Data science is an emerging discipline that offers both promise and peril. Responsible data science refers to efforts that address both the technical and societal issues in emerging data-driven technologies. How can machine learning and database systems reason effectively about complex dependencies and uncertainty? Furthermore, how do we understand the ethical and societal issues involved in data-driven decision-making? There is a pressing need to integrate algorithmic and statistical principles, social science theories, and basic humanist concepts so that we can think critically and constructively about the socio-technical systems we are building. In this talk, I will overview this emerging area, with an emphasis on relational learning.