Machine learning in an artificial pancreas is described. An artificial pancreas system may include a wearable glucose monitoring device, an insulin delivery system, and a computing device. Broadly speaking, the wearable glucose monitoring device provides glucose measurements of a person continuously. The artificial pancreas algorithm, which may be implemented at the computing device, determines doses of insulin to deliver to the person based on a variety of aspects for the purpose of maintaining the person's glucose within a target range, as indicated by those glucose measurements. The insulin delivery system then delivers those determined doses to the person. As the artificial pancreas algorithm determines insulin doses for the person over time and effectiveness of the insulin doses to maintain the person's glucose level in the target range is observed, an underlying model of the artificial pancreas algorithm may be updated to better determine insulin doses.