Machine learning algorithms play an important role in computer science research. Recent advancement in sensor data collection in clinical sciences lead to a complex, heterogeneous data processing, and analysis for patient diagnosis and prognosis. Diagnosis and treatment of patients based on manual analysis of these sensor data are difficult and time consuming. Therefore, development of Knowledge-based systems to support clinicians in decision-making is important. However, it is necessary to perform experimental work to compare performances of different machine learning methods to help to select appropriate method for a specific characteristic of data sets. This paper compares classification performance of three popular machine learning methods i.e., case-based reasoning, neutral networks and support vector machine to diagnose stress of vehicle drivers using finger temperature and heart rate variability. The experimental results show that case-based reasoning outperforms other two methods in terms of classification accuracy. Case-based reasoning has achieved 80% and 86% accuracy to classify stress using finger temperature and heart rate variability. On contrary, both neural network and support vector machine have achieved less than 80% accuracy by using both physiological signals.