The 5-volume proceedings, LNAI 12457 until 12461 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2020, which was held during September 14-18, 2020. The conference was planned to take place in Ghent, Belgium, but had to change to an online format due to the COVID-19 pandemic.The 232 full papers and 10 demo papers presented in this volume were carefully reviewed and selected for inclusion in the proceedings.The volumes are organized in topical sections as Part Pattern Mining; clustering; privacy and fairness; (social) network analysis and computational social science; dimensionality reduction and autoencoders; domain adaptation; sketching, sampling, and binary projections; graphical models and causality; (spatio-) temporal data and recurrent neural networks; collaborative filtering and matrix completion.Part deep learning optimization and theory;active learning; adversarial learning; federated learning; Kernel methods and online learning; partial label learning; reinforcement learning; transfer and multi-task learning; Bayesian optimization and few-shot learning.Part Combinatorial optimization; large-scale optimization and differential privacy; boosting and ensemble methods; Bayesian methods; architecture of neural networks; graph neural networks; Gaussian processes; computer vision and image processing; natural language processing; bioinformatics.Part applied data recommendation; applied data anomaly detection; applied data Web mining; applied data transportation; applied data activity recognition; applied data hardware and manufacturing; applied data spatiotemporal data.Part applied data social good; applied data healthcare; applied data e-commerce and finance; applied data computational social science; applied data sports; demo track.