Machine learning is a subfield of artificial intelligence that encompass the automatic computing to make predictions. The key difference between a traditional program and machine-learning model is that it allows the model to learn from the data and helps to make its own decisions. It is one of the fastest growing areas of computing. The goal of this chapter is to explore the foundations of machine learning theory and mathematical derivations, which transform the theory into practical algorithms. This chapter also focuses a comprehensive review on machine learning and its types and why machine learning is important in real-world applications, and popular machine learning algorithms and their impact on fog computing. This chapter also gives further research directions on machine learning algorithms.