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This book is developed for those readers who wish to be introduced to the world of artificial intelligence. First, an introduction to machine learning, its origins, evolution and applications is given. Next, supervised learning and the different algorithms used for data training are discussed, ranging from problem solving using regression and classification techniques. For each machine learning model implemented, the fundamentals are explained and guided exercises are performed, allowing the reader to be taken step by step through the learning process. This document becomes a didactic guide, which offers the tools to understand the operation of each model used and its applications. At the end of each section, exercises are presented for the reader to develop and test their knowledge.