Machine learning algorithms are responsible for a significant amount of computations. These computations are increasing with the advancements in different machine learning fields. For example, fields such as deep learning require algorithms to run during weeks consuming vast amounts of energy. While there is a trend in optimizing machine learning algorithms for performance and energy consumption, still there is little knowledge on how to estimate an algorithm’s energy consumption. Currently, a straightforward cross-platform approach to estimate energy consumption for different types of algorithms does not exist. For that reason, well-known researchers in computer architecture have published extensive works on approaches to estimate the energy consumption. This study presents a survey of methods to estimate energy consumption, and maps them to specific machine learning scenarios. Finally, we illustrate our mapping suggestions with a case study, where we measure energy consumption in a big data stream mining scenario. Our ultimate goal is to bridge the current gap that exists to estimate energy consumption in machine learning scenarios.