1. A computer-implemented data mining system, comprising: (a) an Interface Tier for supporting interaction with users, wherein the Interface Tier includes an On-Line Analytic Processing (OLAP) Client that provides a user interface for generating SQL statements that retrieve data from a database, and an Analysis Client that displays results from a data mining algorithm; (b) an Analysis Tier for performing one or more data mining algorithms, wherein the Analysis Tier includes an OLAP Server that schedules and prioritizes the SQL statements received from the OLAP Client, an Analytic Server that schedules and invokes the data mining algorithm to analyze the data retrieved from the database, and a Learning Engine performs a Learning step of the data mining algorithm; and (c) a Database Tier for storing and managing the databases, wherein the Database Tier includes an Inference Engine that performs an Inference step of the data mining algorithm, a relational database management system (RDBMS) that performs the SQL statements against a Data Mining View to retrieve the data from the database, and a Model Results Table that stores the results of the data mining algorithm.