Let’s say you want to go from A to B as fast as you can. In order to get there, you’ll have to first drive to the closest station from where you’re at, then take the train, then finally walk to destination B.
The faster you arrive at the closest station from where you’re at, the earlier train you’ll get to ride. The earlier the ride, the faster you’ll be able to start walking to destination B.
When you take an unstructured approach, you’ll need to explicitly consider every possible kind of interaction. Even if the WALKING phase has an indirect relationship with the DRIVING phase. Since this example is quite simple it seems it won’t do much harm, but when the number of variables increases, the calculation expenses for those irrelevant variables may become costly.
On the other hand, if you take the structured approach, which is called graphical models, you’ll get to omit the indirect relation between WALKING and DRIVING.