Data Skeptic

What's the best machine learning algorithm to use? I hear that XGBoost wins most of the Kaggle competitions that aren't won with deep learning. Should I just use XGBoost all the time? That might work out most of the time in practice, but a proof exists which tells us that there cannot be one true algorithm to rule them.

Direct download: no-free-lunch-theorems.mp3
Category:general -- posted at: 8:00am PDT