It is currently challenging to analyze single-cell data consisting of many cells and samples, and to address variations arising from batch effects and different sample preparations. For this purpose, we present SAUCIE, a deep neural network that combines parallelization and scalability offered by neural networks, with the deep representation of data that can be learned by them to perform many single-cell data analysis tasks. Our regularizations (penalties) render features learned in hidden layers of the neural network interpretable. On large, multi-patient datasets, SAUCIE's various hidden layers contain denoised and batch-corrected data, a low-dimensional visualization and unsupervised clustering, as well as other information that can be used to explore the data. We analyze a 180-sample dataset consisting of 11 million T cells from dengue patients in India, measured with mass cytometry. SAUCIE can batch correct and identify cluster-based signatures of acute dengue infection and create a patient manifold, stratifying immune response to dengue.