...predict values

I want to...

...be fast, nice line fittings, then try the Linear Regression
...small dataset, nice line fittings, then try the Bayesian Linear Regression
...rank ordered categories, then try the Ordinal Regression
...predict event counts, then try the Poisson Regression
...predict a distribution, then try the Fast Forest Quantile Regression
...accuracy matters, I can NOT accept a long training time, and have little memory, then try a Decision Forest Regression
...accuracy matters, I can NOT accept a long training time, then try a Boosted Decision Tree Regression
...accuracy matters, I can accept a long training time, then try a Neural Network

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