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AlgorithmProblem TypeResults interpretable by you?Easy to explain algorithm to others?Average predictive accuracyTraining speedPrediction speedAmount of parameter tuning needed (excluding feature selection)Performs well with small number of observations?Handles lots of irrelevant features well (separates signal from noise)?Automatically learns feature interactions?Gives calibrated probabilities of class membership?Parametric?Features might need scaling?Algorithm
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KNNEitherYesYesLowerFastDepends on nMinimalNoNoNoYesNoYesKNN
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Linear regression (unregularized)RegressionYesYesLowerFastFastNoneYesNoNoN/AYesNoLinear regression (unregularized)
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Logistic regression (unregularized)ClassificationSomewhatSomewhatLowerFastFastNoneYesNoNoYesYesNoLogistic regression (unregularized)
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Naive BayesClassificationSomewhatSomewhatLowerFast (excluding feature extraction)FastSome for feature extractionYesYesNoNoYesNoNaive Bayes
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Decision treesEitherSomewhatSomewhatLowerFastFastSomeNoNoYesPossiblyNoNoDecision trees
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Random ForestsEitherA littleNoHigherSlowModerateSomeNoYes (unless noise ratio is very high)YesPossiblyNoNoRandom Forests
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Regularized linear regressionRegressionSomewhatNoHigherFastFastSomeYesYesNoN/AYesYesRegularized linear regression
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