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There's also Weka, which can use almost exactly the same file format that Google is using, and do the same kind of things (though perhaps with different algorithms). It's pretty pleasant.

http://www.cs.waikato.ac.nz/ml/weka/

I recently used Weka to create a simple rules-based fraud model for Kongregate. It worked very well, and had a lot of options for algorithms. The UI is a little weird, but it's worth checking out.

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