Data mining algorithms are often used to extract useful information from datasets, which give us deeper insights into what we are focussing on to get from the data. This paper aims at measuring the performance of the few selected algorithms namely, Bayesian Generalized Linear Model, Generalized Linear Model, k-Nearest Neighbours and Partial Least Squares. The various performance parameters measured include sensitivity, specificity, root mean squared error (RMSE), R Squared etc. The dataset used would be from the machine learning library present in R studio namely, mlbench library and the dataset being Pima Indians Diabetes.