Non-Linearity: Can Linear Regression Compete With Gradient Boosting?

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Some weeks ago, I published a post on LinkedIn.

The post was based on the next figure, comparing the predictions made by two models: Linear Regression, and CatBoost.

[Image by Author]

The gist of the post was that a gradient-boosting model like CatBoost seems to supply a more “reasonable” interpretation of the connection between a predictor and the goal variable (namely, house condition and house price).

Indeed, many relationships in nature are non-linear.

The post received some objections, amongst which the next comment stood out for the massive variety of likes:

Comment section of this LinkedIn post.

This began a discussion, and I discovered the next comment (written by the identical creator…

ASK ANA

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