Machine learning and artificial intelligence algorithms are now being used to automate the discovery of governing physical equations and coordinate systems from measurement data alone. However, positing a universal physical law from data is challenging: (i) An appropriate coordinate system must also be advocated and (ii) simultaneously proposing an accompanying discrepancy model to account for the inevitable mismatch between theory and measurements must be considered. Using a combination of deep learning and sparse regression, specifically the sparse identification of nonlinear dynamics (SINDy) algorithm, we show how a robust mathematical infrastructure can be formulated for simultaneously learning physics models and their coordinate systems. This can be done with limited data and sensors. We demonstrate the methods on a diverse number of examples, showing how data can maximally be exploited for scientific and engineering applications.