Depending on where you draw the line between statistics and machine learning, it could be argued to have originated with Bachelier's thesis in 1900 [1], or Thor

Depending on where you draw the line between statistics and machine learning, it could be argued to have originated with Bachelier's thesis in 1900 [1], or Thorp's adaptation of Kelly's work first to gambling and then to finance in the early 60s (he may have been first to use computers for this kind of thing) [2] or maybe with James Simons' Renaissance Technologies in the early 80s [3]. [1] https://en.wikipedia.org/wiki/Louis_Bachelier https://en.wikipedia.org/wiki/Louis_Bachelier [2] https://en.wikipedia.org/wiki/Edward_O._Thorp https://en.wikipedia.org/wiki/Edward_O._Thorp [3] https://en.wikipedia.org/wiki/Renaissance_Technologies https://en.wikipedia.org/wiki/Renaissance_Technologies