In this joint interview feature, following their workshop delivered at the International Society for Pharmacoeconomics and Outcomes Research’s 2020 Asia Pacific meeting (Virtual ISPOR Asia Pacific 2020; 14–16 September), Turgay Ayer (Georgia Tech, GA, USA), Jag Chhatwal (Massachusetts General Hospital, MA, USA) and Selin Merdan (Value Analytics Lab, GA, USA) discuss the practicalities of applying machine learning (ML) in the real-world evidence and health economics and outcomes research (HEOR) fields.