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MyMediaLite is a lightweight, multi-purpose library of recommender system algorithms. It addresses the two most common scenarios in collaborative filtering: rating prediction (e.g. on a scale of 1 to 5 stars), and item prediction from implicit feedback (e.g. from clicks or purchase actions). It contains dozens of recommender engines, including state-of-the-art matrix factorization methods. It also supports real-time updates to the recommender engines, storing engines to disk and reloading them again, and several evaluation measures to compare the accuracy of different recommender system methods. Two command-line programs that offer most of the functionality contained in the library are included.