  Astronomy has entered the big data era and Machine Learning based methods
have found widespread use in a large variety of astronomical applications. This
is demonstrated by the recent huge increase in the number of publications
making use of this new approach. The usage of machine learning methods, however
is still far from trivial and many problems still need to be solved. Using the
evaluation of photometric redshifts as a case study, we outline the main
problems and some ongoing efforts to solve them.
