We apply three machine learning strategies to optimize the atomic cooling processes utilized in the production of a Bose-Einstein condensate (BEC). For the first time, we optimize both laser cooling and evaporative cooling mechanisms simultaneously. We present the results of an evolutionary optimization method (differential evolution), a method based on non-parametric inference (Gaussian process regression) and a gradient-based function approximator (artificial neural network). Online optimization is performed using no prior knowledge of the apparatus, and the learner succeeds in creating a BEC from completely randomized initial parameters. Optimizing these cooling processes results in a factor of four increase in BEC atom number compared to our manually-optimized parameters. This automated approach can maintain close-to-optimal performance in long-term operation. Furthermore, we show that machine learning techniques can be used to identify the main sources of instability within the apparatus.