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What relevant stack of Microsoft technology are you hoping to leverage for high performance numerical computation? Surely nothing involving .NET. Python for Windows and Python extensions can be compiled with Visual Studio; I don't see other ways to be more Microsoft-friendly.

Sure but if I have invested a lot in MS technologies I am hesitant to learn and implement things in a completely new language if I can find something that is more fitting to the stack I already use.

The rest of the ML world is in that exact situation, but on Python. They aren't going to throw away their familiar tools unless everyone else does too.

If you already have a good stack that you're very effective, the switching cost may not be worth it.

However, if you're more algorithmically focused, python is a great DSL

Python is easy to pick up (coming from someone who loves the MS stack). Don't let it being a new language deter you.

It’s not clear eg what use you would get from sharing a language between your model training and request processing.