download data from:

http://yann.lecun.com/exdb/mnist/

train-images-idx3-ubyte.gz: training set images (9912422 bytes) 
train-labels-idx1-ubyte.gz: training set labels (28881 bytes) 
t10k-images-idx3-ubyte.gz: test set images (1648877 bytes) 
t10k-labels-idx1-ubyte.gz: test set labels (4542 bytes)