As the capability for capturing and storing data increases and becomes more ubiquitous, an increasing number of organizations are looking to use machine learning techniques as a means of understanding and leveraging their data. However, the success of applying machine learning techniques depends on which learning algorithm is selected, the hyperparameters that are provided to the selected learning algorithm, and the data that is supplied to the learning algorithm. Even among machine learning experts, selecting an appropriate learning algorithm, setting its associated hyperparameters, and preprocessing the data can be a challenging task and is generally left to the expertise of an experienced practitioner, intuition, trial and error, or another heuristic approach. This dissertation proposes a more principled approach to understand how the learning algorithm, hyperparameters, and data interact with each other to facilitate a data-driven approach for applying machine learning techniques. Specifically, this dissertation examines the properties of the training data and proposes techniques to integrate this information into the learning process and for preprocessing the training set.It also proposes techniques and tools to address selecting a learning algorithm and setting its hyperparameters.This dissertation is comprised of a collection of papers that address understanding the data used in machine learning and the relationship between the data, the performance of a learning algorithm, and the learning algorithms associated hyperparameter settings.Contributions of this dissertation include:* Instance hardness that examines how difficult an instance is to classify correctly.* hardness measures that characterize properties of why an instance may be misclassified.* Several techniques for integrating instance hardness into the learning process. These techniques demonstrate the importance of considering each instance individually rather than doing a global optimization which considers all instances equally.* Large-scale examinations of the investigated techniques including a large numbers of examined data sets and learning algorithms. This provides more robust results that are less likely to be affected by noise.* The Machine Learning Results Repository, a repository for storing the results from machine learning experiments at the instance level (the prediction for each instance is stored). This allows many data set-level measures to be calculated such as accuracy, precision, or recall. These results can be used to better understand the interaction between the data, learning algorithms, and associated hyperparameters. Further, the repository is designed to be a tool for the community where data can be downloaded and uploaded to follow the development of machine learning algorithms and applications.