Data mining is the process of finding the problem, thinking about the solution, testing data mining models on a test dataset, and deploying one or more mining models in a live environment. The data mining process does not conclude at any of these steps; it is a circular process that continues to improve data analysis with time.

The following diagram shows the data mining process with Microsoft tools (sourced from Microsoft, http://technet.microsoft.com/en-us/library/ms174949.aspx):

The set of data on which mining algorithms will be applied are called training and test case. There are many data mining algorithms designed and introduced in academic research. Microsoft implemented nine of the most common data mining algorithms as part of the SQL Server product. The following is a list of data mining algorithms and a few lines of information about their usage in solving real-world problems: