Macroscopic fundamental diagram (MFD) captures an orderly relationship among traffic flow, density, and speed at the network level. Understanding network-wide traffic through MFDs can optimally allocate demand to existing networks, improving performance by maximizing network production and avoiding congestion. However, due to historical data limitations, empirically derived MFD models are sparse in the literature, especially for the U.S. cities. Leveraging a large-scale and granular census-tract-level flow and density derived from vehicle probe data, this research is the first to develop a machine learning approach to both derive MFD models and interpret their underlying difference among urban networks across the entire United States. Among the four machine learning methods tested here XGBoost is found to deliver the best performance to predict the network traffic flow for given vehicular density and location attributes. Interaction Shapley Additive explanation (SHAP) values are used to interpret the factors, such as land use, transportation infrastructure, and network topology, that influence the flow-density relationships among locations. The analysis framework developed in this work can generate datadriven MFDs and a deeper understanding of their shape dependence on network, infrastructure, and land use characteristics, which can be used by transportation authorities to derive and optimize location-specific MFDs facilitating more informed management and planning decisions at the network level.