The sofic groups and hyperlinear groups are groups approximable by finite symmetric
and by unitary groups, respectively. I recall their definitions and discuss why those classes of groups are interesting. Then I consider approximations by other classes of groups and review some results, including rather recent ones by N. Nikolov, J. Schneider, A.Thom, https://arxiv.org/abs/1703.06092 .
If time permits I'll speak about stability and its relations with approximability.