In this paper, we investigate how the eye state (open or closed) can be predicted by measuring brain waves with an EEG. To this end, we recorded a corpus containing the activation strength of the fourteen electrodes of a commercial EEG headset as well as the manually annotated eye state corresponding to the recorded data. We tested 42 different machine learning algorithms on their performance to predict the eye state after training with the corpus. The best-performing classifier, KStar, produced a classification error rate of only 2.7% which is a 94% relative reduction over the majority vote of 44.9% classification error.