It has been a long-held belief that judicious resource allocation is critical to mitigating interference, improving network efficiency, and ultimately optimizing wireless communication performance. The traditional wisdom is to explicitly formulate resource allocation as an optimization problem and then exploit mathematical programming to solve the problem to a certain level of optimality. Nonetheless, as wireless networks become increasingly diverse and complex, e.g., in the high-mobility

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... lar networks, the current design methodologies face significant challenges and thus call for rethinking of the traditional design philosophy. Meanwhile, deep learning, with many success stories in various disciplines, represents a promising alternative due to its remarkable power to leverage data for problem solving. In this paper, we discuss the key motivations and roadblocks of using deep learning for wireless resource allocation with application to vehicular networks. We review major recent studies that mobilize the deep learning philosophy in wireless resource allocation and achieve impressive results. We first discuss deep learning assisted optimization for resource allocation. We then highlight the deep reinforcement learning approach to address resource allocation problems that are difficult to handle in the traditional optimization framework. We also identify some research directions that deserve further investigation.