(which is still open by the way).
One of the requests there was to provide some sort of flow chart on how to do machine learning.
As this is clearly impossible, I went to work straight away.
Needless to say, this sheet is completely authoritative.
Thanks to Rob Zinkov for pointing out an error in one yes/no decision.
More seriously: this is actually my work flow / train of thoughts whenever I try to solve a new problem. Basically, start simple first. If this doesn't work out, try something more complicated.
The chart above includes the intersection of all algorithms that are in scikit-learn and the ones that I find most useful in practice.
Only that I always
start out with "just looking". To make any of the algorithms actually work, you need to do the right
preprocessing of your data - which is much more of an art than picking the right algorithm imho.
Anyhow, enjoy ;)