The founder of the NYC-based startup dv01 watched the 2008 financial crisis and was inspired to bring greater transparency to institutional investors in the consumer lending market. Despite being an open-source shop, they switched their data services to Microsoft SQL Server to provide better performance (reducing latency for queries from tens of seconds to under two seconds). They also use R for modeling, as you can see in the video below:
Principal Data Scientist Wei Wei Lu also mentions Microsoft Machine Learning in the video. The MicrosoftML package, included in SQL Server R Services and Microsoft R Server 9, provides parallel implementations of many popular algorithms as R functions. The video below (presented by Gleb Krivosheev and Yunling Wang) provides a brief overview of some of the new capabilities in Microsoft ML, including the new pre-trained models for sentiment analysis and image featurization.
To try out the MicrosoftML package, download SQL Server 2016 or Microsoft R Server 9.