Inferring a gene regulatory network exclusively from microarray expression profiles is a difficult but important task. The aim of this work is to compare the predictive power of some of the most popular algorithms in different conditions (like data taken at equilibrium or time courses) and on both synthetic and real microarray data. We are in particular interested in comparing similarity measures both of linear type (like correlations and partial correlations) and of non-linear type (mutual information and conditional mutual information), and in investigating the underdetermined case (less samples than genes).