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.