...predict values

When a value is being predicted, as with stock prices, supervised learning is called regression.

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I want to...

...forecast the future Time Series Forecasting Methods - Classical
...be fast, nice line fittings, then try the Linear Regression
...small dataset, nice line fittings, then try the Bayesian Linear Regression
...fit where small deviations are not penalized, then try Support Vector Regression (SVR)
...rank ordered categories, then try the Ordinal Regression
...predict event counts, then try the Poisson Regression; log-linear
...predict a distribution rather than point prediction with labeled data, 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 with large memory fooprint
...accuracy matters, I can accept a long training time, then try a General Regression Neural Network (GRNN)

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