- Ordinary Least Squares (OLS
- Ridge regression and classification
- Lasso
- Elastic-Net
- Least Angle Regression
- Bayesian Regression
- Logistic regression
- LARS Lasso
- Orthogonal Matching Pursuit (OMP)
- Generalized Linear Models
- Stochastic Gradient Descent - SGD
- Passive Aggressive Algorithms
- Quantile Regression
- Polynomial regression: extending linear models with basis functions
- Robustness regression: outliers and modeling errors