Machine Learning Libraries and single algorithms - a starting point:
SHOGUN http://www.shogun-toolbox.org
OpenKernel.org http://www.openkernel.org
DOGMA (online alg: UFO) http://dogma.sourceforge.net/index.html
MKL-SMO, HKL http://www.di.ens.fr/~fbach/index.htm#software
SMO q-norm, GMKL http://research.microsoft.com/~manik/
SimpleMKL http://asi.insa-rouen.fr/enseignants/~arakotom/code/mklindex.html
Mixed-Norm http://www.cse.iitb.ac.in/saketh/research.html
DC-program http://www.cs.ucl.ac.uk/staff/A.Argyriou/code/dc/
LP-B, LP- http://www.vision.ee.ethz.ch/~pgehler/
MC-MKL http://http://www.fml.tuebingen.mpg.de/raetsch/
特别介绍一下ShoGun这个库有中文文档，并且是Google Summer of Code 2012的项目.
ICML 2011 Tutorial: Learning Kernels -Tutorial
