MARS: Multivariate Adaptive Regression Splines -- How to Improve on Linear Regression?

Machine Learning is making huge leaps forward, with an increasing number of algorithms enabling us to solve complex real-world problems. This story is part of a deep dive series explaining the mechanics of Machine Learning algorithms. In addition to giving you an understanding of how ML algorithms work, it also provides you with Python examples to build your own ML models. Before we dive into the specifics of MARS, I assume that you are already familiar with Linear Regression. Looking at the algorithm's full name -- Multivariate Adaptive Regression Splines -- you would be correct to guess that MARS belongs to the group of regression algorithms used to predict continuous (numerical) target variables.