gistfile1.txt

ArrayList<Thread> myThreads = new ArrayList<Thread>();

for each epoch { 
  net.fit(trainSplitDataSetIterator);
  Thread t = new Thread(new MYClass(net)); // The MYClass will use net to calculate some scores; it doesn't modify/update net
  myThreads.add(t);
  t.start();
}

for (Thread t:myThreads) {
     t.join();
}