Machine Learning is a field of study that has been active for over three decades, but has recently become a hot area in industry. Companies like Amazon, Apple, Microsoft, Yahoo all have active machine learning groups working on developing and deploying advanced algorithms in consumer products. Machine learning has also found it's way into medicine, finance, entertainment and manufacturing. Opera Solutions is a company that uses machine learning and predictive analytics technology to solve business problems in a variety of industries to fortune-500 companies. In this talk I will give a brief introduction to the field and then discuss a case study of applying learning algorithms to accurately price vehicles to b sold at auction. I will conclude with 10 lessons learned.