No it is not necessary to do formal training for Salesforce Certification?
Professional Certification is based on your knowledge and not on trainings you have attended. The knowledge level can be gained through hands-on work experience, and studying the documentation and optionally, attending training classes.
Although it is not required, attending the CertifiedForce.com Training classes are cost-effective way to learn about the Salesforce.com before appearing in the exam.
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