I was just wondering why regression problems are called "regression" problems. What is the story behind the name?
One definition for regression: "Relapse to a less perfect or developed state."
The term "regression" was used by Francis Galton in his 1886 paper "Regression towards mediocrity in hereditary stature". To my knowledge he only used the term in the context of regression toward the mean. The term was then adopted by others to get more or less the meaning it has today as a general statistical method.
As opposed to progressing, we are falling back to the mean, i.e. regressing. Hence the term regression ! I think its something that got picked up and stuck.
"Regression" comes from "regress" which in turn comes from latin "regressus" - to go back (to something).
In that sense, regression is the technique that allows "to go back" from messy, hard to interpret data, to a clearer and more meaningful model. As a physicist, I like the idea, as physicists see natural phenomena as the multiple possible outcomes of a relatively simple natural law.
In other words, the word regression seems to suggest that data is just the visible, tangible effect of a "statistical model". In other words, the model comes first, and your desire is use the data "to go back" to what originated them.