Examples use MNIST and CIFAR-10 from these folders.
Download MNIST data and unzip locally on your machine: http://yann.lecun.com/exdb/mnist/index.html
Download CIFAR-10 data and unzip locally on your machine: http://www.cs.toronto.edu/~kriz/cifar.html
Your directory structure should look like this to run the samples:
./data/cifar-10-batches-bin/data_batch_1.bin
./data/cifar-10-batches-bin/data_batch_2.bin
./data/cifar-10-batches-bin/data_batch_3.bin
./data/cifar-10-batches-bin/data_batch_4.bin
./data/cifar-10-batches-bin/data_batch_5.bin
./data/cifar-10-batches-bin/test_batch.bin
./data/mnist/t10k-images.idx3-ubyte
./data/mnist/t10k-labels.idx1-ubyte
./data/mnist/train-images.idx3-ubyte
./data/mnist/train-labels.idx1-ubyte