Yield forecasting with machine learning and small data: What gains for grains?

•We present a system to forecast crop yield with machine learning at regional level.•This fully automated system selects the best features and machine learning model.•Leaving one year out is required to rigorously assess model performance.•Yield forecasts based on machine learning are accurate even in low-yielding years.•Extensive calibration is required to deliver significant gains in predictive power.