A thermal control system for controlling a patient's temperature includes a thermal control unit and an off-board computing device. The thermal control unit includes a fluid inlet, a fluid outlet, a pump, a heat exchanger, a display, one or more sensors, a transceiver, and a controller. The thermal control system employs one or more machine learning techniques to perform one or more of the following: automatically implement one or more user-preferred settings, automatically predict the occurrence of one or more events based on analyses of prior events, and/or automatically improve one or more algorithms based on analyses of additional sensor data. The machine learning techniques may be implemented onboard the thermal control unit and/or may be implemented at a remote computing device (e.g. a server) that collates and analyzes data from multiple thermal control units, and then sends the results of the analyses back to the thermal control units.