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Data Science Fails – There's No Such Thing as a Free Lunch While this latest DSC podcast isn't about sandwiches, it is related to lunch, specifically the no free lunch theorem. In short, the theorem states that no algorithm can be equally good at learning everything, which means that you can't know in advance which algorithm will work best on your data. Data Science Fails – There's No Such Thing as a Free Lunch While this latest DSC podcast isn't about sandwiches, it is related to lunch, specifically the no free lunch theorem. In short, the theorem states that no algorithm can be equally good at learning everything, which means that you can't know in advance which algorithm will work best on your data.