Machine learning approaches cover several peoples’ daily life tasks including knowledge representation, data analysis, regression, classification, recognition, clustering, planning, reasoning, text recommendation, and perception. The machine learning approaches enable applications to understand with or without being directly programmed from previous data or experience. The machine learning techniques with current technologies provide a range of solutions, starting from vision-based solutions to text-generation solutions. To this end, this article presents a comprehensive knowledge of the approaches of machine learning including supervised, unsupervised, semi-supervised, reinforcement, and self-learning. The idea of the comprehensive review is to critically examine the roles performed by these aforementioned approaches, within current solutions, in terms of their weaknesses and strengths. Furthermore, within this study, a new comparative analysis is provided with a set of metrics such as data requirement, accuracy, complexity, interpretability, scalability, applications, and challenges. Thereafter, the implemented machine learning techniques are classified, and their key findings are examined. The comprehensive review shows that the machine learning approaches as a stand-alone or even within hybrid approaches can’t provide a suitable solution to meet all the aforementioned metrics.