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The No Free Lunch Theorems

The No Free Lunch Theorems

Data Skeptic · Kyle Polich and Linh Da Tran

March 9, 201827m 25s

Show Notes

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.