Machine learning toolkit for Excel
As far as I know, currently there are not that many projects and products that allow you to perform serious machine learning (ML) work from within Excel. 

However, the situation seems to be changing rapidly due to active Microsoft's efforts in popularizing its ML cloud platform Azure ML (along with ML Studio). The recent acquisition of R-focused company Revolution Analytics by Microsoft (which appears to me as more of acqui-hiring to a large extent) is an example of the company's aggressive data science market strategy.

In regard to ML toolkits for Excel, as a confirmation that we should expect most Excel-enabled ML projects and products to be Azure ML-focused, consider the following two projects (the latter is an open source):


Excel DataScope (Microsoft Research): https://www.microsoft.com/en-us/research/video/excel-datascope-overview/
Azure ML Excel Add-In (seems to be Microsoft sponsored): https://azuremlexcel.codeplex.com