ML Algorithms Quick Reference
Everything you need day‑to‑day – algorithms, use cases, and evaluation metrics.
ML Categories
Supervised Learning
- Labeled data (input → output)
- Regression – continuous output
- Classification – categorical output
- Examples: Linear Regression, Logistic Regression, Decision Trees, SVM, Random Forest, XGBoost, Neural Networks
Unsupervised Learning
- Unlabeled data (find patterns)
- Clustering – group similar points
- Dimensionality Reduction – reduce features
- Anomaly Detection – find outliers
- Examples: K‑Means, DBSCAN, PCA, t‑SNE, Autoencoders
Semi‑Supervised Learning
- Small labeled + large unlabeled
- Self‑training, co‑training
Reinforcement Learning
- Agent + environment (reward signals)
- Q‑Learning, Deep Q‑Learning
- Policy Gradients, Actor‑Critic
Regression Algorithms
Linear Regression
- y = w₀ + w₁x₁ + w₂x₂ + ...
- Finds linear relationship
- Minimises MSE (Ordinary Least Squares)
- Assumes linearity, independence, homoscedasticity
- Pros: simple, interpretable
- Cons: linear only, sensitive to outliers
Ridge Regression (L2 Regularisation)
- Adds L2 penalty: λΣwᵢ²
- Prevents overfitting
- Shrinks coefficients but doesn't zero them
Lasso Regression (L1 Regularisation)
- Adds L1 penalty: λΣ|wᵢ|
- Performs feature selection
- Zeroes out less important features
Polynomial Regression
- y = w₀ + w₁x + w₂x² + ...
- Capture non‑linear relationships
- Beware of overfitting
Support Vector Regression (SVR)
- Finds hyperplane with max margin
- Uses ε‑insensitive loss
- Works with kernel trick
- Good for non‑linear data
Classification Algorithms
Logistic Regression
- Binary classification (0/1)
- Log‑odds: log(p/(1‑p)) = w·x
- Output probability (sigmoid)
- Pros: probabilistic, interpretable
- Cons: assumes linear decision boundary
k‑Nearest Neighbours (k‑NN)
- Memory‑based, lazy learner
- Class predicted by majority vote of k neighbours
- Distance metric: Euclidean, Manhattan, Minkowski
- Pros: simple, no training
- Cons: slow, sensitive to scale, k selection
Decision Trees (CART, ID3, C4.5)
- Tree‑based, recursive partitioning
- Splits based on impurity (Gini, Entropy)
- Easily interpretable
- Pros: interpretable, handles non‑linear
- Cons: prone to overfitting, unstable
Random Forest
- Ensemble of decision trees
- Bagging (Bootstrap Aggregating)
- Random feature selection
- Pros: reduces overfitting, feature importance
- Cons: less interpretable, larger
Support Vector Machines (SVM)
- Maximises margin between classes
- Kernel trick: linear, polynomial, RBF, sigmoid
- Pros: effective in high dimensions
- Cons: less interpretable, sensitive to parameters
Naïve Bayes
- Bayes' Theorem with independence assumption
- Types: Gaussian, Multinomial, Bernoulli
- Pros: fast, simple, works with small data
- Cons: strong independence assumption
XGBoost / Gradient Boosting
- Sequential additive models
- Gradient descent to optimise loss
- Regularisation prevents overfitting
- Pros: state‑of‑the‑art performance
- Cons: complex, hyperparameter tuning
Neural Networks (MLP, CNN, RNN, LSTM)
- Multi‑layer perceptron (fully‑connected)
- Convolutional (image, spatial)
- Recurrent (sequence, time series)
- Pros: powerful, universal approximator
- Cons: data hungry, interpretability, hyperparameters
Clustering Algorithms
K‑Means
- Partitions data into k clusters
- Centroid‑based, iterative
- Minimises inertia (within‑cluster SSE)
- Pros: fast, simple
- Cons: k must be known, sensitive to initialisation, clusters are spherical
DBSCAN
- Density‑based clustering
- Finds core points, border points, noise
- No need to specify k
- Pros: handles arbitrary shapes, outliers
- Cons: sensitive to ε and minPts
Hierarchical Clustering
- Agglomerative (bottom‑up) or Divisive (top‑down)
- Dendrogram visualisation
- Linkage: single, complete, average, Ward
- Pros: hierarchical structure
- Cons: computationally expensive O(n³)
Gaussian Mixture Models (GMM)
- Probabilistic, assumes Gaussian components
- EM (Expectation‑Maximisation) algorithm
- Pros: soft assignment, flexible
- Cons: requires covariance matrix estimation
Dimensionality Reduction
Principal Component Analysis (PCA)
- Finds directions of maximum variance
- Linear, unsupervised
- Projects data onto principal components
- Pros: reduces dimensions, decorrelates
- Cons: linear only, interpretability loss
t‑Distributed Stochastic Neighbour Embedding (t‑SNE)
- Non‑linear, preserves local structure
- Great for visualisation (2D/3D)
- Pros: excellent for visualisation
- Cons: computationally expensive, non‑deterministic
Linear Discriminant Analysis (LDA)
- Supervised, finds axes that separate classes
- Maximises between‑class variance
- Also used for classification
Autoencoders (Neural)
- Neural network, unsupervised
- Encoder → bottleneck → decoder
- Learns compressed representation
- Non‑linear, can be used for denoising
Ensemble Methods
Bagging
- Bootstrap samples, multiple models
- Random Forest (trees)
- Bagged Decision Trees
- Reduces variance
Boosting
- Sequential, weighted samples
- AdaBoost
- Gradient Boosting (XGBoost, LightGBM, CatBoost)
- Reduces bias
Stacking
- Multiple base learners + meta‑learner
- Combines predictions
Voting
- Hard (majority) or soft (probability)
- Combine multiple classifiers
- Simple ensemble
Evaluation Metrics
Regression Metrics
- MSE – Mean Squared Error
- RMSE – Root Mean Squared Error
- MAE – Mean Absolute Error
- R² – Coefficient of Determination
- Adjusted R² – R² with penalty for features
Classification Metrics
- Accuracy – (TP+TN)/Total
- Precision – TP/(TP+FP)
- Recall – TP/(TP+FN)
- F1 Score – 2*(P*R)/(P+R)
- AUC‑ROC – Area Under ROC Curve
- Log Loss – Cross‑Entropy
Clustering Metrics
- Inertia – within‑cluster SSE
- Silhouette Score – cohesion + separation
- Davies‑Bouldin – average similarity
- Calinski‑Harabasz – variance ratio
Confusion Matrix
- TP – True Positives
- TN – True Negatives
- FP – False Positives
- FN – False Negatives
Confusion Matrix Structure
Predicted
+---------+---------+
+ | TP | FP |
A +---------+---------+
C | FN | TN |
T +---------+---------+
Hyperparameter Tuning
- Grid Search – exhaustive over parameter grid
- Random Search – random samples, more efficient
- Bayesian Optimisation – probability model
- Cross‑Validation – k‑fold (5, 10) to evaluate
- Early Stopping – stop training when validation stops improving
Regularisation Techniques
- L1 (Lasso) – Σ|wᵢ|, feature selection
- L2 (Ridge) – Σwᵢ², weight decay
- Elastic Net – L1 + L2 combined
- Dropout – random neuron deactivation (NN)
- Early Stopping – stop before overfitting
- Data Augmentation – create more data
Feature Engineering
- Scaling – StandardScaler, MinMaxScaler, RobustScaler
- Encoding – One‑hot, Label, Ordinal
- Imputation – mean, median, mode, KNN, iterative
- Feature Selection – filter, wrapper, embedded
- Polynomial Features – interaction terms
- Interaction Terms – x₁*x₂
- Log Transform – handle skewness
Model Selection Guide
| Problem | Recommended Algorithms |
|---|---|
| Regression (linear) | Linear Regression, Ridge, Lasso |
| Regression (non‑linear) | Polynomial Regression, SVR, Random Forest, XGBoost, Neural Net |
| Binary Classification | Logistic Regression, SVM, Random Forest, XGBoost, Neural Net |
| Multi‑Class Classification | Logistic Regression (OvR), SVM, Random Forest, XGBoost, Neural Net |
| Small data (< 1000) | Logistic Regression, SVM, Naïve Bayes |
| Large data (> 100k) | XGBoost, LightGBM, Neural Net (with GPU) |
| Text data | Naïve Bayes, Logistic Regression, SVM, Transformers |
| Image data | CNN (ResNet, EfficientNet, etc.) |
| Time series | ARIMA, LSTM, Prophet, XGBoost (with lags) |
| Clustering (spherical) | K‑Means |
| Clustering (arbitrary shape) | DBSCAN |
| Outlier detection | Isolation Forest, DBSCAN, One‑Class SVM |
| Dimensionality reduction (visual) | t‑SNE, UMAP |
| Dimensionality reduction (feature) | PCA, LDA (supervised) |
📌 Quick Reference
Supervised: Linear/Logistic Regression, SVM, Decision Trees, Random Forest, XGBoost, Neural Nets
Unsupervised: K‑Means, DBSCAN, PCA, t‑SNE, Autoencoders
Regression metrics: MSE, RMSE, MAE, R²
Classification metrics: Accuracy, Precision, Recall, F1, AUC‑ROC, Log Loss
Regularisation: L1 (Lasso), L2 (Ridge), Elastic Net, Dropout
Tuning: Grid Search, Random Search, Bayesian Optimisation, k‑fold CV
Ensemble: Bagging (Random Forest), Boosting (XGBoost), Stacking, Voting
Unsupervised: K‑Means, DBSCAN, PCA, t‑SNE, Autoencoders
Regression metrics: MSE, RMSE, MAE, R²
Classification metrics: Accuracy, Precision, Recall, F1, AUC‑ROC, Log Loss
Regularisation: L1 (Lasso), L2 (Ridge), Elastic Net, Dropout
Tuning: Grid Search, Random Search, Bayesian Optimisation, k‑fold CV
Ensemble: Bagging (Random Forest), Boosting (XGBoost), Stacking, Voting