Coefficient of Determination

R^2 indicates the proportion of variance in the dependent variable that is predictable from the independent variable

Ordinary Least Squares (OLS)

Method for estimates unknown parameters in linear regression

Generalized Linear Model

for p-dimensional fector function y-hat(w,x) = w0 + w1x1 + ... + wpxp, w = (w1,...,wp) are coefficients and w0 is the intercept

Ridge Regression

Ridge regression imposes a penalty on Ordinary Least Squares, introducing a ridge coefficient which minimizes the residual sum of squares

Least Angle Regression

Regression algorithm for high-dimensional data

Logistic Regression

Linear model for classification rather than regression. Can be used for binary, or multinomial logistic regression