To achieve efficient big data machine learning, we need to construct a unified big data machine learning system to support both machine learning algorithm design and big data processing. Designing an efficient, scalable and easy-to-use big data machine learning system still faces a number of challenges. Recently, the upsurge of big data technology has promoted rapid development of big data machine learning, making big data machine learning system to become a research hotspot. The basic concepts, research issues, technical characteristics, categories, and typical systems for big data machine learning system, were reviewed. Then a unified and cross-platform big data machine learning system, Octopus, was presented.