digitDatasetPath = fullfile(matlabroot,'toolbox','nnet','nndemos','nndatasets','DigitDataset');
imds = imageDatastore(digitDatasetPath, 'IncludeSubfolders',true,'LabelSource','foldernames');
numTrainFiles = 750;
[imdsTrain,imdsValidation] = splitEachLabel(imds,numTrainFiles,'randomize');
inputSize = [28 28 1];
numClasses = 10;
layers = [
    imageInputLayer(inputSize)
    convolution2dLayer(5,20)
    batchNormalizationLayer
    reluLayer
    fullyConnectedLayer(numClasses)
    softmaxLayer
    classificationLayer];
options = trainingOptions('sgdm', ...
    'MaxEpochs',4, ...
    'ValidationData',imdsValidation, ...
    'ValidationFrequency',30, ...
    'Verbose',false, ...
    'Plots','training-progress');
net = trainNetwork(imdsTrain,layers,options);
I was able to view the training progress

Please crosscheck the spellings of Name Value pairs in trainingOptions



