Ozone and PM 10 constitute the major concern for air quality of Milan. This paper addresses the problem of the prediction of such two pollutants, using to this end several statistical approaches. In particular, feed-forward neural networks (FFNNs), currently recognized as state-of-the-art approach for statistical prediction of air quality, are compared with two alternative approaches derived from machine learning: pruned neural networks (PNNs) and lazy learning (LL). PNNs constitute a parameterparsimonious approach, based on the removal of redundant parameters from fully connected neural networks; LL, on the other hand, is a local linear prediction algorithm, which performs a local learning procedure each time a prediction is required. All the three approaches are tested in the prediction of ozone and PM 10 ; predictors are trained to return at 9 a.m. the concentration estimated for the current day.No strong differences are found between the forecast accuracies of the different models; nevertheless, LL provides the best performances on indicators related to average goodness of the prediction (correlation, mean absolute error, etc.), while PNNs are superior to the other approaches in detecting of the exceedances of alarm and attention thresholds. In some cases, datadeseasonalization is found to improve the prediction accuracy of the models.Finally, some striking features of lazy learning deserve consideration: the LL predictor can be quickly designed, and, thanks to the simplicity of the local linear regressors, it both gets rid of overfitting problems and can be readily interpreted; moreover, it can be also easily kept up-to-date.