Protein structure prediction is an interdisciplinary research topic that has attracted researchers from multiple fields, including biochemistry, medicine, physics, mathematics, and computer science. These researchers adopt various research paradigms to attack the same structure prediction problem: biochemists and physicists attempt to reveal the principles governing protein folding; mathematicians, especially statisticians, usually start from assuming a probability distribution of protein structures given a target sequence and then find the most likely structure, while computer scientists formulate protein structure prediction as an optimization problem — finding the structural conformation with the lowest energy or minimizing the difference between predicted structure and native structure. These research paradigms fall into the two statistical modeling cultures proposed by Leo Breiman, namely, data modeling and algorithmic modeling. Recently, we have also witnessed the great success of deep learning in protein structure prediction. In this review, we present a survey of the efforts for protein structure prediction. We compare the research paradigms adopted by researchers from different fields, with an emphasis on the shift of research paradigms in the era of deep learning. In short, the algorithmic modeling techniques, especially deep neural networks, have considerably improved the accuracy of protein structure prediction; however, theories interpreting the neural networks and knowledge on protein folding are still highly desired.