Machine learning and deep learning techniques are contributing much to the advancement of science. Their powerful predictive capabilities appear in numerous disciplines, including chaotic dynamics, but they miss understanding. The main thesis here is that prediction and understanding are two very different and important ideas that should guide us to follow the progress of science. Furthermore, the important role played by nonlinear dynamical systems is emphasized for the process of understanding. The path of the future of science will be marked by a constructive dialogue between big data and big theory, without which we cannot understand.