Inspired by the human brain, neural network (NN) models have emerged as the dominant branch of machine learning, with the multi-layer perceptron (MLP) model being the most popular. Non-linear optimization and the presence of local minima during optimization led to interests in other NN architectures that only require linear least squares optimization, e.g. extreme learning machines (ELM) and radial basis functions (RBF). Such models readily adapt to online learning, where a model can be updated inexpensively as new data arrive continually. Applications of NN to predict conditional distributions (by the conditional density network and the mixture density network) and to perform quantile regression are also covered.