It's easier to achieve a high level of performance in raw, idiomatic Java than in Clojure. Eg, it's really important to be able to mutate arrays directly and use primitives with no boxing. You can do that kind of thing in Clojure, but it just ends up looking like Java with parens instead of squirrely brackets and more explicit casting.

The proper use for Clojure is to express higher-order application logic more concisely, not to implement high performance math algos.

Mahout and especially Weka are popular in the field, both written in java.

I agree with fiatmoney, and would also like to add that if you implement it in simple Java w/few dependencies, it makes it easier to use the library in many contexts. e.g. other JVM languages.