If you’re getting started with Data Science & Machine Learning then I think this would be a great resource for you. This “cheat sheet” helps you select the “algorithm” to test depending on the problem you are trying to solve and the data-set that you have.
Download link: http://aka.ms/MLCheatSheet (Courtesy: Azure Machine Learning)
Also, even though the cheat sheet was created to help you with “Azure Machine learning” product, it’s still valid if you use other machine learning tools.