Torch 3
Torch is a machine learning library written in simple C++. It features:

• A lot of things in gradient machines, that is, machines which could be learned with a gradient descent. This includes multi-layered perceptrons, radial basis functions, mixtures of experts, convolutional networks and even time-delay neural networks. In fact a lot of "modules" are available that you can plug as you want to get what you need.
• Support vector machines, in classification and regression. As fast as the old stand-alone program SVMTorch II, but with the powerful environment of the library.
• Ensemble models such as bagging or adaboost.
• Non-parametric models such as K-nearest-neighbors, Parzen regression and Parzen density estimator.
• Distributions stuff, like Kmeans, Gaussian mixture models, hidden Markov models, input-output hidden Markov models, and Bayes classifier.
• Speech recognition tools (Embedded training and large vocabulary decoding).

Local downloads:
Documentation
Torch for Unix/Linux
Torch for Windows