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Facing a machine learning problem for the first time can be overwhelming. Hundreds of methods exist for tackling problems such as classification, regression or clustering. Selecting the appropriate method is challenging, specially if no much prior knowledge is known. In addition, most models require to optimise a number of hyperparameters to perform well. Preparing the data for the learning algorithm is also a labour-intensive process that includes cleaning outliers and imperfections, feature selection, data transformation like PCA and more. A workflow connecting preprocessing methods and predictive models is called a multicomponent predictive system (MCPS). This talk introduces the problem of automating the composition and optimisation of MCPSs and also how they can be adapted in changing environments.