You can implement your own deep learning algorithms from scratch using Python or any other programming language. When you start implementing more complex models such as Convolutional Neural Network (CNN) or Recurring Neural Network (RNN) then you will realize that it is not practical to implement very large models from scratch. There are many deep learning frameworks available in the market that makes it easy for you to implement neural networks. Each of these frameworks has a dedicated user and developer community and you will find a lot of articles on the internet comparing the pros and cons of these frameworks. Each one of them has their own advantages and disadvantages but surely they are evolving and getting better month to month.