Beyond Linear Regression

Leveraging linear regression for feature selection of continuous/categorical variables

Linear regression is among the primary/entry-level Machine Learning (ML) models. It owes that to its…

• Simplicity: It models a given response y as a linear combination of some variables x_1, …, x_p
• Interpretability: The coefficient associated with variable x_j hints at its relationship with the response y
• Trainability: It doesn't require a lot of hyperparameter tuning during training.

It’s not even wrong to …

data science feature selection linear linear regression regression scikit-learn