Data preparation is orders of magnitude easier with high-level languages such as Python or R than with C++. HDF5DataLayer is a welcome interface between data preparation scripts and Caffe, but we can go even further. I propose a DataSource (see #148) that reads input on a socket. A separate process -- or processes -- which can be Python or R scripts, will be responsible for preparing data to send to the socket.

I haven't coded sockets in C++ before. The main questions are:

• Is there a good library for our type of IPC (float/double blobs)?
• If there isn't, then what's the best off-the-shelf solution? Protobuf? Capn proto? YAML Binary?