Galaxy rotation curve (RC) fitting is an important technique which allows the placement of constraints on different kinds of dark matter (DM) halo models. In the case of non-phenomenological DM profiles with no analytic expressions, the art of finding RC best-fits including the full baryonic + DM free parameters can be difficult and time-consuming. In the present work, we use a gradient descent method used in the backpropagation process of training a neural network, to fit the so-called Grand Rotation Curve of the Milky Way (MW) ranging from ∼1 pc all the way to ∼10⁵ pc. We model the mass distribution of our Galaxy including a bulge (inner + main), a disk, and a fermionic dark matter (DM) halo known as the Ruffini-Argüelles-Rueda (RAR) model. This is a semi-analytical model built from first-principle physics such as (quantum) statistical mechanics and thermodynamics, whose more general density profile has a dense core–diluted halo morphology with no analytic expression. As shown recently and further verified here, the dark and compact fermion-core can work as an alternative to the central black hole in SgrA* when including data at milliparsec scales from the S-cluster stars. Thus, we show the ability of this state-of-the-art machine learning tool in providing the best-fit parameters to the overall MW RC in the 10⁻² –10⁵ pc range, in a few hours of CPU time.