If you want to use the framework that Microsoft uses to power Office, Xbox, and Azure, look no further than Infer.NET. This framework was mainly developed to run Bayesian inference in graphical models and for probabilistic programming. In fact, you can use Infer.NET to tackle several ML problems, from data classification and clustering to domain-specific tasks.
Infer.NET is a free and open source .NET software library for machine learning. It supports running Bayesian inference in graphical models and can also be used for probabilistic programming.