I'd say we're lacking in the optimization and classification department. While there are libraries for this, they are mostly bindings to C libraries which makes it more difficult to get information out of the algorithm. We have implemented BFGS and Nelder-mead here: https://github.com/glutamate/probably-baysig/tree/master/src/Math/Probably but that isn't officially open sourced (and lacking L-BFGS).