In reply to Peter Lancashire.

Thanks for writing. Yes, interpretability is an issue with machine learning models. To be fair, nonparametric models in classical statistics (splines, GAM, loess,...) can also lead to interpretability issues. The machine learning community is trying to address interpretability. One interesting approach is to linearize the model in a local neighborhood of explanatory variables. See the blog post about Local Interpretable Model-Agnostic Explanation (LIME), which is part of a series of articles about interpretability in ML.