Recently, I did a session at local user group in Ljubljana, Slovenija, where I introduced the new algorithms that are available with MicrosoftML package for Microsoft R Server 9.0.3.
For dataset, I have used two from (still currently) running sessions from Kaggle. In the last part, I did image detection and prediction of MNIST dataset and compared the performance and accuracy between.
MNIST Handwritten digit database is available here.
Tomaz has all of the code available as well.