mlpack
mlpack: a scalable C++ machine learning library
...Written in C++ and built on the Armadillo linear algebra library, the ensmallen numerical optimization library, and parts of Boost. Aims to provide fast, extensible implementations of cutting-edge machine learning algorithms. mlpack uses CMake as a build system and allows several flexible build configuration options. You can consult any of the CMake tutorials for further documentation, but this tutorial should be enough to get mlpack built and installed.