The neural network algorithm starts by randomly assigning a set of weights and then iteratively refitting those weights. This process yields a slightly different set of final weights (and therefore fit statistics) every time the algorithm is run. You saved one specific set of weights when saving the prediction formula for use in Model Comparison, and now when you rerun the analysis by opening the .jrp file, the model is rerun with a new random set of starting weights and produces slightly different numerical results. To obtain the exact same numerical result every time, specify a random seed value before running the model. (See this documentation page.) Setting the random seed will ensure that the random initialization of weights is the same each time.
The same concept applies to the Bootstrap Forest (here, the random seed controls the bootstrap sampling), though the random seed option appears in the specification window instead of the launch window as in Neural:
Ross Metusalem
JMP Academic Ambassador