The shear stiffness of headed stud connector is a critical parameter for the calculation of deflection and inter-facial shear force for steel-concrete composite structure. Thus, this study presented a promising data-driven model auto-tuning Deep Forest (ATDF) to precisely predict the stud shear stiffness, where the novel Deep For-est algorithm is integrated with the Sequential Model-Based Optimization method to achieve automatic hyper -parameter optimization. Six variables having causal relationships with shear stiffness were extracted via mechanism and model analysis, including the effect of weld collar that cannot be considered in existing models and subsequently constituting a database of 425 push-out tests. Then the ATDF model was trained by combining the advantages of deep learning, ensemble learning, and auto-tuning techniques. It was approved to significantly outperform representative benchmark models with R values of 0.91 and 0.87 for training and testing sets. The ATDF was subjected to attribute importance analysis, which quantified the stud diameter and concrete elastic modulus as the most significant variables for shear stiffness, with the stud elastic modulus having the minimal effect. The model uncertainty of ATDF was further evaluated, revealing that it had the lowest bias and variability than those in existing empirical or semi-empirical models. Finally, the reliability analysis was conducted and the partial factors of ATDF under specified target reliability were derived.