Maybe you are interested in "Deep Learning Toolbox" for MATLAB: https://www.mathworks.com/help/deeplearning/getting-started-with-deep-learning-toolbox.html
Actually, I know that this toolbox ('Deep Learning Toolbox') exists in Matlab.
And... Wolfram Mathematica also has such a library for working with deep neural networks, but not this is the point.
I would be interested if such a thing is possible in Mathcad as well.
Nothing about Mathcad makes it suitable for non-trivial neural network/machine learning/deep learning analysis. Even if you managed to integrate a third party tool like Tensorflow or MxNet.
The memory management, interface, speed, all work against it. Mathcad isn't designed for it. You really need a different kind of tool.
Stick to Python, Matlab, Mathematica or Maple for that type of stuff.