Deep learning has recently become one of the hottest topics in machine learning. Originally inspired by the brain, the first impressive deep learning algorithm had a multilayer neural network structure. In that case, the learning task consists of inferring the connectivity patterns between the neurons. The problem is written as a big non-convex optimization problem solved mainly using advanced gradient descent techniques. Deep learning has only become popular in the last few years because computers became powerful enough to solve those complex problems (researchers have also elaborated techniques to solve the vanishing gradient issue). Additionally, the apparition of GPU allows us to solve those big problems on a single computer quite efficiently.