For my university project, I am creating a neural network that can classify the likelihood that a credit card transaction is fraudulent or not. I am training with backpropagation. I am writing this in Java. I would like to apply for multithreading, because my computer is a quad-core i7. It bugs me to spend hours training and sees most of my cores idle.
But how would I apply multithreading to backpropagation? Backprop works by adjusting the errors backward through the network. One layer must be done before the other can continue. Is there any way that I can modify my program to do multicore backdrop?