  These are the notes for the lectures that I was giving during Fall 2020 at
the Moscow Institute of Physics and Technology (MIPT) and at the Yandex School
of Data Analysis (YSDA). The notes cover some aspects of initialization, loss
landscape, generalization, and a neural tangent kernel theory. While many other
topics (e.g. expressivity, a mean-field theory, a double descent phenomenon)
are missing in the current version, we plan to add them in future revisions.
