Or use VS2017-rc, to use f# 4.1 with .NET framework
Or use .NET Core sdk and .net core https://github.com/dotnet/netcorecli-fsc/wiki/.NET-Core-SDK-... the default templates use new f# 4.1
Ionide in vscode support .net core (both project.json and msbuild sdks), atm there is a temporary issues with rc4, but feel free to use a previous sdk (are really similar, no need to stay bleeding edge, and will be fixing sooner than later).
See wiki https://github.com/dotnet/netcorecli-fsc/wiki for more info about f# and .net core, or new sdk (all version, with how-to and workaround if needed)
Expect full support around .NET Core 2.0 time.
* Seemless x-platform with dotnet core
* ionide working with dotnet core(and ideally on par with at least xamarin fsharp support)
I'm looking forward to the release and the subsequent smoothing of the .net core fhsarp ecosystem.