Here is a list of F# related resources for open source .NET machine learning.
http://fsharp.org/machine-learning/
Frameworks available on NuGet: (The content below was taken directly from the above referenced URL for persistence purposes.)
Accord.MachineLearning - Contains Support Vector Machines, Decision Trees, Naive Bayesian models, K-means, Gaussian Mixture models and general algorithms such as Ransac, Cross-validation and Grid-Search for machine-learning applications. This package is part of the Accord.NET Framework.
Encog Machine Learning Framework - An advanced neural network and machine learning framework. Encog contains classes to create a wide variety of networks, as well as support classes to normalize and process data for these neural networks. Encog trains using multithreaded resilient propagation. Encog can also make use of a GPU to further speed processing time. A GUI based workbench is also provided to help model and train neural networks.
Numl - A machine learning library intended to ease the use of using standard modeling techniques for both prediction and clustering