Choosing a classification algorithm
Choosing an appropriate classification algorithm for a particular problem task requires practice; each algorithm has its own quirks and is based on certain assumptions. To restate the No Free Lunch theorem by David H. Wolpert, no single classifier works best across all possible scenarios (The Lack of A Priori Distinctions Between Learning Algorithms, Wolpert and David H, Neural Computation 8.7 (1996): 1341-1390). In practice, it is always recommended that you compare the performance of at least a handful of different learning algorithms to select the best model for the particular problem; these may differ in the number of features or samples, the amount of noise in a dataset, and whether the classes are linearly separable or not.
Eventually, the performance of a classifier—computational performance as well as predictive power—depends heavily on the underlying data that is available for learning. The five main steps that are involved in training...
