1. A computer-implemented method comprising: receiving a set of candidate predictive data mining model templates; repeatedly transforming the set of candidate predictive data mining model templates, wherein the transforming comprises building predictive data mining models based on templates in the set and historical data, scoring the predictive data mining models based on test data and an objective function, and choosing, by software, based on the scoring, additional candidate predictive data mining model templates for inclusion in the set based on scoring results; building and scoring additional predictive data mining models based on the additional candidate predictive data mining model templates; and storing an indication of a candidate predictive data mining model template for which a built and scored predictive data mining model best meets the objective function.