We describe \textit{deep exponential families} (DEFs), a class of latent
variable models that are inspired by the hidden structures used in deep neural
networks. DEFs capture a hierarchy of dependencies between latent variables,
and are easily generalized to many settings through exponential families. We
perform inference using recent "black box" variational inference techniques. We
then evaluate various DEFs on text and combine multiple DEFs into a model for
pairwise recommendation data. In an extensive study, we show that going beyond
one layer improves predictions for DEFs. We demonstrate that DEFs find
interesting exploratory structure in large data sets, and give better
predictive performance than state-of-the-art models
