A systematic review on machine-learning strategies for improving generalizability (cross-subjects and cross-sessions) electroencephalography (EEG) based in emotion classification was realized. In this context, the non-stationarity of EEG signals is a critical issue and can lead to the Dataset Shift problem. Several architectures and methods have been proposed to address this issue, mainly based on transfer learning methods. 418 papers were retrieved from the Scopus, IEEE Xplore and PubMed databases through a search query focusing on modern machine learning techniques for generalization in EEG-based emotion assessment. Among these papers, 75 were found eligible based on their relevance to the problem. Studies lacking a specific cross-subject and cross-session validation strategy and making use of other biosignals as support were excluded. On the basis of the selected papers' analysis, a taxonomy of the studies employing Machine Learning (ML) methods was proposed, together with a brief discussion on the different ML approaches involved. The studies with the best results in terms of average classification accuracy were identified, supporting that transfer learning methods seem to perform better than other approaches. A discussion is proposed on the impact of (i) the emotion theoretical models and (ii) psychological screening of the experimental sample on the classifier performances.