After reading this chapter, you will be able to understand how several linear regression algorithms work and how to tune your linear regression model. You will also learn to use some parts of Math.NET and Accord.NET, which make implementing some of the linear regression algorithms simple. Along the way, you will also learn how to use FsPlot to plot various charts. All source code is made available at https://gist.github.com/sudipto80/3b99f6bbe9b21b76386d.