Music is a widely used data format in the explosion of Internet information. Automatically identifying the style of online music in the Internet is an important and hot topic in the field of music information retrieval and music production. Recently, automatic music style recognition has been used in many real life scenes. Due to the emerging of machine learning, it provides a good foundation for automatic music style recognition. This paper adopts machine learning technology to establish an automatic music style recognition system. First, the online music is process by waveform analysis to remove the noises. Second, the denoised music signals are represented as sample entropy features by using empirical model decomposition. Lastly, the extracted features are used to learn a relative margin support vector machine model to predict future music style. The experimental results demonstrate the effectiveness of the proposed framework.