In this study, the effect of high‐power bath and horn ultrasound at different powers on specific surface area (SBET), total pore volume (Vtotal), and average pore volume (Dave) of bleaching clay was examined. After subjecting the bleaching clay to ultrasonication treatment, the SBET values demonstrated an escalation from 31.4 ± 2.7 m2 g−1 to 59.8 ± 3.1 m2 g−1 for HU200BC, 143.8 ± 3.9 m2 g−1 for HU400BC, 54.4 ± 3.6 m2 g−1 for BU400BC, and 137.5 ± 2.8 m2 g−1 for BU800BC. The mean pore diameter (Dave) declined from 29.7 ± 0.14 nm in bleaching clay to 11.3 ± 0.13 nm in HU200BC, 8.3 ± 0.12 nm in HU400BC, 16.7 ± 0.14 nm in BU400BC, and 9.6 ± 0.12 nm in BU800BC. Therefore, horn ultrasound‐treated bleaching clay significantly increased SBET and Vtotal, indicating improved adsorption capacity. Moreover, to establish the relationship between bleaching parameters, seven multi‐output ML regression models of Feedforward Neural Network (FNN), Random Forest (RF), Support Vector Regression (SVR), Multi‐Task Lasso, Ridge regression, Extreme Gradient Boosting (XGBoost), and Gradient Boosting are used, and compared with response surface methodology (RSM). ML has revolutionized the understanding of complex relationships between ultrasonic parameters, oil color, and pigment degradation, providing insights into how various factors such as temperature, ultrasonic power, and time can influence the bleaching process, ultimately enhancing the efficiency and precision of the treatment. The XGBoost model showed outstanding performance in predicting the target variables with a high R2‐train up to 1, R2‐test up to .983, and a minimum mean absolute error (MAE) of 0.498. The lower error between the predicted and experimental values implies the superiority of the XGBoost model to predict outcomes rather than RSM. It represents the suitability of bath ultrasound as a mild condition for low‐pigmented oil bleaching. Finally, the Bayesian optimization method in conjunction with XGBoost was used to optimize the amount of bleaching clay and energy consumption, and its performance was compared with RSM. It was observed that the consumption of bleaching clay was reduced by approximately 60% for sunflower oil and 30%–35% for soybean oil.