Where exactly does one start studying data mining? What is the best tool for mining (that can be used even by non-technical users)?
Data mining takes place at the intersection of a variety of technologies. My suggestion is to get a good fundamental understanding of statistics, machine learning, databases, and operations research. You can then take this foundation and build up your knowledge in a particular application area, such as marketing or bioinformatics or risk modeling. The practical information you acquire will allow you to focus your efforts and determine in which areas you learn more about.
As to the best tool for non-technical users, it really depends on the application area that you are working in. Data mining is a relatively complex process (despite any protestations by the software vendors) and building software to do complex things in a simple manner is a hard problem. One of the most effective ways to keep things simple is to take advantage of regularities and assumptions specific to an application area (e.g., cross-selling in retail banking). If you are looking for a simple tool, the best ones will be focused on solving specific problems.
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