An Online Machine Learning System (OMLS) including an Online Preprocessing Engine (OPrE) configured to (a) receive streaming data including an instance comprising a vector of inputs, the vector of inputs comprising a plurality of continuous or categorical features; (b) discretize features; (c) impute missing feature values; (d) normalize features; and (e) detect drift or change in features; an Online Feature Engineering Engine (OFEE) configured to produce features; and an Online Robust Feature Selection Engine (ORFSE) configured to evaluate and select features; an Online Machine Learning Engine (OMLE) configured to incorporate and utilize one or more machine learning algorithms or models utilizing features to generate a result, and capable of incorporating and utilizing multiple different machine learning algorithms or models, wherein each of the OMLE, the OPrE, the OFEE, and the ORFSE are continuously communicatively coupled to each other, and wherein the OMLS is configured to perform continuous online machine learning.