Data mining describes approaches to turning data into information. Rather than the more typical deductive strategy of building models using known principles, data mining uses inductive approaches to discover the appropriate models. These models describe a relationship between a system's response and a set of factors or predictor variables. Data mining in this context provides a formal basis for machine learning and knowledge discovery. This course investigates the construction of empirical models from data mining for systems with both discrete and continuous valued responses. It covers both estimation and classification, and explores both practical and theoretical aspects of data mining.