Abstract: Regression analysis is one of the important methods in the data mining system. This paper mainly researches how to use the regression models for modeling data mining, introduces the regression model followed by 3 types, the parameter estimation based on the least squares, the significant validation and presents three kinds of optimization algorithm that included the test and deal of disperse extremum, model improvement and the selection of independent variable. Finally, it explains the regression analysis in data mining application through real data.

Key words: data mining, regression analysis, model optimization