Re: [scikit-learn] Random forest fitting very well

It is probably a good idea to start by separating off part of your training data into a held-out development set that is not used for training, which you can use to create learning curves and estimate probable performance on unseen data. I really recommend Andrew Ng's machine learning course materi

Re: [scikit-learn] Artificial neural network not learning lower values of the training sample

Experienced machine learning people usually start by trying to exactly replicate what the paper did, using exactly the same data, and exactly the same methods, and if possible, even exactly the same software. It is very comforting if you can do this, because you can then go ahead and make changes,