This repository contains a collection of machine learning algorithms implemented in C++. As of now, the following algorithms are available:

• k-nearest neighbors;
• principal component analysis;
• linear discriminant analysis;
• multi-layer perceptron;
• naïve Bayes classifier;
• k-means;
• least-squares.

There is also an implementation of a grid world, which can be solved by the following reinforcement learning algorithms:

• policy iteration;
• value iteration;
• Monte Carlo Estimating Starts (ES);
• Sarsa;
• Q-learning.