You might also ask on the fsharp-opensource mailing list, maybe someone has an F# ML library I don't know about:
https://groups.google.com/forum/?fromgroups#!forum/fsharp-op...
http://www.csie.ntu.edu.tw/~cjlin/libsvm/
folks on SO also like WEKA run through IKVM (a Java to .NET converter): http://stackoverflow.com/questions/1624060/machine-learning-...
You might also ask on the fsharp-opensource mailing list, maybe someone has an F# ML library I don't know about:
https://groups.google.com/forum/?fromgroups#!forum/fsharp-op...