regression is a supervised learning task where the objective is to predict a continuous numerical value. Formally, given an instance space $\mathcal{X}$ and a label space $\mathcal{Y}\subseteq \mathbb{R}$, the learner aims to find a mapping $h:\mathcal{X}\to \mathcal{Y}$.

A classic example is linear regression, where the relationship is modelled as a linear combination of input features.