The algorithms in the java libraries (weka et al) are horrendous. If you look you'll just get more confused, especially at the lack of tests. R-project isn't mu

The algorithms in the java libraries (weka et al) are horrendous. If you look you'll just get more confused, especially at the lack of tests. R-project isn't much better. I'd recommend writing your own. You won't really understand this stuff until you can. Spend some time honing an algorithm and ruthlessly simplifying it until you inherently get it, and could write it in your sleep. Then write it again. Most algorithms can be distilled down to very small snippets of code if you really care.