Dlib C++ Library
- A fast matrix object implemented using the expression templates technique and capable of using BLAS and LAPACK libraries when available.
- Numerous linear algebra and mathematical operations are defined for the matrix object such as the singular value decomposition, transpose, trig functions, etc.
- General purpose unconstrained non-linear optimization algorithms using the conjugate gradient, BFGS, and L-BFGS techniques
- Levenberg-Marquardt for solving non-linear least squares problems
- Box-constrained derivative-free optimization via the BOBYQA algorithm
- An implementation of the Optimized Cutting Plane Algorithm
- Several quadratic program solvers
- A big integer object
- A random number object
Machine Learning Algorithms
- Conventional SMO based Support Vector Machines for classification and regression
- Reduced-rank methods for large-scale classification and regression
- Relevance vector machines for classification and regression
- General purpose multiclass classification tools
- A Multiclass SVM
- A tool for solving the optimization problem associated with structural support vector machines.
- An online kernel RLS regression algorithm
- An online SVM classification algorithm
- An online kernelized centroid estimator/novelty detectorand offline support vector
A kernelized k-means clustering algorithm Radial Basis Function Networks Multi layer perceptrons Bayesian Network Inference Algorithms
- join tree algorithm for exact inference
- gibbs sampler markov chain monte carlo algorithm
That’s a lot of stuff packed in there ;-)