1. A method of optimizing data mining in a computer, the data mining being performed by the computer to retrieve data from a data store stored on a data storage device coupled to the computer, the data store having records that have multiple attributes, the method comprising the steps of: clustering the multiple attributes of a table to produce a plurality of non-intersecting sets of attributes, wherein each attribute has one or more attribute values; and collapsing each of said non-intersecting set of attributes to select one or more attributes from each of said non-intersecting set, without selecting all of the attributes of the table, wherein the selected attributes are to be used to perform data mining.