It came into existence circa 1903. Details from The Strand Magazine
Philadelphia can boast of a phonograph school for parrots. It is said to be the only institution of its kind in the world. Here parrots are taught to speak by means of the phonograph, and during the brief time that the school has been in existence over one hundred birds have been taught to pronounce all kinds of sentences and phrases for the edification of themselves and the amusement of their owners.
This is the twentieth-century method of teaching a parrot. Hitherto he has been taught by tutors, generally women, and, if the truth must be told, he has not been altogether a satisfactory or exemplary pupil. First of all his teacher has to repeat the phrase or sentence over and over again, hundreds and thousands of times, before "Pretty Polly" is able to pronounce it. This in itself is a tiresome procedure, but it is rendered more fatiguing on account of the fact that the speaker must be hidden from the parrot. She has, therefore, to crouch behind a screen or to cover the cage of the bird with a large hood. The former is regarded as the best method, as no self-respecting parrot likes to be left alone in the dark, but to hide oneself secretly behind a screen and then repeat the words, "Pretty Polly," "Pretty Polly," a thousand times is surely not an enviable task.
By the new mode of teaching, however, no personal inconvenience of this nature is felt, for all the tutor has to do is to obtain a phonograph, secure a few records suitable for birds, and set the phonograph going in the parrot's ear. The bird, too, learns more quickly by this method than in the old way...
The fee for a full term of six months is eight pounds. Parrots are often sent, however, for a briefer period, when the rate charge is ten shillings per week, including, of course, board and lodging. Sometimes, when a pupil has to be taught unusual phrases—French or German sentences, for instance—the tuition rate is a little higher.