The deep connection among braids, knots and topological physics has provided valuable insights into studying topological states in various physical systems. However, identifying distinct braid groups and knot topology embedded in non-Hermitian systems is challenging and requires significant efforts. Here, we demonstrate that an unsupervised learning with the representation basis of su(n) Lie algebra on n-fold extended non-Hermitian bands can fully classify braid group and knot topology therein, without requiring any prior mathematical knowledge or any pre-defined topological invariants. We demonstrate that the approach successfully identifies different topological elements, such as unlink, unknot, Hopf link, Solomon ring, trefoil, and so on, by employing generalized Gell-Mann matrices in non-Hermitian models with n=2 and n=3 energy bands. Moreover, since eigenstate information of non-Hermitian bands is incorporated in addition to eigenvalues, the approach distinguishes the different parity-time symmetry and breaking phases, recognizes the opposite chirality of braids and knots, and identifies out distinct topological phases that were overlooked before. Our study shows significant potential of machine learning in classification of knots, braid groups, and non-Hermitian topological phases.