Linear Regression Basics: What OLS Still Teaches About ML
Book: Data Science: The Hard Parts
Author: Daniel Vaughan
ISBN: 978-1-098-14647-4
Linear regression is the first algorithm most of us learn and the first one we abandon. Gradient boosting eats its lunch on predictive accuracy. Fair enough. But Vaughan’s Chapter 10 makes a case that skipping OLS intuition leaves you blind to problems that hit random forests and boosting just as hard.