1. A data mining server that includes a computer-readable storage medium configured to facilitate partitioning a locally maintained training data set for a data mining operation, comprising: a data partition component configured to fetch the training data set from a remote relational data server, allocate a subset of the locally maintained training data set to yield a training partition of the locally maintained training data set at runtime during training of a data mining model and allocate at least a portion of the remainder of the locally maintained training data set to yield a first testing partition of the locally maintained training data set at runtime during training of the data mining model, the data partition component further configured to allocate at least a portion of the locally maintained training data set to yield a second testing partition at runtime during training of the data mining model, the second testing partition of the locally maintained training data set including at least a portion of the training partition and at least a portion of the first testing partition; and a training component configured to train the data mining model based at least in part upon the subset of the locally maintained training data set corresponding to the training partition and validates the data mining model based at least in part upon the first testing partition of the locally maintained training data set and at least in part upon the second testing partition of the locally maintained training data set; wherein the data partition component comprises: a data cache that locally caches the locally maintained training data set; and a filter component that filters the locally cached data set based upon a Boolean condition specified in a data mining extension (DMX) language and further filters the locally cached data set based upon a user defined function (UDF) comprising a stored procedure; and wherein the data partition component to allocate the subset of the locally maintained training data set and allocate the at least a portion of the remainder of the locally maintained training data set, applies a user-defined proportion to the Boolean-condition-and-stored-procedure-filtered, locally cached data set.