We are entering a brave new world, thanks to AI. We must shape this future to the advantage of everyone, and not just a select few. Thinking with Machines: The Brave New World of AI tells the story of AI from its very beginnings through the eyes of Vasant Dhar, currently Robert A Miller Professor at the Stern School of Business, and Professor of Data Science at New York University. Professor Dhar lived through the invention of AI algorithms and their various permutations until today. He brought AI to Wall Street in the '90s and was the first to teach AI at NYU Stern. Through his story and the lessons that it reveals, we learn about AI's progress and reversals, its promises and dangers, and what we need to address before the machine gets away from us. Thinking with Machines is essential listening for AI enthusiasts and learners at all levels seeking knowledge on the greatest technological advancement of our time.