Re-training a machine learning model

Methods, systems, and apparatus, including computer programs encoded on computer storage media, for training machine learning models. The models can include models for predicting a next transaction price or a next transaction price direction for one or more financial products, for classifying particular debit or credit card transactions as likely being anomalous or fraudulent or not, or for classifying particular financial claims processing transactions, e.g., insurance, health care, or employee expense claims transactions, as likely being anomalous or fraudulent or not.