1. A control apparatus for controlling a winding machine for forming a coil, the control apparatus a machine learning apparatus communicable with the winding machine and configured to learn an operation for forming the coil by the winding machine, the machine learning apparatus 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 the 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 the actual dimension value, the resistance actual value, and the wire rod used amount of the coil observed by the state observing unit, and the program execution time actual value to at least one of the dimension command value, the resistance command value, the turn number command value, the winding speed command value, and the tension command value for the coil observed by the state observing unit, and the execution time command value for the program, wherein the learning unit comprises: a reward computing unit for computing a reward based on at least one of the actual dimension value, the resistance actual value, and the wire rod used amount of the coil observed by the state observing unit, and the program execution time actual value; and a function updating unit for updating a function for deciding, from the state variable at present, based on the reward computed by the reward computing unit, at least one of the dimension command value, the resistance command value, the turn number command value, the winding speed command value, and the tension command value for the coil, and the execution time command value for the program, wherein the learning unit is configured to compute the state variable observed by the state observing unit in a multilayer structure, to update the function on a real-time basis, and a decision-making unit for deciding, in accordance with the updated function, an optimal value of at least one of the dimension command value, the resistance command value, the turn number command value, the winding speed command value, and the tension command value for the coil, and the execution time command value for the program, wherein the control apparatus is configured to control the winding machine in accordance with the program having the optimal value decided by the decision-making unit.