Recent advances in machine learning have enabled a number of applications for health and well-being, marketing and social robots, among others. Traditional machine learning relies mainly on generic models: models tuned to an average target population. However, the ‘good’ performance by these generic models doesn’t necessarily translate to each individual in the group. While this can be acceptable in certain domains (e.g., marketing research), when it comes to, for instance, health and well-being, new systems need be optimized and work for each person. They should also help an individual to see, for example, which factors they might change in their life to improve their health or mood. Likewise, in order to build an adaptive robot or learning system, we might want to learn which factors are influencing each learner's engagement the most.