UPDATE a fork of this gist has been used as a starting point for a community-maintained "awesome" list: machine-learning-with-ruby Please look here for the most up-to-date info!
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liblinear-ruby: Ruby interface to LIBLINEAR using SWIG 
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classifier-reborn: Bayesian and LSI classification 
 dependencies: GSL
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categorize: Categorize is a text categorization library written in Ruby. It prioritizes performance over accuracy and is built to run online in dynamic web services 
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decisiontree: ID3-based implementation of the ML Decision Tree algorithm 
 dependencies: Graphviz
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similarity: Calculate similarity between documents using TF-IDF weights 
 dependencies: GSL
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rb-libsvm: Ruby language bindings for LIBSVM 
 dependencies: None (LIBSVM is bundled with the project)
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ruby-fann: Ruby library for interfacing with FANN (Fast Artificial Neural Network) 
 dependencies: None (FANN is bundled with the project)
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tlearn-rb: Recurrent Neural Network library for Ruby 
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kmeans-clusterer: k-means clustering in Ruby 
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k_means: Attempting to build a fast, memory efficient K-Means program 
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knn: Simple K Nearest Neighbour Algorithm 
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distance_measures: A bunch of distance measures that extend Array 
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fast-stemmer: Fast Porter stemmer based on a C version of the algorithm 
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statsample: A suite for basic and advanced statistics on Ruby 
 dependencies: GSL
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statistics2: Provides normal, Chi-square, t- and F- probability distributions for Ruby 
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ruby-graphviz 
 dependencies: Graphviz
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gnuplot 
 dependencies: Gnuplot
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rb-gsl: Ruby interface to the GNU Scientific Library 
 dependencies: GSL
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ruby-opencv: OpenCV wrapper for Ruby 
 dependencies: OpenCV
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ai4r: Artificial Intelligence for Ruby - A Ruby playground for AI researchers 
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algorithms: Ruby algorithms and data structures. C extensions 
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phashion: Ruby wrapper around pHash, the perceptual hash library for detecting duplicate multimedia files 
 dependencies: ImageMagick, libjpeg
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narray: Ruby/NArray : N-dimensional Numerical Array for Ruby 
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kdtree a blazingly fast, native, 2d kdtree 
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rinruby: integrates the R interpreter in Ruby, making R's statistical routines and graphics available within Ruby 
 dependencies: R
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octave-ruby A Ruby interface to the Octave interpreted language 
 dependencies: Octave
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flann: Fast Library for Approximate Nearest Neighbors dependencies: flann 
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NMatrix: Dense and sparse linear algebra library for Ruby via SciRuby 
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Cerebrum: Artificial Neural Networks in Ruby 
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PCA: Principal component analysis (PCA) in Ruby 
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neural-net-ruby: A neural network, written in Ruby 
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GSL (GNU Scientific Library) 
 brew install gsl
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OpenCV 
 brew tap homebrew/science && brew install opencv
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Graphviz 
 brew install graphviz
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Gnuplot 
 brew install gnuplot --with-x11
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ImageMagick && libjpeg 
 brew install imagemagick && brew install libjpeg
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R 
 brew tap homebrew/science && brew install r
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Octave 
 brew tap homebrew/science && brew install octave --without-docs
You might like my presentation from MountainWest RubyConf on this topic: https://www.youtube.com/watch?v=crziu7dk6Vw
Slides are here: https://speakerdeck.com/stympy/machine-learning-techniques