Shogun
The Shogun Machine Learning Toolbox is devoted to making machine learning tools available for free, to everyone. It provides efficient implementation of all standard ML algorithms.
Julia
Julia is a fast and user-friendly programming language for high-performance scientific computing.
PyMC
PyMC3 is a Python-based statistical modeling tool for Bayesian statistical modeling and Probabilistic Machine Learning which focuses on advanced Markov chain Monte Carlo and variational fitting algorithms.
Stan
Stan is a platform for Bayesian modeling, inference, and visualization on the frontiers of applied statistics.