This paper proposes an algorithm for the optimal operation of community energy storage systems (ESSs) using a machine learning (ML) model, by solving a nonlinear programming (NLP) problem iteratively to obtain synthetic data. The NLP model minimizes the network’s total energy losses by setting the operation points of a community ESS. The optimization model is solved recursively by Monte Carlo simulations in a distribution system with high PV penetration, considering uncertainty in exogenous parameters. Obtained optimal solutions provide the training dataset for a stochastic gradient boosting trees (SGBT) ML algorithm. The predictions obtained from the ML model have been compared to the optimal ESS operation to assess the model’s accuracy. Furthermore, the sensitivity of the ML model has been tested considering the sampling size and the number of predictors. Results showed an accuracy of 98% for the SGBT model compared to optimal solutions, even after a reduction of 83% in the number of predictors.