Intended pregnancy is one of the significant indicators of women’s well-being. Globally, 74 million women become pregnant every year without planning. Unintended pregnancies account for 28% of all pregnancies among married women in Bangladesh. This study aimed to investigate the performance of six different machine learning (ML) algorithms applied to predict unintended pregnancies among married women in Bangladesh. From BDHS 2017-18, only 1129 pregnant women aged 15–49 were eligible for this study. An independent
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test had performed before we considered six popular ML algorithms, such as logistic regression (LR), random forest (RF), support vector machine (SVM), k-nearest neighbor (KNN), naïve Bayes (NB), and elastic net regression (ENR) to predict the unintended pregnancy. Accuracy, sensitivity, specificity, Cohen’s Kappa statistic, and area under curve (AUC) value were used as model evaluation. The bivariate analysis result showed that women aged 30–49 years, poor, not educated, and living in male-headed households had a higher percentage of unintended pregnancy. We found various performance parameters for the classification of unintended pregnancy: LR accuracy = 79.29%, LR AUC = 72.12%; RF accuracy = 77.81%, RF AUC = 72.17%; SVM accuracy = 76.92%, SVM AUC = 70.90%; KNN accuracy = 77.22%, KNN AUC = 70.27%; NB accuracy = 78%, NB AUC = 73.06%; and ENR accuracy = 77.51%, ENR AUC = 74.67%. Based on the AUC value, we can conclude that of all the ML algorithms we investigated, the ENR algorithm provides the most accurate classification for predicting unwanted pregnancy among Bangladeshi women. Our findings contribute to a better understanding of how to categorize pregnancy intentions among Bangladeshi women. As a result, the government can initiate an effective campaign to raise contraception awareness.