from torchvision.datasets import MNIST
import numpy as np

m_l_tr = MNIST('.', train=True, download=True, transform=None)
X_1, y_1 = m_l_tr.train_data.numpy().reshape(X_1.shape[0], 784), m_l_tr.train_labels.numpy()

m_l_t = MNIST('.', train=False, download=True, transform=None)
X_2, y_2 = m_l_t.test_data.numpy().reshape(X_2.shape[0], 784), m_l_t.test_labels.numpy()

X = np.concatenate((X_1, X_2))
y = np.concatenate((y_1, y_2))