BIDMach is a very fast machine learning library. Check the latest benchmarks
The github distribution contains source code only. You also need a jdk 8, an installation of NVIDIA CUDA 8.0 (if you want to use a GPU) and CUDNN 5 if you plan to use deep networks. For building you need maven 3.X.
After doing git clone, cd to the BIDMach directory, and build and install the jars with mvn install. You can then run bidmach with ./bidmach. More details on installing and running are available here.
The main project page is here.
Documentation is here in the wiki
New BIDMach has a discussion group on Google Groups.
BIDMach is a sister project of BIDMat, a matrix library, which is also on github
BIDData also has a project for deep reinforcement learning. BIDMach_RL contains state-of-the-art implementations of several reinforcement learning algorithms.