Which Regression Machine Learning algorithm to use in Azure for statistical prediction/forecasting
If I had to choose, it would be one of the last three as they are more sophisticated. If you have some time, try them all out, sweep the hyperparameters, and compare the results. This free EdX course has a segment where you do that comparison of different models in Azure ML:

https://www.edx.org/course/principles-machine-learning-microsoft-dat203-2x-4