Thats true, though as my optimization friends put it, sometimes a really close answer that is easy to come to is often better than a precise answer which is dif

Thats true, though as my optimization friends put it, sometimes a really close answer that is easy to come to is often better than a precise answer which is difficult to come to. Selecting the right algorithm is a bit of an art though some simple rules can make it pretty easy. Say clustering for groups, linear regression for estimating continuous values, naive Bayes / logistic regression for classification. Without parameter tuning you can go from having a bunch of data to having a model that does something quite easily. When were talking about applied machine learning it is generally in the context of developing a product, a feature. The most important part is going from data to feature, not necessarily squeezing the last few percentage points of performance. In this context getting a good answer easily is more important than getting the best answer.