Machined Learnings: ICML 2013: Sparse, Deep, and Random
machinedlearnings.com
machinedlearnings.com
Not pocket change but not out of reach either.
Power is a little bit of an issue (you need 6-7 20A circuits) but there are hosting facilities that charge per KW/hr rather than per-drop. In that environment, I estimated that you could do the problem they described for under $10 in energy costs.
I'd like to know if anyone else has a feel on capital costs.