import tensorflow as tf
learn = tf.contrib.learn
tf.logging.set_verbosity(tf.logging.ERROR)
mnist = learn.datasets.load_dataset('mnist')

import urllib2
proxy_user='xxx'
proxy_password='xxx'
proxy_ip='proxy.company:8080'
proxy_url = 'http://' + proxy_user + ':' + proxy_password + '@' + proxy_ip
proxy_support = urllib2.ProxyHandler({"http":proxy_url})
opener = urllib2.build_opener(proxy_support,urllib2.HTTPHandler)
urllib2.install_opener(opener)