Recently, deep models have shown tremendous improvements in neural machine translation (NMT). However, systems of this kind are computationally expensive and memory intensive. In this paper, we take a natural step towards learning strong but light-weight NMT systems. We proposed a novel group-permutation based knowledge distillation approach to compressing the deep Transformer model into a shallow model. The experimental results on several benchmarks validate the effectiveness of our method. Our compressed model is 8 times shallower than the deep model, with almost no loss in BLEU. To further enhance the teacher model, we present a Skipping Sub-Layer method to randomly omit sub-layers to introduce perturbation into training, which achieves a BLEU score of 30.63 on English-German newstest2014. The code is publicly available at https://github.com/libeineu/GPKD.