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?
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.