CALPHAD performance is assessed on > 320 highly concentrated multicomponent alloys using several thermodynamic databases. CALPHAD or couples of physical parameters alone cannot predict reliably the formation of High Entropy Alloys (HEAs). Gaussian processes give a probabilistic prediction of single phase formation in highly concentrated multicomponent alloys. Combining CALPHAD and Gaussian processes allows to define a robust criterion for HEA formation. The new approach can be used as a tool to design new HEAs.