Methods and systems for training a machine learning algorithm (MLA) comprising: acquiring a first set of training samples having a plurality of features, iteratively training a first predictive model based on the plurality of features and generating a respective first prediction error indicator. Analyzing the respective first prediction error indicator for each iteration to determine an overfitting point, and determining at least one evaluation starting point. Acquiring an indication of a new set of training objects, and iteratively retraining the first predictive model with at least one training object from the at least one evaluation starting point to obtain a plurality of retrained first predictive models and generating a respective retrained prediction error indicator. Based on a plurality of retrained prediction error indicators and a plurality of the associated first prediction error indicators, selecting one of the first set of training samples and the at least one training object.