Methods and systems are disclosed for autonomously building a predictive model of outcomes. A most-predictive set of signals Sk is identified out of a set of signals s1, s2, . . . , sD for each of one or more outcomes ok. A set of probabilistic predictive models ôk=Mk(Sk) is autonomously learned, where ôk is a prediction of outcome ok derived from the model Mk that uses as inputs values obtained from the set of signals Sk. The step of autonomously learning is repeated incrementally from data that contains examples of values of signals s1, s2, . . . , sD and corresponding outcomes o1, o2, . . . , oK. Various embodiments are also disclosed that apply predictive models to various physiological events and to autonomous robotic navigation.