SHOGUN

SHOGUN is an open-source machine learning toolbox focused on large-scale kernel methods, particularly support vector machines (SVMs), but also featuring a wide variety of algorithms such as kernel perceptrons, LDA, HMMs, and advanced kernel combination techniques. Aimed at researchers, data scientists, and engineers, the toolbox is implemented in C++ and provides interfaces for Python, R, Octave, Matlab, and other languages. It supports dense, sparse, and string data, as well as numerous pre-processing and customization options for advanced learning scenarios.