Diogo Souza gives us an introduction to using Accord.NET in F#:
F# is a scripting as well as a REPL language. REPL comes from Read-Eval-Print Loop, which means that the language processes single steps one at a time like reading the user inputs (usually expressions), evaluating their values and, in the end, returning the result to the same user. All that happens in a loop until the loop ends. Visual Studio provides a great F# Interactive view that runs the scripts in REPL mode and shows the results. Take the following Hello World example:
This code just creates a single variable (let keyword) and assigns a string value to it. When you run this code (select all the code text and press Alt + Enter), you’ll see the following result in the F# Interactive window (Figure 5):
You can also use C# with Accord.NET, but there’s a strong bias toward F# among people in the .NET space who work with ML, for the same reason that there’s a bias toward Scala over Java for Spark developers: the functional programming paradigm works extremely well with mathematical concepts. Also, in addition to Accord.NET, you might also want to check out Math.NET. My experience has been that this package tends to be a bit faster than Accord.