Which Regression technique should you use? | by Piero Paialunga | Aug, 2024

Here’s a taxonomy of what is the best regression technique based on your specific dataset

When you work in a certain field for long enough, there are some classes, concepts, lessons, and teachers that you will always remember.

For example, my mom is a teacher and she remembers the substitute teacher that made her fall in love with philosophy for the first time.
My Tae Kwon Do master will always remember the first class of Tae Kwon Do when he was only a kid and the excitement that mounted inside him.

I am a Machine Learning Engineer. Professionally speaking, Machine Learning is the thing I love the most and it’s probably the subject that I know better.

A class that I will always remember is when my first Machine Learning professor during my bachelor’s degree described the difference between classification and regression. An example of a classification task is identifying whether an email is spam or not given its text. An example of a regression task is predicting the price of a house based on its features (e.g. size, location, etc…).

We define a set of features as a matrix (table) X with k columns and n rows. In both the classification and regression tasks, the output is a vector y that…