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Shear properties of mantle minerals are vital for interpreting seismic shear wave speeds and therefore inferring the composition and dynamics of a planetary interior. Shear wave speed and elastic tensor components, from which the shear modulus can be computed, are usually measured in the laboratory mimicking the Earth's (or a planet's) internal pressure and temperature conditions. A functional form that relates the shear modulus to pressure (and temperature) is fitted to the measurements and used to interpolate within and extrapolate beyond the range covered by the data. Assuming a functional form provides prior information, and the constraints on the predicted shear modulus and its uncertainties might depend largely on the assumed prior rather than the data. In the present study, we propose a data-driven approach in which we train a neural network to learn the relationship between the pressure, temperature and shear modulus from the experimental data without prescribing a functional form a priori. We present an application to MgO, but the same approach works for any other mineral if there are sufficient data to train a neural network. At low pressures, the shear modulus of MgO is well-constrained by the data. However, our results show that different experimental results are inconsistent even at room temperature, seen as multiple peaks and diverging trends in probability density functions predicted by the network. Furthermore, although an explicit finite-strain equation mostly agrees with the likelihood predicted by the neural network, there are regions where it diverges from the range given by the networks. In those regions, it is the …