Hi Jahangeer, After playing with RNN/CNN models for this problem myself and doing a lot of testing, they only do marginally better than ner_crf in rasa_nlu and take much longer to train and much more data. My suggestion would be to play with the features in the ner_crf, especially prefix and suffix features and add as much data to the training set as you can of examples with the location entities you care about. That should help a good amount. We may have some new features in later releases of rasa_nlu that will make this simpler but could be a few months before they come out.
Tyler