In sports, a calculation of efficiency is considered to be one of the most challenging tasks. In this paper, DEA is used to evaluate an efficiency of the NBA players, based on multiple inputs and multiple outputs. The efficiency is evaluated for 26 NBA players at the guard position based on existing data. However, if we want to generate the efficiency for a new player, we would have to re-conduct the DEA analysis. Therefore, to predict the efficiency of a new player, machine learning algorithms are applied. The DEA results are incorporated as an input for the learning algorithms, defining thereby an efficiency frontier function form with high reliability. In this paper, linear regression, neural network, and support vector machines are used to predict an efficiency frontier. The results have shown that neural networks can predict the efficiency with an error less than 1%, and the linear regression with an error less than 2%.