Leftover changes from #2046

[Saransh-cpp]

@mcabbott, I was about to make these changes in #2046, but it was merged. I have added them in this follow-up PR -

• remove linear_regression.jl (committed by mistake)
• @ToucheSir's comments
• Update Functor.jl's sidebar title

PR Checklist

• Tests are added
• Entry in NEWS.md
• Documentation, if applicable

[mcabbott]

Sorry if I rushed it. At least this way it's easy to see the preview, https://fluxml.ai/Flux.jl/dev/

I wonder whether all the sidebar titles should be just the package name, not the description? This would make a bit of a distinction between internal and external docs, and would fit on one line each.

[mcabbott]

While fiddling, is there a better way to organise this bit of the docs? It feels a bit like random things are dumped down here.

There has got to be a better way to organise this material, but I'm not exactly sure what what the right top-level headings are.

Under "utilities" this groups:

• All the init functions do need to live somewhere. It's a long list. Maybe it should be a subsection near to NNlib? (Maybe NNlib should be two sections, in fact -- one to list the activation functions which you use, another for the backend functions your layers use?)
• "Model Building" means outputsize. It's nice but nobody will find it here.
• "Model Abstraction" just means Flux.modules. Since this is almost fcollect should it live with Functors.jl, or are those sections exclusively functions from the package?
• "Changing the type" should this live with initialisaton, or live with Functors.jl?
• "Callback helpers" are very random. Maybe they should live as a subsection under "Training Models"

Maybe a new top section "Handling Models" could hold loading/saving, outputsize, modules.

The top-level heading "datasets" has two links. Can it just move to "ecosystem"?

Also can that be "The Flux Ecosystem" not the Julia one? It's things somewhat connected to Flux, and is a nice list. Or "Flux's Ecosystem", or "Ecosystem around Flux".

Can the "Community" heading be deleted? It could move to a sub-heading on the very first page, and perhaps also under "ecosystem"?

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Edit: This need not be this PR, just thinking aloud really.