1. A data mining platform for generating an output comprising knowledge discovered from analysis of a plurality of data sets comprising heterogeneous data types or data from heterogeneous data sources, wherein the data points within the data sets comprise a plurality of descriptive features of varied relevance to knowledge discovery, the platform comprising: a computer system programmed to implement a plurality of modules stored within a system memory, each module adapted for processing one data type of the plurality of heterogeneous data types, each module comprising: (i) an input data source; (ii) a data analysis engine; (iii) a data output; and (iv) a server connection for the input data source, the data analysis engine and the data output, wherein the data analysis engine comprises at least one processor for executing one or more support vector machines for generating a plurality of classes of data, and one or more feature subset ranking algorithms for ranking feature relevance to knowledge discovery from the plurality of data sets, wherein the at least one processor executes multiple runs of feature subset ranking on a plurality of data sets comprising one or more of sub-samples of the same data set, multiple data sets of heterogeneous data types, and heterogeneous data sources, to produce ranked lists of subsets of features with features having more relevance being ranked higher than features having less relevance, and wherein the at least one processor further validates an analysis obtained with one data type with the analysis obtained with another data type; a server connected to the server connection for communicating with each of the input data source, the data analysis engine and the data output and for providing means for monitoring one or more of the input data source, the data analysis engine, and the data output; a combined data analysis engine in communication with the server for combining the data output from the plurality of modules to generate a single output representing knowledge obtained from analyzing the plurality of heterogeneous data types; and a graphical user interface for receiving the results of the feature subset ranking and generating a display of organized results of the feature subset ranking