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In addition to issues raised by other commenters, one of the problems with deep learning (deep nets in general) is that they can be very hard to train. If you're interested in some techniques people have been using, I highly suggested you read up on optimization methods such as conjugate gradient and hessian-free optimization. I did this recently [0] and have a brief write-up, but honestly the original Martens paper may be more understandable [1].

[0] http://andrew.gibiansky.com/blog/machine-learning/hessian-fr...

[1] http://machinelearning.wustl.edu/mlpapers/paper_files/icml20...

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