3 Must-Ask Questions Before Choosing That Machine Learning Algorithm!

You know that you want to build a predictive model. You've framed your problem in terms of classification or regression. You've prepared some training data (which took an age). You've heard or experienced first hand that Random Forests, Elastic Net Regression or Deep Belief Networks are "the business" and so you're going to use one of these (you've probably already verified that these algorithms are appropriate to your problem based on their general capabilities: whether it be their ability to deal with real valued data, "big" streaming data, multiple classes and so on). However, no two algorithms are the same (if they were we'd simply have fewer to choose from). As such there are a host of questions that you may not have even thought to ask which could make or break your choice.