In this episode I will try to convince you that Linear Regression is one of the most powerful Machine Learning algorithms. We will talk about common misconceptions, especially that Linear Regression is not able to model non-linear relationships. We also discuss how the myth of normality encourages many people to completely discard Linear Regression on non-normal data, when in reality, normality of the data has nothing to do with this assumption. Finally, I provide advice in how to check, but most importantly, how to fix any violated assumption in Linear Regression.
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