Neural networks have been applied successfully in many fields. However, satisfactory results can only be found under large sample conditions. When it comes to small training sets, the performance may not be so good, or the learning task can even not be accomplished. This deficiency limits the applications of neural network severely. The main reason why small datasets cannot provide enough information is that there exist gaps between samples, even the domain of samples cannot be ensured. Several computational intelligence techniques have been proposed to overcome the limits of learning from small datasets. We have the following goals: i. To discuss the meaning of "small" in the context of inferring from small datasets. ii. To overview computational intelligence solutions for this problem. iii. To illustrate the introduced concepts with a real-life application.