In recent years, machine learning has developed rapidly, especially in the deep learning, where remarkable achievements are obtained in image, voice, natural language processing and other fields. The expressive ability of machine learning algorithm has been greatly improved; however, with the increase of model complexity, the interpretability of computer learning algorithm has deteriorated. So far, the interpretability of machine learning remains as a challenge. The trained models via algorithms are regarded as black boxes, which seriously hamper the use of machine learning in certain fields, such as medicine, finance and so on. Presently, only a few works emphasis on the interpretability of machine learning. Therefore, this paper aims to classify, analyze and compare the existing interpretable methods; on the one hand, it expounds the definition and measurement of interpretability, while on the other hand, for the different interpretable objects, it summarizes and analyses various interpretable techniques of machine learning from three aspects: model understanding, prediction result interpretation and mimic model understanding. Moreover, the paper also discusses the challenges and opportunities faced by machine learning interpretable methods and the possible development direction in the future. The proposed interpretation methods should also be useful for putting many research open questions in perspective.