Motivation: With complex traits and diseases having potential genetic contributions of thousands of genetic factors, and with current genotyping arrays consisting of millions of single nucleotide polymorphisms (SNPs), powerful high-dimensional statistical techniques are needed to comprehensively model the genetic variance. Machine learning techniques have many advantages including lack of parametric assumptions, and high power and flexibility. Results: We have applied three machine learning approaches: Random Forest Regression (RFR), Boosted Regression Tree (BRT) and Support Vector Regression (SVR) to the prediction of warfarin maintenance dose in a cohort of African Americans. We have developed amulti-step approach that selects SNPs, builds prediction models with different subsets of selected SNPs along with known associated genetic and environmental variables and tests the discovered models in a cross-validation framework. Preliminary results indicate that our modeling approach gives much higher accuracy than previous models for warfarin dose prediction. A model size of 200 SNPs (in addition to the known genetic and environmental variables) gives the best accuracy. The R2 between the predicted and actual square root of warfarin dose in this model was on average 66.4% for RFR, 57.8% for SVR and 56.9% for BRT. Thus RFR had the best accuracy, but all three techniques achieved better performance than the current published R2 of 43% in a sample of mixed ethnicity, and 27% in an African American sample. In summary, machine learning approaches for high-dimensional pharmacogenetic prediction, and for prediction of clinical continuous traits of interest, hold great promise and warrant further research. © The Author 2011. Published by Oxford University Press. All rights reserved.