Deep brain stimulation of the subthalamic nucleus (STN-DBS) is an established treatment for motor impairment due to Parkinson's disease (PD) progression. While treated subjects mostly experience significant amelioration of symptoms, some still report adverse effects. In particular, changes in gait patterns due to the electrical stimulation have shown mixed results across studies, with overall gait velocity improvement described as the core positive outcome. This retrospective study investigates changes in the gait parameters of 50 PD patients before and 6 months after STN-DBS, by exploiting a purely data-driven approach. First, unsupervised learning identifies clusters of subjects with similar variations in the gait parameters after STN-DBS. This analysis highlights two dominant clusters (Silhouette score: 0.45, Dunn index: 0.18), with one of them associated to a worsening in walking. Then, supervised machine learning models (i.e., Support Vector Machine and Ensemble Boosting models) are trained using pre-surgery gait parameters, clinical scores, and demographic information to predict the two gait change clusters. In a Leave-One-Subject-Out validation, the best model achieves balanced accuracy over 82%, denoting moderate predictability of both clusters. Moreover, feature importance analysis reveals the variability in the step width and in the step length asymmetry during the preoperative gait test as promising biomarkers to predict gait response to STN-DBS.