In computational proteomics, machine learning (ML) has emerged as a vital tool for enhancing data analysis. Despite significant advancements, the diversity of ML model architectures and the complexity of proteomics data present substantial challenges in the effective development and evaluation of these tools. Here, we highlight the necessity for high-quality, comprehensive data sets to train ML models and advocate for the standardization of data to support robust model development. We emphasize the instrumental role of key data sets like ProteomeTools and MassIVE-KB in advancing ML applications in proteomics and discuss the implications of data set size on model performance, highlighting that larger data sets typically yield more accurate models. To address data scarcity, we explore algorithmic strategies such as self-supervised pretraining and multitask learning. Ultimately, we hope that this discussion can serve as a call to action for the proteomics community to collaborate on data standardization and collection efforts, which are crucial for the sustainable advancement and refinement of ML methodologies in the field.