The Splunk Machine Learning Toolkit (MLT) can be obtained from Splunkbase, provided you have an appropriate user ID and account.
Splunkbase is a community hosted by Splunk where users can go to find apps and add-ons for Splunk. These can improve the functionality and usefulness of Splunk, as well as provide a quick and easy interface for specific use cases and/or vendor products.
As of this writing, you can download the latest Machine Learning Toolkit app from https://splunkbase.splunk.com/app/2890/. This is the Splunkbase page from where you can download the MLT app:
This Splunkbase online page offers a fine introductory video.