If you will be writing all the code yourself, then it may depend on which language you like better, or can learn better / faster. Though Rcpp may give you in edge in getting R objects to C++ and back more easily. Also, the most recent additions in 0.8.3 give you R-alike vector expressions in compiled code.
On the other hand if you plan use / re-use / adapt existing libraries, then I would take a good look at e.g. mloss.org and see what language provides you with the most useful machine learning libraries and have that guide your decision too.
To me, C++ provides rather useful abstractions plus access to an enormous code base of general good quality. But others are content with Fortran. It really depends on you, and to some extend the people around you who can give support.
