One of the way by which you can achieve this is by representing categorical variables as binary vectors. Transform categorical variable to a format that works better with classification and regression algorithm.
Something like this:
id |
height |
weight |
nationality |
nationality.us |
nationality.uk |
nationality.in |
nationality.nz |
nationality.aus |
1 |
169 |
53 |
uk |
0 |
1 |
0 |
0 |
0 |
2 |
145 |
67 |
us |
1 |
0 |
0 |
0 |
0 |
3 |
125 |
45 |
in |
0 |
0 |
1 |
0 |
0 |
4 |
156 |
76 |
aus |
0 |
0 |
0 |
0 |
|
And then carry on with the usual method.