[Eridrus]

You can certainly complicate the hell out of linear regression, but Andrew Ng introduces it in the setting of optimization/stochastic gradient descent, which I think is both mind blowing and a much simpler introduction than most statistics courses.

It's the very first bit of the course, I think everyone who is interested should try learning it. If not it's fine, but I wouldn't want anyone to not even try to spend a few hours on it because someone on the internet said it would be too hard.

[edanm]

That's certainly reasonable. And I totally agree with "try it out and gauge for yourself whether it's valuable for you".

My worry is that people will be put off from the field of machine learning if, 3 lessons into Andrew Ng's course, they will see that they don't understand anything, and that it's not practical to boot.

So my advice (generally applicable) is to try a few different things, because different resources click for different people.