Systems immunology leverages recent technological advancements that enable broad profiling of the immune system to better understand the response to infection and vaccination, as well as the dysregulation that occurs in disease. An increasingly common approach to gain insights from these large-scale profiling experiments involves the application of statistical learning methods to predict disease states or the immune response to perturbations. However, the goal of many systems studies is not to maximize accuracy, but rather to gain biological insights. The predictors identified using current approaches can be biologically uninterpretable or present only one of many equally predictive models, leading to a narrow understanding of the underlying biology.