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We propose to generalise classical maximum likelihood learning to density matrices. As the objective function, we propose a quantum likelihood that is related to the cross entropy between density matrices. We apply this learning criterion to the quantum Boltzmann machine (QBM), previously proposed by Amin et al. We demonstrate for the first time learning a quantum Hamiltonian from quantum statistics using this approach. For the anti-ferromagnetic Heisenberg and XYZ model we recover the true ground state wave function and Hamiltonian. The second contribution is to apply quantum learning to learn from classical data. Quantum learning uses in addition to the classical statistics also quantum statistics for learning. These statistics may violate the Bell inequality, as in the quantum case. Maximizing the quantum likelihood yields results that are significantly more accurate than the classical maximum likelihood approach in several cases. We give an example how the QBM can learn a strongly non-linear problem such as the parity problem. The solution shows entanglement, quantified by the entanglement entropy.