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There is a recent surge in research activities around “deep neural networks” (DNN). While the notion of neural networks have enjoyed cycles of enthusiasm, which may continue its ebb and flow, concrete advances now abound. Significant performance improvements have been shown in a number of pattern recognition tasks. As a technical topic, DNN is important in classes and tutorial articles and related learning resources are available. Streams of questions, nonetheless, never subside from students or researchers and there appears to be a frustrating tendency among the learners to treat DNN simply as a black box. This is an awkward and alarming situation in education. This paper thus has the intent to help the reader to properly understand DNN, not just its mechanism (what and how) but its motivation and justification (why). It is written from a developmental perspective with a comprehensive view, from the very basic but oft-forgotten principle of statistical pattern recognition and decision theory, through the problem stages that may be encountered during system design, to key ideas that led to the new advance. This paper can serve as a learning guide with historical reviews and important references, helpful in reaching an insightful understanding of the subject.