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Rational design principles are one pathway to discovering new materials. However, technological breakthroughs rarely occur in this way because these design principles are usually based on incremental advances that seldom lead to disruptive applications. The emergence of machine-learning (ML) and high-throughput (HT) techniques has changed the paradigm, opening up new possibilities for efficiently screening large chemical spaces and creating on-the-fly design principles for the discovery of novel materials with desired properties. In this work, the approach is used to discover novel thermoelectric (TE) materials based on quaternary diamond-like chalcogenides. A HT framework that integrates density functional theory calculations, ML, and the solution of the Boltzmann transport equation is used to efficiently rationalize the transport properties of these compounds and identify those with potential as TE materials, achieving ZT values above 2.