  Over the past few years, deep learning has risen to the foreground as a topic
of massive interest, mainly as a result of successes obtained in solving
large-scale image processing tasks. There are multiple challenging mathematical
problems involved in applying deep learning: most deep learning methods require
the solution of hard optimisation problems, and a good understanding of the
tradeoff between computational effort, amount of data and model complexity is
required to successfully design a deep learning approach for a given problem. A
large amount of progress made in deep learning has been based on heuristic
explorations, but there is a growing effort to mathematically understand the
structure in existing deep learning methods and to systematically design new
deep learning methods to preserve certain types of structure in deep learning.
In this article, we review a number of these directions: some deep neural
networks can be understood as discretisations of dynamical systems, neural
networks can be designed to have desirable properties such as invertibility or
group equivariance, and new algorithmic frameworks based on conformal
Hamiltonian systems and Riemannian manifolds to solve the optimisation problems
have been proposed. We conclude our review of each of these topics by
discussing some open problems that we consider to be interesting directions for
future research.
