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].
https://www.amazon.com/Quants-Whizzes-Conquered-Street-Destr...