Studies of high-redshift gamma-ray bursts (GRBs) provide important information about the early Universe such as the rates of stellar collapsars and mergers, the metallicity content, constraints on the re-ionization period, and probes of the Hubble expansion. Rapid selection of high-z candidates from GRB samples reported in real time by dedicated space missions such as Swift is the key to identifying the most distant bursts before the optical afterglow becomes too dim to warrant a good spectrum. Here we introduce machine-z, a redshift prediction algorithm and a high-z classifier for Swift GRBs based on machine learning. Our method relies exclusively on canonical data commonly available within the first few hours after the GRB trigger. Using a sample of 284 bursts with measured redshifts, we trained a randomized ensemble of decision trees (random forest) to perform both regression and classification. Cross-validated performance studies show that the correlation coefficient between machine-z predictions and the true redshift is nearly 0.6. At the same time our high-z classifier can achieve 80% recall of true high-redshift bursts, while incurring a false positive rate of 20%. With 40% false positive rate the classifier can achieve ~100% recall. The most reliable selection of high-redshift GRBs is obtained by combining predictions from both the high-z classifier and the machine-z regressor.
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