This document provides an overview of deep learning and its applications in anomaly detection and software vulnerability detection. It discusses key deep learning architectures like feedforward networks, recurrent neural networks, and convolutional neural networks. It also covers unsupervised learning techniques such as word embedding, autoencoders, RBMs, and GANs. For anomaly detection, it describes approaches for multichannel anomaly detection, detecting unusual mixed-data co-occurrences, and modeling object lifetimes. It concludes by discussing applications in detecting malicious URLs, unusual source code, and software vulnerabilities.