I did my PhD thesis on a machine learning problem. I initially used deep learning but after a while I became frustrated with how opaque it was so I switched to using a graphical model where I had explicitly defined the variables and their statistical relationships. My new model worked but it required several months of trying out different models and tweaking parameters, not to mention a whole lot of programming things from scratch. Deep learning is opaque but it has the advantage that you can get good results rapidly without thinking a lot about the problem. That's probably the main reason that it's used.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one. (Immediately before; refresh the list-of-threads page before posting.)
3. Open Threads should be posted in Discussion, and not Main.
4. Open Threads should start on Monday, and end on Sunday.