This comment exhibits an increasingly common fallacy in discourse -- glorifying "data" in the spirit of overly naive empiricism.
Suppose I seek funding from the NSF for the following experiment: I'm going to smash peas into a wall (or collide peas traveling in opposite directions), and note down the splatter patterns. Using Advanced Machine Learning (TM) I shall extract correlations in that data, and make new discoveries!
It is only theory that can decide whether this experiment is worth pursuing or not, and unavoidably so. That's why I would be laughed off for wanting to perform the peas experiment, but we fund billions of dollars of experiments which do the same thing but with protons instead of peas!
One needs to have a theoretical framework which guides the experiments we perform and the way in which we interpret data. There is always this subtle symbiotic interplay between theory and experiment, where each one guides the next step of the other.
Wanting to get rid of theory and just do experiments is pointless and stupid. If anyone believes otherwise, I have a bridge to sell, cuz you know... empiricism is all about experiments... you can do experiments on the bridge to generate data... and data is awesome and will lead to discoveries! :-)