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sure, you can!

CvANN_MLP mlp ;
mlp.train ( trainingData , trainingClasses );
// now save it:
cv::FileStorage fs("mlp.yml", cv::FileStorage::WRITE);
mlp.write(*fs, "mlp");

later:

CvANN_MLP mlp ;
// read it back:
mlp.load("mlp.yml","mlp");
// now you can run your prediction as usual

sure, you can!

CvANN_MLP mlp ;
mlp.train ( trainingData , trainingClasses );
// now save it:
cv::FileStorage fs("mlp.yml", cv::FileStorage::WRITE);
mlp.write(*fs, "mlp");
"ann"); 
// "ann" is the name of the node here, you can choose anything you like,
// as long as it's consistent with the one below, when reading

later:

CvANN_MLP mlp ;
// read it back:
mlp.load("mlp.yml","mlp");
mlp.load("mlp.yml","ann");
// now you can run your prediction as usual