Today a new version of DLib is available:

DLib 19.2 released

Release notes

by Davis King

From the article:

... So the obvious thing to do was to add an implementation of MMOD with the HOG feature extraction replaced with a convolutional neural network.  The new version of dlib, v19.2, contains just such a thing.  On this page you can see a short tutorial showing how to train a convolutional neural network using the MMOD loss function.  It uses dlib's new deep learning API to train the detector end-to-end on the very same 4 image dataset used in the HOG version of the example program.  Happily, and very much to the surprise of myself and my colleagues, it learns a working face detector from this tiny dataset.