The SHOGUN machine learning toolbox's focus is on large scale kernel methods and especially on Support Vector Machines (SVM). It comes with a generic interface for SVMs, features several SVM and kernel implementations, includes LinAdd optimizations and also Multiple Kernel Learning algorithms. SHOGUN also implements a number of linear methods. It allows the input feature-objects to be dense, sparse or strings and of type int/short/double/char. It provides efficient implementations several kernels but also linear methods, hidden markov models etc. and interfaces to matlab,octave,python,R and has a cmdline interface and allows C++ extensions via a library.