The identification of constitutive neural network models from heterogeneous full-field deformation data provides a robust alternative to traditional calibration methods based on homogeneous stress-strain experiments, particularly given the high dimensionality of trainable parameters. Existing approaches must balance generality, robustness, and computational efficiency: Conventional finite element model updating is broadly applicable but computationally demanding; weak-form methods offer efficiency but are sensitive to noise and data scarcity; neural operator models are highly expressive but require extensive training datasets. This work presents FE-MAD (Finite Element-Based Material learning via Automatic Differentiation), an end-to-end differentiable framework that integrates a constitutive neural network model within a JAX-FEM nonlinear solver and identifies its parameters through gradient-based minimization of a measurement-mismatch loss. Newton tangent stiffness and loss gradients are computed automatically using forward- and reverse-mode automatic differentiation throughout the entire pipeline, thereby removing the need for analytic adjoints or offline surrogate models. FE-MAD is demonstrated for two architectures: a grey-box Constitutive Artificial Neural Network (CANN), a polyconvex, fully connected model with high flexibility, and a white-box CANN, an expert-system network with phenomenologically interpretable strain-energy terms. Focusing on incompressible isotropic hyperelasticity, FE-MAD is evaluated on three open experimental datasets: (1) full digital image correlation (DIC) of a perforated tensile specimen, (2) a reduced-data scenario with a one-dimensional stretch profile and global force-displacement curve, and (3) a heterogeneous matrix-inclusion system in which both phases constitutive laws are identified and generalized to twenty-two previously unseen samples.