Some governance functions traditionally performed by humans are increasingly informed and sometimes automatically executed by machine learning algorithms (governance by machine learning) to benefit society. Therefore, it is necessary to think also about the governance, or regulation, of digital technologies. This is the path that the EU has taken in a sequence of policy initiatives, with important milestones including the General Data Protection Regulation (GDPR) and the proposal for a legal framework on AI. The context is marked by a desire to stimulate innovation while recognising that the digitalisation of society comes with risks that must be attended to.