Linear Regression Visualizer
Fit a line, inspect residuals, and see gradient descent reduce squared error.
Choose one focused guide to inspect real calculations, model states, visual evidence, formulas, and the effect of changing parameters.
Start Guided Learning →Guided Learning uses short lessons, selectable example styles, quick checks, and direct links into the existing ModelOrigen calculations.
Fit a line, inspect residuals, and see gradient descent reduce squared error.
Turn a weighted score into probability and watch the decision boundary move.
Assign points, move centroids, and inspect inertia through real iterations.
See distances, the nearest K samples, votes, and the local decision boundary.
Watch candidate thresholds compete, then follow a sample from root to leaf.
Inspect decision scores, margins, hinge loss, kernels, and active support influence.
Train diverse trees, inspect their votes, and see the aggregate decision stabilize.
Add weak trees sequentially and watch each stage correct the current ensemble.
See gradients, Hessians, regularized split gain, leaf scores, and eta-scaled trees.
Watch difficult samples gain influence and weak learners receive weighted votes.
Increase tree randomness, then inspect how many randomized trees aggregate their predictions.
Build a neural network playground in the browser: add/remove hidden layers and neurons, train real backpropagation, and replay how weights and the decision boundary change.
Explore a tiny genuinely trained CNN with two learned 3×3 filters, ReLU feature maps, max pooling, an eight-feature dense classifier, and real kernel gradients.
Train a tiny RNN with genuine hidden states and backpropagation through time.
Train and inspect a tiny LSTM with real forget, input, candidate, output, cell, and hidden-state calculations.
Train and inspect a tiny GRU with genuine update gate, reset gate, candidate, and recurrent gradients.
Inspect genuine Q, K, V projections, scaled dot-product scores, stable softmax weights, and attention outputs.
Train a tiny browser-side autoencoder and inspect the bottleneck, reconstructions, loss, and real gradients.
Train a tiny 1D browser-side GAN and inspect genuine generator/discriminator losses and distribution changes.
Watch one real sample become one sample mean, then one point in a growing sampling distribution.
Reveal PCA in calculation order: raw data → centering/scaling → covariance → eigenvectors → projection.
Compare full-batch, mini-batch, and one-example stochastic gradients on one genuine loss surface.
Watch SGD, Momentum, RMSProp, and Adam descend the same 3D loss surface with the same mini-batch evidence.
Move model complexity and watch fit, train error, validation error, bias², and variance change together.
Freeze one fitted model, then inspect permutation importance, PDP, ICE, and exact local model terms while keeping the model and its explanations clearly separate.
Keep chronology visible while trend, seasonality, lag relationships, smoothing, train/test cutoffs, and one-step forecasts change.
Move the decision threshold and watch individual held-out scores become TP, FP, TN, FN, metrics, ROC/PR operating points, and calibration evidence.
Watch k-fold validation rotate: split → refit on k−1 folds → predict the held-out fold → score → repeat → aggregate.
Trace raw rows through diagnosis, imputation, duplicate handling, IQR outlier evidence, scaling, and categorical encoding.
Keep the learner fixed and change only φ(x): raw x, standardized x, x², or bucket indicators—then inspect the design row and prediction terms.
Watch prior belief branch into competing likelihoods, keep only paths compatible with evidence, normalize them, and arrive at the posterior.