- TMVA (Toolkit for Multivariate Analysis): Widely used in physics, esp. particle physics. Has every classifier you can think of and the kitchen sink, neural nets, BDTs, support vector machines, fisher discriminants, etc.. You can use it for parameter estimation, classification, discrimination and other use cases. Is closely integrated with the ROOT framework, which has a few quirks and gives it a bit of a learning curve, but once you get into it it's very easy to make a multivariate analysis. Also has bindings for Python. - http://tmva.sourceforge.net/
- NeuroBayes: Heard some good things about it, but havent tested it. Used in finance and particle physics. Commercial, but they have special licenses for research. I heard integration with TMVA is planned. - http://neurobayes.phi-t.de/index.php/public-information
- TMVA (Toolkit for Multivariate Analysis): Widely used in physics, esp. particle physics. Has every classifier you can think of and the kitchen sink, neural nets, BDTs, support vector machines, fisher discriminants, etc.. You can use it for parameter estimation, classification, discrimination and other use cases. Is closely integrated with the ROOT framework, which has a few quirks and gives it a bit of a learning curve, but once you get into it it's very easy to make a multivariate analysis. Also has bindings for Python. - http://tmva.sourceforge.net/
- NeuroBayes: Heard some good things about it, but havent tested it. Used in finance and particle physics. Commercial, but they have special licenses for research. I heard integration with TMVA is planned. - http://neurobayes.phi-t.de/index.php/public-information