Since you asked this question, a lot has changed and new features have been added to Splunk.
Splunk's MLTS offers more than 20 advanced machine learning algorithms including SVM, Decision Trees, Naive Bayes, and many more. With its new SPL commands and custom visualizations, you can perform advanced machine learning analyses within Splunk.
Splunk's ML team is actively working on this app, adding new features, and making a lot of improvements to it.
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