Kernel function is simple - Are you in a high dimensional space? If so, choose linear kernel. Else? Choose the most non-linear one you can (usually a guassian or RBF). I suppose quadratic and the other kernals are useful if what your modeling looks like that but in practice that is rare.
Prediction is not that slow with linear SVMs especially not compared to something like K-NN. The main hyperparamaters which matter are the "C" value and maybe class weights if you have recall or precision requirements. The C value is something that should be grid-searched, but you might as well be grid-searching everything that matters on every ML algorithm and in this regard SVMs are fast to iterate over (because the C value is all that matters).
Applying categorical and continuous features is not difficult if you choose to do it in anything more sophisticated than sklearn. Also, pd.get_dummies() exists (though it may lead to that slow prediction you're concerned about)
You're most likely right with GBM or Random Forests - though they can have all sorts of issues with parallelism if you're not on the right kind of system. You talk about linear models but SVMs are usually using linear kernals anyway and are a generalization of linear models (including lasso and ridge regression models).
Prediction is not that slow with linear SVMs especially not compared to something like K-NN. The main hyperparamaters which matter are the "C" value and maybe class weights if you have recall or precision requirements. The C value is something that should be grid-searched, but you might as well be grid-searching everything that matters on every ML algorithm and in this regard SVMs are fast to iterate over (because the C value is all that matters).
Applying categorical and continuous features is not difficult if you choose to do it in anything more sophisticated than sklearn. Also, pd.get_dummies() exists (though it may lead to that slow prediction you're concerned about)
You're most likely right with GBM or Random Forests - though they can have all sorts of issues with parallelism if you're not on the right kind of system. You talk about linear models but SVMs are usually using linear kernals anyway and are a generalization of linear models (including lasso and ridge regression models).