Rapid, accurate insect identification is the first and most critical step of pest management and vital to agriculture for determining optimal management strategies. In many instances, classification is necessary within a short developmental window. Two examples, the tobacco budworm, Chloridea virescens, and bollworm, Helicoverpa zea, both have <5 days from oviposition until hatching. H. zea has evolved resistance to Bt-transgenic crops and requires farmers to decide about insecticide application during the ovipositional window. The eggs of these species are small, approximately 0.5 mm in diameter, and often require a trained biologist and microscope to resolve morphological differences between species. In this work, we designed, built, and validated a machine learning approach to insect egg identification with >99% accuracy using a convolutional neural architecture to classify the two species of caterpillars. A gigapixel scale parallelized microscope, referred to as the Multi-Camera Array Microscope (MCAM™), and automated image-processing pipeline allowed us to rapidly build a dataset of ~5500 images for training and testing the network. In the future, applications could be developed enabling farmers to photograph eggs on a leaf and receive an immediate species identification before the eggs hatch.