In linear regression our main interest was centered on learning the coefficients of a functional fit (say a polynomial) in order to be able to predict the response of a continuous variable on some unseen data. The fit to the continuous variable \( y_i \) is based on some independent variables \( \boldsymbol{x}_i \). Linear regression resulted in analytical expressions for standard ordinary Least Squares or Ridge regression (in terms of matrices to invert) for several quantities, ranging from the variance and thereby the confidence intervals of the parameters \( \boldsymbol{\beta} \) to the mean squared error. If we can invert the product of the design matrices, linear regression gives then a simple recipe for fitting our data.