Add support for Neural Networks

It would be cool to support neural nets.
## Context of the issue

The library could search different NN designs using different types of layers (fully connected, dropout, convolutions), activation functions (relu, sigmoid, tanh), LSTMs, RNNs etc. There are a lot of options but I think it could be started on something simple like building simple convolutional neural nets for analyzing images. Can also add support for pretrained nets like the [caffe model zoo](https://github.com/BVLC/caffe/wiki/Model-Zoo).

This is actually already being explored by other teams, like the researchers working on TensorFlow.
There are several NN libraries: torch, MXNet, Caffe, TensorFlow, and Theano. Theano and TensorFlow are the only ones built for python. Could also build on top of a wrapper like Keras. Or if brave, could code it in straight numpy.