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I am looking to choose my career in the area of decision science or predictive modeling and I am aware that this is kind of opinion based but I would like to have some suggestion from experts that I can use it to build my career in correct path. What are the tools should I know like R, SAS or any other. What are the thinks I should know to work in a data science or machine learning or predictive modeling. For me I am having problem in identifying steps that I should follow. Please suggest me some steps to follow.

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    $\begingroup$ A major point of clarification is whether you want to be in Academia or Industry. Both have radically different flavors about what is used, how it's used, and end goals. $\endgroup$
    – Grey Dog
    Sep 22, 2014 at 0:14

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First of all I should say you question probably is an off-topic and will be closed soon.

Discussed at this SE site

Anyway I can target you to similar questions discussed at this SE site already:

Cross Validated SE

A set of relevant questions at Cross Validated Stack Exchange:

Data scientist map

This is good infographics of data science knowledge you might need to start a career (Link to image):

This is good infographics of data science knowledge you might need to start a career

Careers SE

Also, simple "data scientist" querying of Careers SE site http://careers.stackoverflow.com/jobs?searchTerm=data+scientist&location= will lead you to the following knowlege "tags":

etc.

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