Linear interpolation can be done using the interp1d function from SciPy's interpolate module.
Here's an example:
import numpy as np
from scipy.interpolate import interp1d
# Sample data points
x = np.array([0, 1, 2, 3, 4])
y = np.array([0, 2, 1, 3, 5])
# Create a linear interpolation function
f = interp1d(x, y, kind='linear')
# Interpolate at a new point
x_new = 2.5
y_new = f(x_new)
print(f"The interpolated value at x={x_new} is y={y_new}")