What's your favorite machine learning / optimization algorithm?
I've spent years working with evolutionary algorithms (genetic programming). I love evolutionary algorithms.
Discussion
My second favorite is probably random forest.
I love using random forests and using all the outcomes of the individual leaves to make a distribution instead of simply voting/averaging them and making a point prediction. It leads into such interesting outcomes when done right.
Capitalism. I form a corporation, input money, and out comes nice AI results.
Linear programing is magical when it fits your problem.
I also like mcmc because it's so simple