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* [Stan](http://mc-stan.org/) - A probabilistic programming language implementing full Bayesian statistical inference with Hamiltonian Monte Carlo sampling
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* [BanditLib](https://github.com/jkomiyama/banditlib) - A simple Multi-armed Bandit library.
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* [Timbl](http://ilk.uvt.nl/timbl/) - A software package/C++ library implementing several memory-based learning algorithms, among which IB1-IG, an implementation of k-nearest neighbor classification, and IGTree, a decision-tree approximation of IB1-IG. Commonly used for NLP.
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* [Disrtibuted Machine learning Tool Kit (DMTK)](http://www.dmtk.io/) - A distributed machine learning (parameter server) framework, which allows training models on multiple machines. Current tools bundled with it include: LightLDA and Distributed (Multisense) Word Embedding.
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<a name="cpp-nlp" />
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#### Natural Language Processing
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