I really want to try my luck with regression instead of simple classification with deep learning. Unfortunately, there isn't any example code available.

The zorro developers gave these frameworks (strategy folder):

DeepLearn.r
DeepLearnH2O.r
DeepLearnKeras.r
DeepLearnMX.r

They are all set up for classification. What would I need to change to use these for regression? I'm especially interested in MXnet.