I look at some of the particular obsticles faced for applying modern ML techniques to physics problems. ML has been revolutionising fields such as machine vision and automated translation. Recently there has been a flurry of interest in applying ML to problems in physics and chemistry. While there are notable successes, there are certain particular issues that should be understood if ML is to be successfully used in the physical sciences. I look at how chooisng the right problems to study, choosing the right models to study them, understanding your data and finally interpreting your results will be critical for the success of data-driven physics.