Features Provides a broad overview of flexible regression and smoothing techniques to learn from data whilst also focusing on the practical application of methodology using GAMLSS software in R. Includes a comprehensive collection of real data examples, which reflect the range of problems addressed by GAMLSS models and provide a practical illustration of the process of using flexible GAMLSS models for statistical learning. R code integrated into the text for ease of understanding and replication. Supplemented by a website with code, data, and extra materials. Summary This book is about learning from data using the Generalized Additive Models for Location, Scale, and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and Generalized Additive Models (GAMs) to accommodate large complex datasets, which are increasingly prevalent.