T.S. Lim said
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Since most (if not all) applications of Data Mining
are in commerce, the risk of using unproven methodology that hasn't
been extensively scrutinized may be acceptable.
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I once asked Gwilym Jenkins, of Box-Jenkins forecasting fame, why
he was willing to sell commercial forecasting software with trade
secrets embedded when everyone knew that scientific peer review
was the only way to ensure that we were doing good science.

He replied that acceptance and use in the commercial world was
an alternative community to scientific peers for setting a
standard of excellence.

My opinion is that he was right: if you are willing for your
company to make bad decisions, you too can help prove that
the unreviewed science behind software is invalid.

George S. Cowan