The International Machine Learning Olympiad (IMLO) started at the Illinois Mathematics and Science Academy (IMSA), a public boarding school in Aurora, out past the western edge of Chicago. Chartered in 1985 by Fermilab physicist Leon Lederman (1922–2018), IMSA grew from a small mathematical powerhouse into an entrepreneurial catalyst. Yu Pan, class of 1995, was one of the six people who created PayPal and was the first employee at YouTube.

Russell Simmons, from the same class, co-founded Yelp. Sam Yagan, also 1995, started SparkNotes and later OkCupid. Steve Chen graduated the year after and co-founded YouTube, where he was chief technology officer. For a school that graduates a few hundred students a year, that is a lot of people. IMSA became a place for people to build inventions and apply themselves beyond coursework. This made it a natural birthplace for the IMLO.

For its first 7 years the IMLO was a local competition. It was run by and for students at IMSA and the schools around it, and it spread by physical submission rather than online, which is why it had almost no internet presence until recently. As students from further away began asking to take part, the competition opened its doors more widely. In 2026, the IMLO became an international olympiad, and this site is its first public home.