1. A computer program product for support vector machine processing in a computer: system comprising: a computer readable storage medium; and computer program instructions, recorded on the computer readable storage medium, executable by a processor, for: storing data; providing an interface to client software; building a support vector machine model on at least a portion of the stored data, based on a plurality of model-building parameters; estimating values for at least some of the model-building parameters; and applying the support vector machine model using the stored data to generate a data mining output; wherein the parameter estimation is performed by selecting a complexity parameter C method for a linear kernel method by: selecting a random sample comprising k pairs of training vectors of opposite class, one member of each pair being of positive class and one member of each pair being of negative class; for each pair, assigning C to have a value such that a margin for the positive class is 1 and a margin for the negative class is −1; ordering the assigned values of C; and selecting as C a k-th highest assigned value of C.