The development of machine learning in complex system is hindered by two problems nowadays.The first problem is the inefficiency of exploration in state and action space,which leads to the data-hungry of some state-of-art data-driven algorithm.The second problem is the lack of a general theory which can be used to analyze and implement a complex learning system.In this paper,we proposed a general methods that can address both two issues.We combine the concepts of descriptive learning,predictive learning,and prescriptive learning into a uniform framework,so as to build a parallel system allowing learning system improved by self-boosting.Formulating a new perspective of data,knowledge and action,we provide a new methodology called parallel learning to design machine learning system for real-world problems.