The free energy plays a fundamental role in descriptions of many systems in continuum physics. Notably, in multiphysics applications, it encodes thermodynamic coupling between different fields. It thereby gives rise to driving forces on the dynamics of interaction between the constituent phenomena. In mechano-chemically interacting materials systems, even consideration of only compositions, order parameters and strains can render the free energy to be reasonably high-dimensional. In proposing the free energy as a paradigm for scale bridging, we have previously exploited neural networks for their representation of such high-dimensional functions. Specifically, we have developed an integrable deep neural network (IDNN) that can be trained to free energy derivative data obtained from atomic scale models and statistical mechanics, then analytically integrated to recover a free energy density function. The motivation comes from the statistical mechanics formalism, in which certain free energy derivatives are accessible for control of the system, rather than the free energy itself. Our current work combines the IDNN with an active learning workflow to improve sampling of the free energy derivative data in a high-dimensional input space. Treated as input-output maps, machine learning accommodates role reversals between independent and dependent quantities as the mathematical descriptions change with scale bridging. As a prototypical system we focus on Ni-Al. 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. To the best of our knowledge, this represents the most complete treatment of scale bridging, using the free energy for a practical materials system, that starts with electronic structure calculations and proceeds through statistical mechanics to continuum physics.