This course is designed to instruct the theoretical foundations as well as applications about deep learning algorithms for high grade undergraduate students. From the theoretical perspective: the course will deliver: 1) fundamental machine learning theories related to deep learning algorithms, and 2) underlying theoretical mechanism of deep learning models. Also, from the application perspective: the course will guide the students to master: 1) How to use and apply deep learning models, and 2) How to design and develop models in real life settings.