Which machine learning algorithm should I use?

Which machine learning algorithm should I use?

This resource is designed primarily for beginning data scientists or analysts who are interested in identifying and applying Machine Learning algorithms to address the problems of their interest.

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:

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.

The machine learning algorithm cheat sheet helps you to choose from a variety of machine learning algorithms to find the appropriate algorithm for your specific problems. This article walks you through the process of how to use the sheet.

Since the cheat sheet is designed for beginner data scientists and analysts, we will make some simplified assumptions when talking about the algorithms.

The algorithms recommended here result from compiled feedback and tips from several data scientists and machine learning experts and developers. There are several issues on which we have not reached an agreement and for these issues we try to highlight the commonality and reconcile the difference.

Additional algorithms will be added in later as our library grows to encompass a more complete set of available methods.

Read the path and algorithm labels on the chart as "If  then use ." For example:

Sometimes more than one branch will apply, and other times none of them will be a perfect match. It’s important to remember these paths are intended to be rule-of-thumb recommendations, so some of the recommendations are not exact. Several data scientists I talked with said that the only sure way to find the very best algorithm is to try all of them.

This section provides an overview of the most popular types of machine learning. If you’re familiar with these categories and want to move on to discussing specific algorithms, you can skip this section and go to “When to use specific algorithms” below.

Supervised learning algorithms make predictions based on a set of examples. For example, historical sales can be used to estimate the future prices. With Supervised learning, you have an input variable that consists of labeled training data and a desired output variable. You use an algorithm to analyze the training data to learn the function that maps the input to the output. This inferred function maps new, unknown examples by generalizing from the training data to anticipate results in unseen situations.

The challenge with supervised learning is that labeling data can be expensive and time consuming. If labels are limited, you can use unlabeled examples to enhance supervised learning. Because the machine is not fully supervised in this case, we say the machine is semi-supervised. With semi-supervised learning, you use unlabeled examples with a small amount of labeled data to improve the learning accuracy.

When performing unsupervised learning, the machine is presented with totally unlabeled data. It is asked to discover the intrinsic patterns that underlies the data, such as a clustering structure, a low-dimensional manifold, or a sparse tree and graph.

Reinforcement learning analyzes and optimizes the behavior of an agent based on the feedback from the environment.  Machines try different scenarios to discover which actions yield the greatest reward, rather than being told which actions to take. Trial-and-error and delayed reward distinguish reinforcement learning from other techniques.

When choosing an algorithm, always take these aspects into account: accuracy, training time and ease of use. Many users put the accuracy first, while beginners tend to focus on algorithms they know best.

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