While on leave I’ve been tinkering again on one of my pet projects:

Project Link: au.id.cxd.math

Aside from adding functionality for model assessment, there’s also a simple implementation of a basic neural network for regression and classification along with some notes on the background and comparisons against several methods.

The implementation is documented here: Notes on Neural Network Modelling.

The library is in scala. The focus of the project is not neural networks explicitly, but on the implementation of a variety of statistical and numerical methods for modelling, prediction and analysis along with capturing notes on each of the methods with examples.