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PyBrain is a modular Machine Learning Library for Python. It's goal is to offer flexible, easy-to-use yet still powerful algorithms for Machine Learning Tasks and a variety of predefined environments to test and compare your algorithms. PyBrain is short for Python-Based Reinforcement ... [More]
Nelder-Mead is an algorithm that I have used on many occasions over the years. It is a good general purpose gradient descent algorithm for optimizing non-linear multivariate equations, and does not require differentiability. I couldn't find a free C# implementation, so I wrote one.