Rumale is a machine learning library in Ruby. Rumale provides machine learning algorithms with interfaces similar to Scikit-Learn in Python. Rumale supports Support Vector Machine, Logistic Regression, Ridge, Lasso, Multi-layer Perceptron, Naive Bayes, Decision Tree, Gradient Tree Boosting, Random Forest, K-Means, Gaussian Mixture Model, DBSCAN, Spectral Clustering, Mutidimensional Scaling, t-SNE, Fisher Discriminant Analysis, Neighbourhood Component Analysis, Principal Component Analysis, Non-negative Matrix Factorization, and many other algorithms.

Rumale::ModelSelection provides model validation techniques, such as k-fold cross-validation, time series cross-validation, and grid search, with Rumale interface.