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The present thesis aims at the extensive presentation, analysis and implementation of some of the mostly used machine learning algorithms through the presentation of the mlpack, an open source library. Initially, there is a bibliographic approach to the field of machine learning, with reference to all its discrete categories. We then refer to the library with a brief description of the algorithms it implements. Finally, we run examples of some of the algorithms either from the executables provided by the library or using the C ++ library's API