  Multi-messenger astrophysics is a fast-growing, interdisciplinary field that
combines data, which vary in volume and speed of data processing, from many
different instruments that probe the Universe using different cosmic
messengers: electromagnetic waves, cosmic rays, gravitational waves and
neutrinos. In this Expert Recommendation, we review the key challenges of
real-time observations of gravitational wave sources and their electromagnetic
and astroparticle counterparts, and make a number of recommendations to
maximize their potential for scientific discovery. These recommendations refer
to the design of scalable and computationally efficient machine learning
algorithms; the cyber-infrastructure to numerically simulate astrophysical
sources, and to process and interpret multi-messenger astrophysics data; the
management of gravitational wave detections to trigger real-time alerts for
electromagnetic and astroparticle follow-ups; a vision to harness future
developments of machine learning and cyber-infrastructure resources to cope
with the big-data requirements; and the need to build a community of experts to
realize the goals of multi-messenger astrophysics.
