GPUMLib - a C++ library with NN, SVM and matrix factorizationGTSVM - A GPU-Tailored Approach for Training Kernelized SVMs
cuSVM - A CUDA Implementation of Support Vector Classification and Regression in C/Matlab
GPUSVM - another CUDA SVM package
GPU-LIBSVM - GPU-accelerated LIBSVM for Matlab
Notably missing were any open source tree ensemble packages, but recently one appeared: CudaTree. See Training Random Forests in Python using the GPU.