It was in the news, Google's AlphaGo won against the European Champion Fan Hui in the game of GO...another frontier is fallen to computer domination.
The question if such an attempt with deep neural networks works also for chess was answered by Matthew Lai in his Master Thesis with his chess engine Giraffe, which reached the level of an FIDE International Master (about 2400 Elo), an astounding achievement considering only 4 month of work....
...so, when are we going to see AlphaChess Mr. Lai? :-)
Giraffe: Using Deep Reinforcement Learning to Play Chess by Matthew Lai, 2015
Mastering the Game of Go with Deep Neural Networks and Tree Search by Google Deepmind, 2016
Learning to Play the Game of Chess by Sebastian Thrun, 1995
NeuroChess by Sebastian Thrun on CPW