Machine Learning (ML) algorithms, especially deep neural networks (DNN), have proven themselves to be extremely useful tools for data analysis, and are increasingly being deployed in systems operating on sensitive data, such as recommendation systems, banking fraud detection, and healthcare systems. This underscores the need for privacy-preserving ML (PPML) systems, and has inspired a line of research into how such systems can be constructed efficiently. We contribute to this line of research by proposing a framework that allows efficient and secure evaluation of full-fledged state-of-the-art ML algorithms via secure multiparty computation (MPC). This is in contrast to most prior works on PPML, which require advanced ML algorithms to be substituted with approximated variants that are "MPC-friendly", before MPC techniques are applied to obtain a PPML algorithm. A drawback of the latter approach is that it requires careful finetuning of the combined ML and MPC algorithms, and might lead to less efficient algorithms or inferior quality ML (such as lower prediction accuracy). This is an issue for secure training of DNNs in particular, as this involves several arithmetic algorithms that are thought to be "MPC-unfriendly", namely, integer division, exponentiation, inversion, and square root extraction.In this work, we propose secure and efficient protocols for the above seemingly MPC-unfriendly computations (but which are essential to DNN). Our protocols are three-party protocols in the honest-majority setting, and we propose both passively secure and actively secure with abort variants. A notable feature of our protocols is that they simultaneously provide high accuracy and efficiency. This framework enables us to efficiently and securely compute modern ML algorithms such as Adam (Adaptive moment estimation) and the softmax function "as is", without resorting to approximations. As a result, we obtain secure DNN training that outperforms state-of-the-art three-party systems; our full training is up to 6.7 times faster than just the online phase of the recently proposed FALCON (Wagh et al. at PETS'21) on the standard benchmark network for secure training of DNNs. To further demonstrate the scalability of our protocols, we perform measurements on real-world DNNs, AlexNet and VGG16, which are complex networks containing millions of parameters. The performance of our framework for these networks is up to a factor of about 12 ∼ 14 faster for AlexNet and 46 ∼ 48 faster for VGG16 to achieve an accuracy of 70% and 75%, respectively, when compared to FALCON.