Conversational AI systems interact with human users while completing user requests or simply chit-chat. These systems have applications ranging from personal assistance, health assistance to customer services, etc. In this three-part tutorial, we will first give an overview of the state-of-the-art modularized conversational AI approaches that are commonly adopted by task-oriented dialog systems. We will then give an overview of the current sequence to sequence , generation-based conversational AI approaches. We will discuss the challenges and shortcomings of vanilla generation-based models such as the lack of knowledge, consistency, empathy, controllability, versatility, etc. We will then highlight current work in addressing these challenges and in improving the depth of generation-based ConvAI. In the final part of the tutorial we will point out remaining challenges of conversational AI and possible directions for future research, including how to mitigate inappropriate responses and lifelong learning. We will also present an overview of shared tasks and publicly available resources for both modularized and generation-based conversational AI.