We applied two state-of-the-art machine learning techniques to the problem of selecting a good heuristic in a first-order theorem prover. Our aim was to demonstrate that sufficient information is available from simple feature measurements of a conjecture and axioms to determine a good choice of heuristic, and that the choice process can be automatically learned. Selecting from a set of 5 heuristics, the learned results are better than any single heuristic. The same results are also comparable to the prover’s own heuristic selection method, which has access to 82 heuristics including the 5 used by our method, and which required additional human expertise to guide its design. One version of our system is able to decline proof attempts. This achieves a significant reduction in total time required, while at the same time causing only a moderate reduction in the number of theorems proved. To our knowledge no earlier system has had this capability.