1. A machine learning apparatus which can communicate with a winding machine and which learns an operation for forming a coil by the winding machine, comprising: a state observing unit for observing a state variable comprised of at least one of an actual dimension value, a resistance actual value, and a wire rod used amount of a coil formed by the winding machine, and a program execution time actual value, and at least one of a dimension command value, a resistance command value, a turn number command value, a winding speed command value, and a tension command value for the coil, which are instructed by a program for the winding machine, and an execution time command value for the program; and a learning unit for learning by linking at least one of an actual dimension value, a resistance actual value, and a wire rod used amount of the coil observed by the state observing unit, and a program execution time actual value to at least one of a dimension command value, a resistance command value, a turn number command value, a winding speed command value, and a tension command value for the coil observed by the state observing unit, and an execution time command value for the program.