Monkey's Audio (APE) is a free lossless audio compression format and is one of the best in terms of compression and is used a lot on Windows (it is possible to run it on Linux, but it is not as popular), its (decompression) speed is relatively slow though.
Monkey's Audio uses a combination of traditional lossless compression tactics (linear prediction and channel coupling) and a simple Neural network. To store the output values of its prediction step it uses Range coding, but modified to work well with more or less continuous values.
Monkey's Audio's main competitor is FLAC, which has more features than Monkey's Audio (like support for streaming) and some hardware support but compresses considerably worse.
Monkey's Audio is released under a "custom" license that allows you to do pretty much anything with the source code, as long as you ask the author's permission.
- Monkeys' Audio (Windows)