Everything You Need to Know About Regression in Machine Learning

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May 20, 2025 By Tessa Rodriguez

Okay, let’s keep it real. You’ve heard people throw around the word “regression” in tech and AI convos lately, and you’re thinking, “Wasn’t that just a math thing?” Or maybe something from a stats class you half-passed years ago?

Well… yes. But also—no. In machine learning (ML), regression is a big deal. Like, core-concept-that-powers-a-lot-of-smart-stuff level of important. But don’t worry—we’re breaking this all the way down.

Let’s dive into what regression actually means in machine learning, how it works, and where it shows up in the real world (because that’s where most of us live, right?).

So, what even is regression in machine learning?

At its core, regression is all about prediction. Specifically, predicting numbers. Not categories or labels (that’s classification—different convo). Just straight-up continuous values.

Think of it like this:

  • Want to predict house prices based on location, size, and number of bathrooms?
  • Trying to estimate how many people might visit your blog next month?
  • Building a model to guess the temperature tomorrow based on the past week’s data?

Yup... that’s regression.

It takes inputs (called “features”) and gives you an output (a number) based on learned patterns. Sounds simple, right? Well, conceptually, it is. But let’s peel it back layer by layer.

The “Why” Behind Regression

Let’s address the elephant in the room—why does this even matter?

Because businesses, apps, platforms (and honestly, anything that uses data to make decisions) need ways to predict outcomes. It helps with planning, budgeting, personalizing user experiences, and—yeah—making money.

You can’t only look at past trends. Sometimes, you’ve gotta make a smart guess about what’s coming next. And regression helps with exactly that.

Okay cool… but how does regression in machine learning actually work?

Here’s the general idea:

  1. You feed the model some data. This includes both the input variables (like age, income, ad clicks—whatever makes sense for your use case) and the correct answers (the output values, like product price, salary, sales, etc.).
  2. The model looks for patterns. It tries to find a mathematical relationship between the inputs and the output. Think drawing a line through a scatter plot that best fits all the dots. That’s kind of what’s happening, just in a more complex way.
  3. Once trained, it can predict new stuff. You plug in new data (like a new customer profile) and the model spits out a predicted value (like how much they’ll likely spend).

Boom. That’s regression at work.

Types of Regression In Machine Learning You Should Know

Okay, so there isn’t just one type of regression. And while the names can sound scary, the differences are pretty easy to get the hang of once you get the basics.

Let’s break it down:

1. Linear Regression

This is the OG. The classic. The “first” of regression models.

It assumes there’s a straight-line relationship between input and output.

Like: the more hours you work, the higher your paycheck (but that’s in a perfect world... we know).

It’s clean, simple, and often the first thing you try when doing regression.

2. Multiple Linear Regression

Same as linear, but now with more than one input.

Example: You want to predict rent cost based on square footage, location, and number of bedrooms. This model considers all of those.

3. Polynomial Regression

Not everything follows a straight line. Some things curve. Polynomial regression allows the model to bend the line a bit to better fit the data. Think: predicting a baby’s weight over time (spoiler: it's not always linear).

4. Ridge, Lasso & ElasticNet

These are regularized versions of regression that prevent your model from getting “too excited” by patterns that don’t actually mean anything. Think of it as teaching the model to be cautious and not overfit the data (yes, overfitting is a thing... more on that in a sec).

Overfitting vs Underfitting (And Why You Should Care)

Let’s say your model is too good at memorizing the training data. That’s overfitting. It might predict perfectly on the old data, but totally bomb on new data. Not good.

Underfitting is the opposite—it didn’t learn enough. It’s clueless about both the old and the new data.

You want the Goldilocks zone—just right. That’s where proper tuning, validation, and regularization help.

The Role of Features (also called Inputs)

Here’s a fun thing most people overlook: the quality and relevance of your input data really matter. Like, you can have the smartest algorithm in the world, but if you feed it garbage (irrelevant or inaccurate features), you’re gonna get garbage predictions.

Choosing good features, normalizing data, removing noise... this stuff isn’t just busywork. It’s key to making regression work well.

Metrics You’ll See (And What They Mean)

  • Mean Squared Error (MSE): Measures how off your predictions are. Lower is better.
  • Root Mean Squared Error (RMSE): Just the square root of MSE—makes it more readable.
  • R-squared (R²): Tells you how much of the outcome variation your model can explain. 1 = perfect. 0 = no clue what’s going on.

(We know... these sound a bit “math class” type, but they’re pretty useful once you see them in action.)

Where Regression Pops Up in the Real World

This is where things get cool. Regression isn’t just some theoretical concept—it’s powering real decisions and experiences every day:

  • E-commerce: Predicting how much a customer will spend.
  • Marketing: Estimating ad campaign performance.
  • Finance: Forecasting stock prices (although… it’s tricky here).
  • Healthcare: Predicting disease risk scores based on symptoms and history.
  • Tech: Apps adjusting pricing dynamically depending on user behavior.

Whether it’s Spotify trying to guess how long you’ll listen to a playlist, or Uber estimating how much your ride will cost, it’s regression working behind the scenes.

But Wait—Is Regression Always the Best Choice?

Not necessarily.

Regression works best when:

  • The outcome is a number (not a category like “yes” or “no”).
  • The relationship between inputs and output is stable and measurable.
  • You have a decent amount of good-quality data.

If your data is chaotic, messy, or your outcome is better expressed in categories (like “spam” vs “not spam”), then classification or other models might be better suited.

What Tools Help You Do Regression?

Okay, maybe you’re not writing ML models from scratch—and that’s okay. These tools make regression a lot easier to work with:

  • Scikit-learn (Python): Great for beginners and pros. Has all the main regression tools.
  • TensorFlow/Keras: More advanced, but super flexible.
  • Excel or Google Sheets: Yup, even spreadsheets can do basic regression.
  • AutoML tools (like Google Vertex AI, Microsoft Azure, etc.): These let you build models with minimal code.

You don’t always need a data science degree. A curious mindset and some solid guides (like this one, hint hint) go a long way.

Final Thoughts

Regression in machine learning isn’t just some fancy concept for PhDs and programmers. It’s a super practical way to predict continuous numbers—and it’s everywhere.

To wrap it up:

  • Regression = number prediction model.
  • It works by learning from past data and spotting patterns.
  • There are different types (linear, polynomial, lasso, etc.) depending on your needs.
  • Good features and clean data matter a lot.
  • It powers stuff you use every day—from online shopping to app suggestions to weather forecasts.

So yeah... now when someone brings up “regression” in a meeting (or a blog post, or LinkedIn rant), you’ll know exactly what they mean.

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