Machine Learning is a data analysis method that automates the construction of analytical models. It is a branch of artificial intelligence based on the idea that systems can learn from data, identify patterns and make decisions with minimal human intervention. In this way we will discover the “magic” behind these techniques. We will take a path that involves making decisions based on past data, and that enables the machine to learn from mistakes and successes. With practical examples involving the supervised and unsupervised learning paradigms, the student will have the possibility to understand in which situations and problems they can apply each technique discussed.