Hmm this isn't my experience. My experience is that highly complex models tend to reflect accurately the ground truth in the current dataset, but not the domain theory that generated it, so when things change (like, prevailing weather conditions, political alignments, interest rates, data usage) which move the distribution (but not the domain theory) they do fail. The question is : are you trading poorer compression for more fidelity or are you learning the system that generates the data?