This is a list of Packages available for GNU Octave.
The official community packages: http://octave.sourceforge.net/
You may also take a look at the Wiki page for each package: http://wiki.octave.org/Category:Octave-Forge
Feel free to add unlisted packages.
Libraries for support vector machine / machine learning classification, regression, and distribution estimation problems. C++, with an interface to Octave.
The Large Time-Frequency Analysis Toolbox®. Please note, this package is available on Octave Forge too, but it has its own website.
A Symbolic Package for Octave using SymPy.
The Shogun Machine Learning Toolbox®
The VLFeat open source library implements popular computer vision algorithms including HOG, SIFT, MSER, k-means, hierarchical k-means, agglomerative information bottleneck, SLIC superpixels, and quick shift.