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Researchers must often choose between Bayesian or neural network models of behavior, two paradigms with complementary strengths and weaknesses. An ideal paradigm would facilitate testing many kinds of representations and inductive biases; Bayesian models make this easy, while neural networks do not. Similarly, an ideal paradigm would avoid over-simplifications; neural networks make this easy, while Bayesian models do not. Here, we introduce Bayesian distillation with Behavioral Tuning (BBT) as an approach to getting the best of both traditions. BBT offers a simple recipe for model building: first, a neural network is trained to mimic a Bayesian model through synthetic data, and second, the network is fine-tuned on human behavior to capture additional structure and nuance. Across four case studies in human concept learning, we find that BBT outperforms traditional approaches at predicting human behavior while also revealing psychological insights, resulting in models that can both mimic Bayesian priors and capture heuristics and biases that violate simple modeling assumptions.