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Life prediction and fault diagnosis are two important problems in the reliability analysis of complex equipment systems, and The data-driven machine learning analysis method has good engineering effects. Based on the actual engineering requirements of fault prediction, life estimation and subsequent health management，this paper systematically analyzes the common emblems of early fault diagnosis and maintenance time determination due to performance degradation and deeply explores the key scientific problems. We review the application and research of machine learning algorithms, and focuses on machine learning algorithms such as artificial neural networks and support vector machines. It is necessary to improve the reliability analysis method and further promote the application of machine learning algorithms in the field of reliability engineering.