MLPACK is a C++ machine learning library with an emphasis on scalability, speed, and ease-of-use. Its aim is to make machine learning possible for novice users by means of a simple, consistent API, while simultaneously exploiting C++ language features to provide maximum performance and maximum flexibility for expert users. It contains algorithms such as k-means, Gaussian mixture models, hidden Markov models, density estimation trees, kernel PCA, locality-sensitive hashing, sparse coding, linear regression and least-angle regression.
