title: Feature request: NumPy Reader
body: <p>I have a large collection of NumPy arrays saved on disk. I would like to read them efficiently and concurrently with the training. I can't load them all into memory at once - the data set is too large.
  Additionally, it would be nice to apply some user defined transforms on the fly. Also it would be nice to be able to read them from C++, not just Python.</p>
  
  <p>I believe CNTK does not have this capability now, am I correct?</p>