Gas Metal Arc Welding (GMAW) is a welding process in which an electric arc is formed between a wire electrode and a metal work piece alongside a shielding gas to protect the arc from contaminants. There are several ways in which the molten electrode droplet can be transferred to the weld pool known as metal transfer modes. Identifying the metal transfer mode automatically is essential to monitor and control the welding process, especially in automated processes employed in modern Industry 4.0 manufacturing lines. However, limited research on this topic has been found in literature. This paper explores automatic classification of metal transfer modes in GMAW based on machine learning techniques with various signals from the welding process, including acoustics, current, voltage, and gas flow rate signals. Time and frequency domain features are first extracted from these signals and are used in a support vector machine classifier to detect the metal transfer modes. A feature selection algorithm is proposed to improve the prediction rate from 80% to 99% when all the four signals are utilized. When only the non-intrusive acoustic signal is used, the prediction rates with and without the proposed feature selection algorithm are approximately 96% and 81%, respectively. The high prediction rate demonstrates the feasibility and promising accuracy of the acoustic signal based classification method for future smart welding technology with real-time adaptive feedback control of the welding process.