The rectangular collocation approach makes it possible to solve the Schrödinger equation with basis functions that do not have amplitude in all regions in which wave functions have significant amplitude. Collocation points can be restricted to a small region of space. As no integrals are computed, there are no problems due to discontinuities in the potential, and there is no need to use integrable basis functions. In this paper, we show, for the Kohn-Sham equation, that machine learning can be used to drastically reduce the size of the collocation point set. This is demonstrated by solving the Kohn-Sham equations for CO and H2O. We solve the Kohn-Sham equation on a given effective potential which is a critical part of all DFT calculations, and monitor orbital energies and orbital shapes. We use a combination of Gaussian process regression and a genetic algorithm to reduce the collocation point set size by more than an order of magnitude (from about 51 000 points to 2000 points) while retaining mhartree accuracy.