Introduction Linear regression is a method used to find a relationship between a dependent variable and a set of independent variables. In its simplest form it consist of fitting a function $\boldsymbol{y} = w.\boldsymbol{x}+b$ to observed data, where $\boldsymbol{y}$ is the dependent variable, $\boldsymbol{x}$ the independent, $w$ the weight matrix and $b$ the bias. Illustratively, performing linear regression is the same as fitting a scatter plot to a line.