I've been looking into Mathematica's support for neural networks, and especially the neural network palette. I can't seem to activate it as described in the online documentation. Do I need an extra package? The documentation says load the NeuralNetwork package with <<NeuralNetworks`and the palette should appear in the palette menu, but it doesn't.
The NeuralNetworks` functionality and package described here (which contains the palette you reference) is an older package, and as far as I am aware not being actively maintained or developed by Wolfram Research. This package is completely and entirely separate from the Neural Networks functionality that WRI has been developing recently, documented here.
If you're working with Neural Networks we would recommend using the tools built in to Mathematica 11+. This functionality is being actively developed, maintained, and documented.
The neural network package, is currently available for Mathematica 10.X. Wolfram has included more Neural Network algorithms in the core language which partly overlaps with the package, both in functionality and in naming so that the package cannot be run under Mathematica 11.X. However, I have a version of the package ready for Mathematica 11.X. which will soon be made available. With more neural network algorithms built in, there is a smaller need of the package but for teaching ans some special uses, it is probably still valuable.
Jonas Sjöberg/developer of the Neural Network package