If you want to integrate a Python code into ArcGIS, I developed an open source Python library that does just that. Here is the link: https://github.com/alessioarena/arcpy_extender
Basically this allows you to develop separately the neural network component in classic Python (you can leverage libraries like sklearn, keras, etc.), then using my library you can call it from within ArcGIS as any other tool.
In the repository there are a couple of examples on how to do this.
I'm currently working on a paper and additional documentation, but if you have any question let me know.