Artificial Intelligence, Machine Learning and Deep Learning - Deeplearning4j: Open-source, distributed deep learning for the JVM

You can think of deep learning, machine learning and artificial intelligence as a set of Russian dolls nested within each other, beginning with the smallest and working out. Deep learning is a subset of machine learning, which is a subset of AI. AI is any computer program that does something smart, broadly speaking. It can be a pile of if-then statements or a complex statistical model. Usually, when a computer program designed by AI researchers actually succeeds at something – like winning at chess – many people say it's "not really intelligent", because the algorithm's internals are well understood.