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Currently I’m proofreading my master thesis in computer science. I am not sure about terms machine learning or natural language processing. Is it common to write them capitalized?

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    Not unless George and Martha Learning had a child and named it Machine.
    – JeffE
    Commented May 16, 2018 at 17:52

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This question is probably more apt for English Language & Usage SE.

But no, don't capitalize them. They are not proper nouns. Do capitalize "Machine Learning" if it's the name of a journal, or if it is otherwise part of the name of some entity (e.g. the International Conference on Machine Learning), but do not capitalize it when you refer to machine learning as a field.

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