It's often practically true, though. While every method I can think of differentiates itself at a lower level than regression/classification, and thus has inte

It's often practically true, though. While every method I can think of differentiates itself at a lower level than regression/classification, and thus has interpretations in each, it's not always feasible or easy to make the "flip". Often times the approximation steps that make the algorithm tractable depend on the objective function.