A method for the computer-supported generation of a data-driven model of a technical system, in particular of a gas turbine or wind turbine, based on training data is disclosed. The data-driven model is preferably learned in regions of training data having a low data density. According to the invention, it is thus ensured that the data-driven model is generated for information-relevant regions of the training data. The data-driven model generated is used in a particularly preferred embodiment for calculating a suitable control and/or regulation model or monitoring model for the technical system. By determining optimization criteria, such as low pollutant emissions or low combustion dynamics of a gas turbine, the service life of the technical system in operation can be extended. The data model generated by the method according to the invention can furthermore be determined quickly and using low computing resources, since not all training data is used for learning the data-driven model.