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Selection protocols such as SELEX, where molecules are selected over multiple rounds for their ability to bind to a target of interest, are popular methods for obtaining binders for diagnostic and therapeutic purposes. We show that Restricted Boltzmann Machines (RBMs), an unsupervised two-layer neural network architecture, can successfully be trained on sequence ensembles from single rounds of SELEX experiments for thrombin aptamers. RBMs assign scores to sequences that can be directly related to their fitnesses estimated through experimental enrichment ratios. Hence, RBMs trained from sequence data at a given round can be used to predict the effects of selection at later rounds. Moreover, the parameters of the trained RBMs are interpretable and identify functional features contributing most to sequence fitness. To exploit the generative capabilities of RBMs, we introduce two different training protocols: one taking into account sequence counts, capable of identifying the few best binders, and another based on unique sequences only, generating more diverse binders. We then use RBMs model to generate novel aptamers with putative disruptive mutations or good binding properties, and validate the generated sequences with gel shift assay experiments. Finally, we compare the RBM’s performance with different supervised learning approaches that include random forests and several deep neural network architectures.