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2:14
Linear regression. Episode one of nine in a visual tour of the regression algorithms. Linear regression has one job. Find the single best straight line through messy data. But what does best mean? Each data point has an error — the vertical distance from the line. But we don't just add up the errors. We square them. Each error becomes a little square whose area equals the error squared. Negatives become positives. Big errors get penalized more. The best line is the one that makes the total area
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