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Automated region of interest detection in histopathological image analysis is a challenging and important topic with tremendous potential impact on clinical practice. The deep learning methods used in computational pathology may help us to reduce costs and increase the speed and accuracy of cancer diagnosis. We started with the UNC Melanocytic Tumor Dataset cohort which contains 160 hematoxylin and eosin whole slide images of primary melanoma (86) and nevi (74). We randomly assigned 80% (134) as a training set and built an in-house deep learning method to allow for classification, at the slide level, of nevi and melanoma. The proposed method performed well on the other 20% (26) test dataset; the accuracy of the slide classification task was 92.3% and our model also performed well in terms of predicting the region of interest annotated by the pathologists, showing excellent performance of our model on melanocytic skin tumors. Even though we tested the experiments on a skin tumor dataset, our work could also be extended to other medical image detection problems to benefit the clinical evaluation and diagnosis of different tumors.