The Delay vector variance (DVV) method uses predictability of the signal in phase space to characterize the time series. Using the surrogate data methodology, so called DVV plots and DVV scatter [...]

A MATLAB spectral clustering package to deal with large data sets. Our tool can handle large data sets (200,000 RCV1 data) on a 4GB memory general machine. Spectral clustering algorithm has been [...]

This is an implementation of variational Dirichlet process Gaussian mixtures. Thus, this works like the k-means, but it searched for the number of clusters as well. Couple algorithms are [...]

dysii is a C++ library for parallel filtering and machine learning within dynamic systems. It provides methods such as the Kalman, unscented Kalman, and particle filters and smoothers, as well as [...]

BSVM solves support vector machines (SVM) for the solution of large classification and regression problems. It includes three methods

Code for automatically selecting the kernel parameters of an SVM. It is based on a gradient descent minimization of either the radius/margin bound, the leave-one-out error, a validation error or the [...]

PLearn is a large C++ machine-learning library with a set of Python tools and Python bindings. It is mostly a research platform for developing novel algorithms, and is being used extensively at [...]

Very simple code for training SVMs in the primal. Works particularly well on sparse linear problems. In the non-linear case the entire kernel matrix needs to be computed, so for large problems it is [...]

LIBSVM is an integrated software for support vector classification, (C-SVC, nu-SVC ), regression (epsilon-SVR, nu-SVR) and distribution estimation (one-class SVM). It supports multi-class [...]

Torch is a statistical machine learning library written in C++ at IDIAP,