Quote:
Originally Posted by WorldCup11
If you like to play with data, try WEKA , It's 100 % free 
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I would recommend WEKA- I use it all the time for my Machine Learning work. Octave as ZSayeed mentioned is also good. I would also recommend you look into R - a GNU open source programming language for statistical computing and graphics. There are quite a few R GUIs and IDEs available.