For the first set of models, I used highway-mpg as target and num-of-cylinders, engine-size, horsepower, curb-weight as the features. When using multi-class linear regression, the mean absolute error for this model was around 2.051928. When using multi-class DNN regression, the mean absolute error for this model was around 3.362609. Due to the model created by the usage of multi-class linear regression having a lower mean absolute error, I would say that this model produces a better loss metric.
For the second set of models, I used highway-mpg as target and num-of-cylinders, engine-size, horsepower, curb-weight, fuel-type, price, wheel-base, fuel-system as the features. When using multi-class linear regression, the mean absolute error for this model was around 3.570920. When using multi-class DNN regression, the mean absolute error for this model was around 2.094814.
For the third set of models, I used highway-mpg as target and num-of-cylinders, engine-size, horsepower, curb-weight, num-of-doors, peak-rpm, bore, body style as the features. When using multi-class linear regression, the mean absolute error for this model was around 2.557662. When using multi-class DNN regression, the mean absolute error for this model was around 2.494790.
For the fourth set of models, I used highway-mpg as target and num-of-cylinders, engine-size, horsepower, curb-weight, engine location, compression ratio, stroke, aspiration as the features. When using multi-class linear regression, the mean absolute error for this model was around 1.609359. When using multi-class DNN regression, the mean absolute error for this model was around 1.893565.