Superelastic shape memory alloys (SMAs) are two-phase polycrystal materials with hysteretic energy dissipation and deformation recovery capabilities. This feature opens numerous application possibilities, particularly using SMA wires in structural vibration control. However, vibrations, such as wind and earthquake induced, may occur in high rate regimes with alternating amplitudes. Experiments show that the thermodynamically coupled SMA behavior is highly sensitive to strain rate and amplitude. Accordingly, the prediction accuracy of the constitutive models depends notably on their thermodynamic parameters, such as latent heat, heat transfer coefficient and specific heat. The identification of these parameters requires extensive experiments. To circumvent this challenge, this study proposes for SMA wires a machine learning based parameter identification procedure using artificial neural networks (ANNs). In this approach, a recently improved uniaxial macroscopic constitutive SMA model is utilized as a forward physics based model to compute all possible responses in an expected parameter space. With the generated data, a multilayer ANN is trained as a data based inverse model. The Latin hypercube sampling and the backpropagation learning algorithms are applied. After training, the data based model is able to identify suitable thermodynamic parameters from SMA stress responses. With the identified parameters, the constitutive model replicates the strain rate and amplitude dependent SMA response effects. The experimental results are matched by the model with high accuracy.