1. A system for using continuous failure predictions for proactive failure management in distributed cluster systems, comprising: a sampling subsystem configured to continuously monitor and collect operation states of different system components; an analysis subsystem configured to build classification models to perform on-line failure predictions; and a failure prevention subsystem configured to take preventive actions on failing components based on failure warnings generated by the analysis subsystem, wherein a pre-failure state of a component is dynamically decided based on a reward function that denotes an optimal trade-off between failure impact and prediction error cost.