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Surface settlement is one of the key engineering issues during shield construction process. In order to accurately predict surface settlement, this paper proposes a new machine learning method based on relevance vector machine (RVM), principal component analysis (PCA), and particle swarm optimization (PSO). Taking Beijing Metro Line 6 as a case study, the PCA-PSO-RVM model is used to make the prediction and compared with the prediction results of the RVM model using the same samples. In order to evaluate the reliability of the model, three evaluation indexes including mean relative error (MRE), root mean square error (RMSE), and Theil inequality coefficient (TIC) were calculated, and sensitivity analysis was carried out on them. The results show that the minimum relative error between PCA-PSO-RVM and the actual value is only 0.06%. The calculated MRE, RMSE, and TIC are 0.17%, 0.0714 mm, and 0.027%, respectively, which shows that PCA-PSO-RVM model has higher prediction accuracy, smaller deviations, and higher reliability compared with the three other models. Through sensitivity analysis, it is found that the weighted average internal friction angle (φ) has the most significant impact on the surface settlement, which should be focused on in relevant research. [ABSTRACT FROM AUTHOR]