Adding the 'the' article for proper noun and abbreviation?

As a part-time English tutorial teacher who isn't specialized in language, I would like to ask about article usage for proper nouns and abbreviations.

Do you add 'the' for the following sentences?

"I have just returned from _____ Massachusetts Institute of Technology."
"I have just returned from _____ Hong Kong."
"I have just returned from _____ MIT."
"I have just returned from _____ HK."

The reason of asking this question is because from where I live (Hong Kong), we have a public transportation named MTR (Mass Transit Railway), which we always seem to add 'the' before 'MTR'. (Example text: https://en.wikipedia.org/wiki/MTR)


'The MTR' also appears in one of my students' text book. ("I go to school by the MTR.")

I am a bit confused by the article usage before abbreviation. My guess is:

'The' for organizations/companies;

No 'The' for location and individual's name;

But I still do not know if 'the' is needed for algorithms. For instance I am writing an academic paper about Neural Network. Should I put 'the' in front of NN?
(ie: The prediction is then carried out by ______ NN.)

I would like to hear your thoughts about article usage for abbreviations. Thanks in advance!!!
(Also I may have made some mess in the question, apologies to you who read this but passed by before.)

Update:

My confusion continues as I read more stuff:

Organization and Companies: (full name)

"Dragonair became a wholly owned subsidiary of Cathay Pacific after completion..."

https://en.wikipedia.org/wiki/Cathay_Dragon

Meanwhile: "A charter for the incorporation of the Massachusetts Institute of Technology..."

https://en.wikipedia.org/wiki/Massachusetts_Institute_of_Technology

But there is some new understanding that I would like to share:

When a proper noun/abbreviation is used to describe an object, the article usage will follow the object unless it's a location.

E.g.: an HMO facil­ity, a SWAT team

http://editingandwritingservices.com/using-articles-with-abbreviations/

Exception on location: "It started operations in July 1985 with a Boeing 737-200 service from Kai Tak International Airport..."

https://en.wikipedia.org/wiki/Cathay_Dragon

I will keep on updating when more questions pop up in my head. Great thanks!

Update 2: I have marked this as duplicate with this link.