O sinless Arjuna, I have already explained that there are two classes of men who try to realize the self. Some are inclined to understand it by empirical, philosophical speculation, and others by devotional service.
Purport: In the Second Chapter, verse 39, the Lord explains two kinds of procedures – namely sankhya-yoga and karma-yoga, or buddhi yoga… Sankhya-Yoga… is the subject matter for persons who are inclined to speculate and understand things by experimental knowledge and philosophy. The other class of men work in Krsna-consciousness… Therefore, both the yogas are interdependent, as religion and philosophy.
Religion without philosophy is sentiment, or sometimes fanaticism, while philosophy without religion is mental speculation. The ultimate goal is Krsna, because the philosophers who are sincerely searching after the Absolute Truth come in the end to Krsna consciousness… The whole process is to understand the self in relation to the Superself.