In this paper we define and characterize the process of developing a '
'real-world'' Machine Learning application, with its difficulties and
relevant issues, distinguishing it from the popular practice of exploi
ting ready-to-use data sets. To this aim, we analyze and summarize the
lessons learned from applying Machine Learning techniques to a variet
y of problems. We believe that these lessons, though primarily based o
n our personal experience, can be generalized to a wider range of situ
ations and are supported by the reported experiences of other research
ers.