Different types of linear regression algorithms

Based on the approach used and the number of input parameters, there are several types of linear regression algorithms to determine the real value of the target variable. In this chapter, you will learn how to implement the following algorithms using F#:

• Simple Least Square Linear Regression
• Multiple Linear Regression
• Weighted Linear regression
• Ridge Regression
• Multivariate Multiple Linear Regression

These algorithms will be implemented using a robust industry standard open source .NET mathematics API called Math.NET. Math.NET has an F# friendly wrapper.