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Linear Models

Models that predict from a weighted sum of the input features. Simple, fast, interpretable, and the starting point for nearly everything else.

Also generalized linear models · GLM

Fig. / How it works
SHRINK THE SQUARED ERRORS
Role · kind
Models and algorithmsFamily
Level
Beginner

Each clue gets a number of points, positive or negative. Add up the points and you get your answer. Training is figuring out how many points each clue is worth.

Where it fits

Not shown: 1 more kinds and parts. See the full list below.

+All relationships as a list

See it on the full map

How it works

A linear model scores an example by multiplying each feature by a weight and adding everything up. What happens next depends on the task:

A single artificial neuron is also a linear model followed by an activation, which is why linear models are the natural bridge to neural networks.

Everyday use cases

  • Case 01

    Interpretable scoring

    Credit scores and medical risk scores are often linear models, so each factor's contribution can be explained.

Strengths, weaknesses and when to use it

Strengths

  • Training is convex, so there are no bad local minima.
  • Weights are directly interpretable.

Weaknesses

  • Only straight-line (or flat-plane) relationships unless you add engineered features.

When to use itAs a first baseline, and whenever explaining the prediction matters as much as accuracy.