The free energy plays a fundamental role in theories of phase transformations and microstructure evolution. It encodes the thermodynamic coupling between different fields, such as mechanics and chemistry, within continuum descriptions of non-equilibrium materials phenomena. In mechano-chemically interacting materials systems, even consideration of only compositions, order parameters and strains results in a free energy description that occupies a high-dimensional space. Scale bridging between the electronic structure of a solid and continuum descriptions of its non-equilibrium behavior can be realized with integrable deep neural networks (IDNN) that are trained to free energy derivative data generated by first-principles statistical mechanics simulations and then analytically integrating to recover a free energy density function. Here we combine the IDNN with an active learning workflow to ensure well-distributed sampling of the free energy derivative data in high-dimensional input spaces, thereby enabling true scale bridging between first-principles statistical mechanics and continuum phase field models. As a prototypical material system we focus on Ni–Al. Cahn–Hilliard and Allen–Cahn phase field simulations using the resulting IDNN representation for the free energy density of Ni–Al demonstrate that the appropriate physics of the material have been learned. This work advances the treatment of scale bridging, starting with electronic structure calculations and proceeding through statistical mechanics to continuum physics. Its coupling of Cahn–Hilliard and Allen–Cahn phase field descriptions with nonlinear elasticity through the free energy density ensures a rigorous treatment of phase transformation phenomena.