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This request is largely based on the implementation found on AzureML; (take their free trial and check out the Deep Convolutional and Pooling NN example from their gallery). This allows you to specify custom convolutional and pooling layers in a deep neural network. This is an extremely powerful machine learning technique that could be tricky to implement, but could perhaps be (for example) a great initial macro wrapped around something in Python, where currently these are more easily implemented than in R.