Machine Learning algorithms are good tools for both classification and prediction purposes. These algorithms can further be used for scientific discoveries from the enormous data being collected in our era. We present ways of discovering and understanding astronomical phenomena by applying machine learning algorithms to data collected with radio telescopes. We discuss the use of supervised machine learning algorithms to predict the free parameters of star formation histories and also better understand the relations between the different input and output parameters. We made use of Deep Learning to capture the non-linearity in the parameters. Our models are able to predict with low error rates and give the advantage of predicting in real time once the model has been trained. The other class of machine learning algorithms viz. unsupervised learning can prove to be very useful in finding patterns in the data. We explore how we use such unsupervised techniques on solar radio data to identify patterns and variations, and also link such findings to theories, which help to better understand the nature of the system being studied. We highlight the challenges faced in terms of data size, availability, features, processing ability and importantly, the interpretability of results. As our ability to capture and store data increases, increased use of machine learning to understand the underlying physics in the information captured seems inevitable.
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