The coronavirus disease 2019 (COVID-19), with new variants, continues to be a constant pandemic threat that is generating socio-economic and health issues in manifold countries. The principal goal of this study is to develop a machine learning experiment to assess the effects of vaccination on the fatality rate of the COVID-19 pandemic. Data from 192 countries are analysed to explain the phenomena under study. This new algorithm selected two targets: the number of deaths and the fatality rate. Results suggest that, based on the respective vaccination plan, the turnout in the participation in the vaccination campaign, and the doses administered, countries under study suddenly have a reduction in the fatality rate of COVID-19 precisely at the point where the cut effect is generated in the neural network. This result is significant for the international scientific community. It would demonstrate the effective impact of the vaccination campaign on the fatality rate of COVID-19, whatever the country considered. In fact, once the vaccination has started (for vaccines that require a booster, we refer to at least the first dose), the antibody response of people seems to prevent the probability of death related to COVID-19. In short, at a certain point, the fatality rate collapses with increasing doses administered. All these results here can help decisions of policymakers to prepare optimal strategies, based on effective vaccination plans, to lessen the negative effects of the COVID-19 pandemic crisis in socioeconomic and health systems.