Healthcare and energy systems provide critical service to our society. Recent advancement in information technology has enabled these systems to keep retrieving and storing data. In this dissertation, we used machine learning, optimization techniques, and data from healthcare and energy systems to build predictive models and discover new knowledge to guide decision-making and improve the efficiency and sustainability of these systems. We also used optimization techniques to improve the efficiency of hyperparameter tuning for machine learning algorithms. Specifically, we built a dynamic daily prediction model for predicting heart failure patients’ 30-day readmission risk. We built a prediction model to predict xerostomia (dry mouth) for head...