HLearn
HLearn is a high performance machine learning library written in Haskell. For example, it currently has the fastest nearest neighbor implementation for arbitrary metric spaces (see this blog post).
HLearn is also a research project. The research goal is to discover the "best possible" interface for machine learning. This involves two competing demands: The library should be as fast as lowlevel libraries written in C/C++/Fortran/Assembly; but it should be as flexible as libraries written in high level languages like Python/R/Matlab. Julia is making amazing progress in this direction, but HLearn is more ambitious. In particular, HLearn's goal is to be faster than the low level languages and more flexible than the high level languages.
To achieve this goal, HLearn uses a very different interface than standard learning libraries. The H in HLearn stands for three separate concepts that are fundamental to HLearn's design:
 The H stands for Haskell. Machine learning is about estimating functions from data, so it makes sense that a functional programming language would be well suited for machine learning. But Functional programming languages are not widely used in machine learning because they traditionally lack strong support for the fast numerical computations required for learning algorithms. HLearn uses the SubHask library to get this fast numeric support in Haskell. The two libraries are being developed in tandem with each other.

The H stands for Homomorphisms. Homomorphisms are a fundamental concept in abstract algebra, and HLearn exploits the algebraic structures inherrent in learning systems. The following table gives a brief overview of what these structures give us:
Structure What we get Monoid parallel batch training Monoid online training Monoid fast crossvalidation Abelian group "untraining" of data points Abelian group more fast crossvalidation RModule weighted data points Vector space fractionally weighted data points Functor fast simple preprocessing of data Monad fast complex preprocessing of data 
The H stands for the History monad. One of the most difficult tasks of developing a new learning algorithm is debugging the optimization procedure. There has previously been essentially no work on making this debugging process easier, and the
History
monad tries to solve this problem. It lets you thread debugging information throughout the optimization code without modifying the original code. Furthermore, there is no runtime overhead associated with this technique.
The downside of HLearn's ambition is that it currently does not implement many of the popular machine learning techniques.
More Documentation
Due to the rapid pace of development, HLearn's documentation is sparse. That said, the examples folder is a good place to start. The haddock documentation embedded within the code is decent; but unfortunately, hackage is unable to compile the haddocks because it uses an older version of GHC.
HLearn has several academic papers:
 ICML15  Faster Cover Trees
 ICML13  Algebraic Classifiers: a generic approach to fast crossvalidation, online training, and parallel training
 TFP13  HLearn: A Machine Learning Library for Haskell
There are also a number of blog posts on my personal website. Unfortunately, they are mostly out of date with the latest version of HLearn. They might help you understand some of the main concepts in HLearn, but the code they use won't work at all.
 The categorical distribution's monoid/group/module Structure
 The categorical distribution's functor/monad structure
 Markov Networks, monoids, and futurama
 Solving NPcomplete problems with HLearn, and how to write your own HomTrainer instances
 Nuclear weapon statistics using monoids, groups, and modules
 Gaussian distributions form a monoid
 HLearn crossvalidates >400x faster than Weka
 HLearn's code is shorter and clearer than Weka's
Contributing
I'd love to have you contribute, and I'd be happy to help you get started! Just create an issue to let me know you're interested and we can work something out.