今天下了mathemtaica11, 新加入了很多功能, 包括神经网络等, 做了一下小测试
训练处的概率分布结果如下


随机生成三组多变量正太分布数据

sample[center_] := 
  RandomVariate[MultinormalDistribution[center, IdentityMatrix[2]], 
   200];
train = sample /@ {{1.5, 1}, {-1.5, 1}, {0, -3}};
test = sample[{1, 1}];
net = NetChain[{30, Ramp, 3, SoftmaxLayer[]}, "Input" -> {2}, 
   "Output" -> NetDecoder[{"Class", {"a", "b", "c"}}]];
training = 
  Join[Thread[train[[1]] -> "a"], Thread[train[[2]] -> "b"], 
   Thread[train[[3]] -> "c"]];
trained = NetTrain[net, training];
ListPlot[train]
Show[{Plot3D[{trained[{x, y}, {"Probability", "a"}], 
    trained[{x, y}, {"Probability", "b"}], 
    trained[{x, y}, {"Probability", "c"}]}, {x, -4, 4}, {y, -5, 5}], 
  ListPointPlot3D[Map[Append[#, 1] &, train, {2}]]}]