>in the context of machine learning, but I am still not really clear on why such a property is necessary or even desirable in the context of high dimensional st

>in the context of machine learning, but I am still not really clear on why such a property is necessary or even desirable in the context of high dimensional statistical learning algorithms. Depending on the context of where the Algo is used interpretability may in fact be necessary. (Try getting Deep Learning Models deployed in a Consumer Banking company.) Generally outside of hardcore tech companies (FAANG, etc.) you are usually building things in conjunction with Business partners within your org and good luck explaining to them that you want to deploy a completely opaque algorithm that will somehow solve their problems.