A minimalistic library specifically designed to make the estimation of Machine Learning (ML) techniques as easy and accessible as possible, particularly within the framework of the Knowledge Discovery in Databases (KDD) process in data mining. The package provides all the essential tools needed to efficiently structure and execute each stage of a predictive or classification modeling workflow, aligning closely with the fundamental steps of the KDD methodology, from data selection and preparation, through model building and tuning, to the interpretation and evaluation of results using Sensitivity Analysis. The 'MLwrap' workflow is organized into four core steps; preprocessing(), build_model(), fine_tuning(), and sensitivity_analysis(). These steps correspond, respectively, to data preparation and transformation, model construction, hyperparameter optimization, and sensitivity analysis. The user can access comprehensive model evaluation results including fit assessment metrics, plots, predictions, and performance diagnostics for ML models implemented through Neural Networks, Random Forest, XGBoost, and Support Vector Machines algorithms. By streamlining these phases, 'MLwrap' aims to simplify the implementation of ML techniques, allowing analysts and data scientists to focus on extracting actionable insights and meaningful patterns from large datasets, in line with the objectives of the KDD process. Inspired by James et al. (2021) "An Introduction to Statistical Learning: with Applications in R (2nd ed.)" <doi:10.1007/978-1-0716-1418-1> and Molnar (2025) "Interpretable Machine Learning: A Guide for Making Black Box Models Explainable (3rd ed.)" <https://christophm.github.io/interpretable-ml-book/>.