![]() ![]() Technically, LinearRegression implements ridge regression, which is described in standard statistics texts. The implementation has two further refinements: a heuristic mechanism for detecting collinear attributes (which can be turned off) and a ridge parameter that stabilizes degenerate cases and can reduce overfitting by penalizing large coefficients. Both methods use a version of the AIC termination criterion discussed in Section 6.7 ( page 266). LinearRegression performs standard least-squares multiple linear regression and can optionally perform attribute selection, either greedily using backward elimination (see Section 7.1, page 311) or by building a full model from all attributes and dropping the terms one by one, in decreasing order of their standardized coefficients, until a stopping criteria is reached (this method was described in a slightly different context in Section 6.6 under Pruning the Tree). ![]() Output of SimpleLinearRegression for the CPU performance data. ![]()
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