Netlab neural network software (by I.T. Nabney, written in MATLAB)
Library for Support Vector Machines (LIBSVM) (by C.-C. Chang and C.-J. Lin)
Gaussian Processes for Machine Learning (GPML) (by C.E. Rasmussen and C.K.I. Williams, written in MATLAB)
Nonlinear principal component analysis and nonlinear canonical correlation
analysis (by W.W. Hsieh, written in MATLAB)