This disclosure relates to a method of sequential machine learning of data sets and an apparatus thereof. The method may include generating a first machine learning model by generating a first feature space based on a first data set, generating first predictive label information based on the first feature space, performing machine learning on a relationship between the first data set and first label information related to a first data set, and performing machine learning on a relationship between the first predictive label information and the first feature space. The method may also include generating a second machine learning model based on the first machine learning model by generating a second feature space based on a second data set, generating second predictive label information based on the second feature space, and performing machine learning on a relationship between the second data set and a second label information.