Breast cancer is a disease that threat many women's life, thus, the early and accurate detection play a key role in reducing the mortality rate. Mammography stands as the reference technique for breast cancer screening; nevertheless, many countries still lack access to mammograms due to economic, social and cultural issues. Last advances in computational tools, infra-red cameras and devices for bio-impedance quantification allowed the development of parallel techniques like, thermography, infra-red imaging and electrical impedance tomography, these being faster, reliable and cheaper. In the last decades, these have been considered as complement procedures for breast cancer diagnosis, where many studies concluded that false positive and false negative rates are greatly reduced. This work aims to review the last breakthroughs about the three above-mentioned techniques describing the benefits of mixing several computational skills to obtain a better global performance. In addition, we provide a comparison between several machine learning techniques applied to breast cancer diagnosis going from logistic regression, decision trees and random forest to artificial, deep and convolutional neural networks. Finally, it is mentioned several recommendations for 3D breast simulations, pre-processing techniques, biomedical devices in the research field, prediction of tumour location and size.