Excited-state dynamics simulations are a powerful tool to investigate photo-induced reactions of molecules and materials and provide complementary information to experiments. Since the applicability of these simulation techniques is limited by the costs of the underlying electronic structure calculations, we develop and assess different machine learning models for this task. The machine learning models are trained on {\emph ab initio} calculations for excited electronic states, using the methylenimmonium cation (CH$_2$NH$_2^+$) as a model system. For the prediction of excited-state properties, multiple outputs are desirable, which is straightforward with neural networks but less explored with kernel ridge regression. We overcome this challenge for kernel ridge regression in the case of energy predictions by encoding the electronic states explicitly in the inputs, in addition to the molecular representation. We adopt this strategy also for our neural networks for comparison. Such a state encoding enables not only kernel ridge regression with multiple outputs but leads also to more accurate machine learning models for state-specific properties. An important goal for excited-state machine learning models is their use in dynamics simulations, which needs not only state-specific information but also couplings, i.e., properties involving pairs of states. Accordingly, we investigate the performance of different models for such coupling elements. Furthermore, we explore how combining all properties in a single neural network affects the accuracy. As an ultimate test for our machine learning models, we carry out excited-state dynamics simulations based on the predicted energies, forces and couplings and, thus, show the scopes and possibilities of machine learning for the treatment of electronically excited states.