Linear models, lasso. Trees, random forests and gradient boosting machines. Tools: R packages, Vowpal Wabbit, xgboost, lightgbm, H2O
Slides here.
Trevor Hastie, Robert Tibshirani, Jerome Friedman: The Elements of Statistical Learning (2nd Edition), Ch. 9 (pp. 305-309), Ch. 15 (pp. 587-592), Ch. 10 (pp. 337-340)
Rich Caruana, Alexandru Niculescu-Mizil: An Empirical Comparison of Supervised Learning Algorithms