  A fundamental task for artificial intelligence is learning. Deep Neural
Networks have proven to cope perfectly with all learning paradigms, i.e.
supervised, unsupervised, and reinforcement learning. Nevertheless, traditional
deep learning approaches make use of cloud computing facilities and do not
scale well to autonomous agents with low computational resources. Even in the
cloud, they suffer from computational and memory limitations, and they cannot
be used to model adequately large physical worlds for agents which assume
networks with billions of neurons. These issues are addressed in the last few
years by the emerging topic of sparse training, which trains sparse networks
from scratch. This paper discusses sparse training state-of-the-art, its
challenges and limitations while introducing a couple of new theoretical
research directions which has the potential of alleviating sparse training
limitations to push deep learning scalability well beyond its current
boundaries. Nevertheless, the theoretical advancements impact in complex
multi-agents settings is discussed from a real-world perspective, using the
smart grid case study.
