Training neural networks (NNs) is a complex task of great importance in the supervised learning area. However, performance of the NNs is mostly dependent on the success of training process, and therefore the training algorithm. This paper addresses the application of harmony search algorithms for the supervised training of feed-forward (FF) type NNs, which are frequently used for classification problems. In this paper, five different variants of harmony search algorithm are studied by giving special attention to Self-adaptive Global Best Harmony Search (SGHS) algorithm. A structure suitable to data representation of NNs is adapted to SGHS algorithm. The technique is empirically tested and verified by training NNs on six benchmark classification problems and a real-world problem. Among these benchmark problems two of them have binary classes and remaining four are n-ary classification problems. Real-world problem is related to the classification of most frequently encountered quality defect in a major textile company in Turkey. Overall training time, sum of squared errors, training and testing accuracies of SGHS algorithm, is compared with the other harmony search algorithms and the most widely used standard back-propagation (BP) algorithm. The experiments presented that the SGHS algorithm lends itself very well to the training of NNs and also highly competitive with the compared methods in terms of classification accuracy. (C) 2011 Elsevier Ltd. All rights reserved.