Today a new version of DLib is available:
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.