Machine learning (ML), including deep learning, has recently gained tremendous popularity in a wide range of applications. However, like traditional software, ML applications are not immune to the bugs that result from programming errors. Explicit programming errors usually manifest through error messages and stack traces. These stack traces describe the chain of function calls that lead to an anomalous situation, or exception. Indeed, these exceptions may cross the entire software stack (including applications and libraries). Thus, studying the patterns in stack traces can help practitioners and researchers understand the causes of exceptions in ML applications and the challenges faced by ML developers. To that end, we mine Stack Overflow (SO) and study 11,449 stack traces related to seven popular Python ML libraries. First, we observe that ML questions that contain stack traces gain more popularity than questions without stack traces; however, they are less likely to get accepted answers. Second, we observe that recurrent patterns exists in ML stack traces, even across different ML libraries, with a small portion of patterns covering many stack traces. Third, we derive five high-level categories and 25 low-level types from the stack trace patterns: most patterns are related to python basic syntax, model training, parallelization, data transformation, and subprocess invocation. Furthermore, the patterns related to subprocess invocation, external module execution, and remote API call are among the least likely to get accepted answers on SO. Our findings provide insights for researchers, ML library providers, and ML application developers to improve the quality of ML libraries and their applications.