2.1 Summary

This we will begin discussing the regression task. To do so, we will introduce our first method, linear regression, which you have likely used before. However, now, we will focus exclusively on using that model to make predictions!

• Keywords: Regression, Linear Regression, Prediction, Conditional Mean, RMSE, Test-Train Split

2.2 Learning Objectives

After completing this week, you are expected to be able to:

• Understand how linear regression is used to estimate conditional means.
• Use linear regression to make predictions.
• Use a test-train split to estimate model performance.
• Use an estimation-validation split to select a model.
• Use the lm() and predict() functions in R.

2.3 Reading

2.4 Video

2.5 Assignments

2.6 Office Hours

2.7 Additional Information

• Jeno Pal: Why do we need both validation and test sets after all?