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Artificial neural networks, a branch of artificial intelligence, are computer systems formed by a number of simple, highly interconnected processing units that have the ability to learn a set of target vectors from a set of associated input signals. Neural networks learn by self‐adjusting a set of parameters, using some pertinent algorithm to minimize the error between the desired output and network output. We explore the potential of this approach in solving a problem involving classification of geochemical data. The data, taken from the literature, are derived from four late Quaternary zones of volcanic ash of basaltic and rhyolithic origin from the Norwegian Sea. These ash layers span the oxygen isotope zones 1, 5, 7, and 11, respectively (last 420,000 years). The data consist of nine geochemical variables (oxides) determined in each of 183 samples. We employed a three‐layer back propagation neural network to assess its efficiency to optimally differentiate samples from the four ash zones on the basis of their geochemical composition. For comparison, three statistical pattern recognition techniques, linear discriminant analysis, the k‐nearest neighbor (k‐NN) technique, and SIMCA (soft independent modeling of class analogy), were applied to the same data. All of these showed considerably higher error rates than the artificial neural network, indicating that the back propagation network was indeed more powerful in correctly classifying the ash particles to the appropriate zone on the basis of their geochemical composition.