Data Set Definition , Where to Place (Introduction, Material and Methods)? Machine Learning , Data Mining studies uses various data sets. If used data sets are not well known data sets, following points of these data sets should be explained. More can be added but these points comes to my mind immediately.


features/attributes (number, data type, domain definition)
How many instances exists in this data set?
Test / Training data (Random Sampling, All data used..)
Feature Reduction techniques
Any preprocessing/post processing


Thus my question is: Where should I put this data set explanation in article sections? 


Introduction
Methods (Experiments)
Or entirely new section under Data Set heading?
There is no universally-agreed way to do it. I usually place the information about the datasets under the experiments section, before reporting the results. Also, I prefer to present parameters about the datasets (e.g., number of features, number of samples) in a table. If many datasets are used, and there are some points that needs to be clarified, I would create a subsection for the datasets under the experiments section.