A while back a colleague tweaked me with the joke that machine learning is just glorified curve fitting. This is true as far as it goes, but a large, modern neural net (e.g., VGG-16 with 138 million parameters) has approximately the same relationship with a linear fit (2 parameters) that the bomb dropped on Hiroshima (Little Boy with a yield of 63 TJ) had with a stick of dynamite (1 MJ).
The relative danger is almost certainly not as great, but still you are considerably more likely to cause yourselves and others grief with the careless application of modern machine learning methods than with a linear fit.