[Q] ELI5: Why *not* have a royal rumble between all Supervised Learning techniques? • /r/MachineLearning

You asked "which algorithm is the best?", but you answered "which algorithms should newcomers try first?". The first question is entirely problem dependent (and technically so is the second). However, experienced practitioners will generally know what to recommend for the second task at first blush, and would generally agree with your choices (some naive bayes, some linear models). I would also add random forest / boosted trees to that "which to try first" list. However, if I presented you with a timeseries problem all these methods would fall flat on their face without good feature engineering or a model that explicitly captures dependencies over samples. This is why it is problem dependent.