Nickel titanium (NiTi) is a protypical shape-memory alloy used in a range of biomedical and engineering devices, but direct molecular dynamics simulations of the martensitic B19' -> B2 phase transition driving its shape-memory behavior are rare and have relied on classical force fields with limited accuracy. Here, we train four machine-learned force fields for equiatomic NiTi based on the LDA, PBE, PBEsol, and SCAN DFT functionals. The models are trained on the fly during NPT molecular dynamics, with DFT calculations and model updates performed automatically whenever the uncertainty of a local energy prediction exceeds a chosen threshold. The models achieve accuracies of 1-2 meV/atom during training and are shown to closely track DFT predictions of B2 and B19' elastic constants and phonon frequencies. Surprisingly, in large-scale molecular dynamics simulations, only the SCAN model predicts a reversible B19' -> B2 phase transition, with the LDA, PBE, and PBEsol models predicting a reversible transition to a previously uncharacterized low-volume phase, which we hypothesize to be a new stable high-pressure phase. We examine the structure of the new phase and estimate its stability on the temperature-pressure phase diagram. This work establishes an automated active learning protocol for studying displacive transformations, reveals important differences between DFT functionals that can only be detected in large-scale simulations, provides an accurate force field for NiTi, and identifies a new phase.