I just had the first lectures of a class I’m teaching for the first time: Astrostatistics and Machine Learning (sounds exciting? Well, it is!). This is an advanced course for the MSc degree in Astrophysics and Space Science at the University of Milano-Bicocca. My students and I will travel across data inference, Bayesian wonders, sampling, regression, classification, and become best friends with deep learning. All of this is applied to astrophysical datasets.