Continuous Integration (CI) has become a well-established software development practice for automatically and continuously integrating code changes during software development. An increasing number of Machine Learning (ML) based approaches for automation of CI phases are being reported in the literature. It is timely and relevant to provide a Systemization of Knowledge (SoK) of ML-based approaches for CI phases. This paper reports an SoK of different aspects of the use of ML for CI. Our systematic analysis also highlights the deficiencies of the existing ML-based solutions that can be improved for advancing the state-of-the-art.