We have been getting an error in the CI for the MNIST tutorial and I just figured the reason: we are getting a 403 - Forbidden when we try to download the datasets from the website listed in the tutorial. Checking that website I got a message:

Please refrain from accessing these files from automated scripts with high frequency. Make copies!

I don't think we want to keep the dataset locally. Are there alternatives for getting this dataset online? @8bitmp3 do you have any thoughts here?