09 Jan

Though Linear Regression may seem somewhat dull compared to some of the
more modern statistical learning approaches described in later chapters of this book, linear regression is still a useful and widely used statistical learning method. Moreover, it serves as a good jumping-off point for newer approaches: as we will see in later chapters, many fancy statistical learning approaches can be seen as generalization or extensions of linear regression. Consequently, the importance of having a good understanding of linear regression before studying more complex learning methods cannot be overstated.
-Gareth et al,  An Introduction to Statistical Learning
From an answer to one of my questions on Coursera’s forums on the relevance of Regression in modern Data science.