Shark: Machine Learning Library
From the website:
SHARK is a modular C++ library for the design and optimization of adaptive systems. It provides methods for linear and nonlinear optimization, in particular evolutionary and gradient-based algorithms, kernel-based learning algorithms and neural networks, and various other machine learning techniques.
SHARK serves as a toolbox to support real world applications as well as research in different domains of computational intelligence and machine learning. The sources are compatible with the following platforms: Linux, Windows, Solaris and MacOS X.