The COVID-19 epidemic is the cause of a crisis that is confronting the healthcare community with an unprecedented situation: emergency and intensive care units (ICU) are saturated, compelling physicians to make extremely hard decisions (triage). In such a resource-constrained situation, physicians need decision support systems that could help them to optimally stratify patient risk. In the present paper, we explain how machine learning (ML) could help clinical practitioners during the epidemic (Fig. 1), and we describe some challenges and perspectives that could direct future efforts in the field.