This work compares the performance of machine learning methods (k-nearest-neighbors (kNN) and gradient boosting (GB)) in intra-hour forecasting of global (GHI) and direct normal (DNI) irradiances. The models predict the GHI and DNI and the corresponding prediction intervals. The data used in this work include pyranometer measurements of GHI and DNI and sky images. Point forecasts are evaluated using bulk error metrics while the performance of the probabilistic forecasts are quantified using metrics such as Prediction Interval Coverage Probability (PICP), Prediction Interval Normalized Averaged Width (PINAW) and the Continuous Ranked Probability Score (CRPS). Graphical verification displays like reliability diagram and rank histogram are used to assess the probabilistic forecasts. Results show that the machine learning models achieve significant forecast improvements over the reference model. The reduction in the RMSE translates into forecasting skills ranging between 8% and 24%, and 10% and 30% for the GHI and DNI testing set, respectively. CRPS skill scores of 42% and 62% are obtained respectively for GHI and DNI probabilistic forecasts. Regarding the point forecasts, the GB method performs better than the kNN method when sky image features are included in the model. Conversely, for probabilistic forecasts the kNN exhibits rather good performance. (C) 2018 Elsevier Ltd. All rights reserved.