In JMP 9, the Neural platform has been completely rewritten to make JMP more competitive in the desktop data mining market. The legacy platform is still available for backward compatibility via scripting and the user interface via a preference. The design goals for the project were to create a new platform with a richer set of modeling options with much-improved speed performance. Another important goal was to simplify certain decisions, such as setting the penalty parameter, by finding the optimal value of the penalty parameter for the user automatically as a part of the fitting algorithm. This monograph describes the implementation details of the algorithms and statistical methods used by the platform.
Please see the attached file for the complete technical report.