Techniques are disclosed relating to training a neural network using private training data. In some embodiments, a central computing system is configured to maintain an at least partially trained neural network and information that specifies data formats for inputs to the model and outputs from the model. In some embodiments, partner computing systems maintain subsections of the neural network model and may train them using data that is not shared with other partner computing systems or the central computing system. Parameters resulting from the training may be transmitted to the central computing system. In some embodiments, the central computing system processes the parameters to generate the updated complete version of the neural network model and transmits parameters from the updated complete version of the model to the partner computing systems. The partner computing systems may use the updated complete model to detect anomalies in input data.