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What is linear regression?

In statistics, linear regression is a linear approach to modeling the relationship between a scalar response (or dependent variable) and one or more explanatory variables (or independent variables).

- wikipedia

https://www.cse.wustl.edu/~jain/iucee/ftp/k_14slr.pdf

Let's try that in python

http://onlinestatbook.com/2/regression/intro.html

What is Train/Test set?

Training Dataset
The sample of data used to fit the model.

Test Dataset
The sample of data used to provide an unbiased evaluation of a final model fit on the training dataset.

Validation Dataset
The sample of data used to provide an unbiased evaluation of a model fit on the training dataset while tuning model hyperparameters. The evaluation becomes more biased as skill on the validation dataset is incorporated into the model configuration.

https://towardsdatascience.com/train-validation-and-test-sets-72cb40cba9e7