Weka is a popular open source machine learning software that contains tools for data analysis, classification, regression, and clustering. The document demonstrates how to use Weka to perform simple linear regression with one dependent variable and multiple linear regression with multiple dependent variables. It also shows how to use Weka for classification by training a model on demographic data to predict contraceptive method choice. Weka builds models that can make predictions on new test data to classify and regress targets based on patterns learned from training data.