This paper presents a systematic and comprehensive survey that reviews the latest research efforts focused on machine learning (ML) based performance improvement of wireless networks, while considering all layers of the protocol stack: PHY, MAC and network. First, the related work and paper contributions are discussed, followed by providing the necessary background on data-driven approaches and machine learning to help non-machine learning experts understand all discussed techniques. Then, a comprehensive review is presented on works employing ML-based approaches to optimize the wireless communication parameters settings to achieve improved network quality-of-service (QoS) and quality-of-experience (QoE). We first categorize these works into: radio analysis, MAC analysis and network prediction approaches, followed by subcategories within each. Finally, open challenges and broader perspectives are discussed.