mlpack: a scalable C++ machine learning library

"mlpack is an intuitive, fast, scalable C++ machine learning library, meant to be
a machine learning analog to LAPACK. It aims to implement a wide array of
machine learning methods and function as a "swiss army knife" for machine
learning researchers.

The mlpack website can be found at http://mlpack.org and contains numerous
tutorials and extensive documentation.  This README serves as a guide for what
mlpack is, how to install it, how to run it, and where to find more
documentation.  The website should be consulted for further information..."

https://github.com/rcurtin/mlpack