Hui Li has a quick cheat sheet on which algorithms might be useful in a particular situation:
A typical question asked by a beginner, when facing a wide variety of machine learning algorithms, is “which algorithm should I use?” The answer to the question varies depending on many factors, including:
- The size, quality, and nature of data.
- The available computational time.
- The urgency of the task.
- What you want to do with the data.
Even an experienced data scientist cannot tell which algorithm will perform the best before trying different algorithms. We are not advocating a one and done approach, but we do hope to provide some guidance on which algorithms to try first depending on some clear factors.
Hui then goes into detail on each. h/t Vincent Granville