Serving machine learning inference workloads on the cloud is still a challenging task on the production level. Optimal configuration of the inference workload to meet SLA requirements while optimizing the infrastructure costs is highly complicated due to the complex interaction between batch configuration, resource configurations, and variable arrival process. Serverless computing has emerged in recent years to automate most infrastructure management tasks. In this work, we present MLProxy, an adaptive reverse proxy to support efficient machine learning serving workloads on serverless computing systems.