Which algorithm should I pick?

You choice of algorithm very much depends on the type of model you are building. In all cases you should experiment with different algorithms using a downsampled version of your dataset. Below are some links to follow:

• Which algorithm should I pick for my propensity model?
• Which algorithm should I pick for my clustering model?
• Which algorithm should I pick for my regression model?
• Which algorithm should I pick for my A/B testing analysis?