With SQL Server 2017, you get everything you need from Microsoft. There is no need to download any additional open source interpreter and/or client tool besides SQL Server, SQL Server Management Studio (SSMS), and Visual Studio (VS), unless you wish so. You just start SQL Server setup, and then from the Feature Selection page select Database Engine Services, and underneath Machine Learning Services (In-Database), with both languages, R and Python, selected. This will install both the language engines. After that, all you need is client tools, and you can start writing the code. The following screenshot shows the SQL Server setup's Feature Selection page with the appropriate features selected: ...
Installing machine learning services and client tools
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