WEKA
Weka is a collection of machine learning algorithms for data mining tasks; with its own GUI.
(The application is named after a flightless bird of New Zealand that is very inquisitive.)
The algorithms can either be applied directly to a dataset or called from your own Java code. Weka contains tools for data pre-processing, classification, regression, clustering, association rules, and visualization. It is also well-suited for developing new machine learning schemes.