Installation of oracle java jdk 8 comes with jfxrt.jar, so no issue.
As oracle installation required sign up and login, some might opt for option openjdk 8 , which missing of jfxrt.jar.
Hence missing in SwingFXUtils dependency in running MnistClassifier.java
Environment : Windows

How to reproduce:
- Download openjdk 8
- Run TrainingLabs and you should see the error happened as in the screenshot
Solution:
Use openjfx (Find the workaround, update the repo and readme)
https://gluonhq.com/products/javafx/
Tutorial to refer: https://developer.tizen.org/development/articles/openjdk-and-openjfx-installation-guide