Is pilates yoga or strength training best for fat loss?

None of them are that good fot fat loss. To lose fat you need to use up as many calories as possible, and the key to using up many calories is to get your heart rate up and keep it up for a longer period of time. Pilates and yoga aren't strenuous enough for a good burn, and strength training is too on/off.

Long and consistent exercises, like jogging, bicycling, aerobics are much morte efficient for fat/weight loss.