diff --git a/data/mnist/get_mnist.sh b/data/mnist/get_mnist.sh
index 8eb6aeedf9f..6d875219489 100755
--- a/data/mnist/get_mnist.sh
+++ b/data/mnist/get_mnist.sh
@@ -6,19 +6,10 @@ cd $DIR
 
 echo "Downloading..."
 
-wget --no-check-certificate http://yann.lecun.com/exdb/mnist/train-images-idx3-ubyte.gz
-wget --no-check-certificate http://yann.lecun.com/exdb/mnist/train-labels-idx1-ubyte.gz
-wget --no-check-certificate http://yann.lecun.com/exdb/mnist/t10k-images-idx3-ubyte.gz
-wget --no-check-certificate http://yann.lecun.com/exdb/mnist/t10k-labels-idx1-ubyte.gz
-
-echo "Unzipping..."
-
-gunzip train-images-idx3-ubyte.gz
-gunzip train-labels-idx1-ubyte.gz
-gunzip t10k-images-idx3-ubyte.gz
-gunzip t10k-labels-idx1-ubyte.gz
-
-# Creation is split out because leveldb sometimes causes segfault
-# and needs to be re-created.
-
-echo "Done."
+for fname in train-images-idx3-ubyte train-labels-idx1-ubyte t10k-images-idx3-ubyte t10k-labels-idx1-ubyte
+do
+    if [ ! -e $fname ]; then
+        wget --no-check-certificate http://yann.lecun.com/exdb/mnist/${fname}.gz
+        gunzip ${fname}.gz
+    fi
+done