With the development of computer performance, pre-trained machine learning models are used for inference on personal devices. Caffe is a popular deep learning framework featuring image classification. However, it can only infer using one CPU core or one GPU if without customization, which limits the computing power of heterogeneous parallel computation devices. Deep learning is a demanding task for a computation device. For a better user experience and faster inference, it is important to fully use all computing cores of the device via parallelization. Considering the CPU-to-GPU performance ratio may vary on different deep learning models, tasks should not just be equally assigned to all computing cores. It should be noted that more overhead will be introduced if the tasks are divided into too many portions or synchronized scheduling algorithms are used. Thus, a well-designed scheduling algorithm able to reduce idle time is crucial for better performance. Some approaches have been developed to improve Caffe performance on heterogeneous parallel computation devices, whereas there are some limits on the platform hardware and usage. As a result, it is difficult to fully utilize the performance of these devices. This study reports the work on the improvement of Caffe interface and the proposed new algorithms. Caffe interface is extended to enable customized programs to use multiple computing cores or devices of a heterogeneous parallel platform for deep learning inference with Caffe. Some existing scheduling algorithms are ported and tested. To avoid synchronization overhead, two novel asynchronous scheduling algorithms, async-FIFO and fast-split, are proposed. All scheduling algorithms are tested and results show that the Caffe inference performance of heterogeneous parallel computation devices adopting fast-split is significantly faster than that in the case where only one computing core is adopted. Fast-split on average reduces performance waste by 7.4% and 21.0% on MNIST and Cifar-10 datasets, respectively, compared with the current best heterogeneous parallel scheduling algorithm HAT.