Train operational incidents are so far diagnosed individually and manually by train maintenance technicians. In order to assist maintenance crews in their responsiveness and task prioritization, a learning machine is developed and deployed in production to suggest diagnostics to train technicians on their phones, tablets or laptops as soon as a train incident is declared. A feedback loop allows to take into account the actual diagnose by designated train maintenance experts to refine the learning machine. By formulating the problem as a discrete set classification task, feature engineering methods are proposed to extract physically plausible sets of events from traces generated on-board railway vehicles. The latter feed an original ensemble classifier to class incidents by their potential technical cause. Finally, the resulting model is trained and validated using real operational data and deployed on a cloud platform. Future work will explore how the extracted sets of events can be used to avoid incidents by assisting human experts in the creation predictive maintenance alerts.