AbstractIn this article, we review computational aspects of deep learning (DL). DL uses network architectures consisting of hierarchical layers of latent variables to construct predictors for high‐dimensional input–output models. Training a DL architecture is computationally intensive, and efficient linear algebra library is the key for training and inference. Stochastic gradient descent (SGD) optimization and batch sampling are used to learn from massive datasets.This article is categorized under:Statistical Learning and Exploratory Methods of the Data Sciences > Deep LearningStatistical Learning and Exploratory Methods of the Data Sciences > Modeling MethodsStatistical Learning and Exploratory Methods of the Data Sciences > Neural Networks