1. A data mining method, comprising: providing a computing system comprising a computer readable medium and computing devices electrically coupled through an interface apparatus, wherein a data mining modeling algorithm and test data are stored on said computer readable medium, wherein each of said computing devices comprises at least one central processing unit (CPU) and an associated memory device, wherein data has been divided by the computing system into a plurality of data subsets, and wherein each of said associated memory devices comprises a data subset from said plurality of data subsets; selecting a technique for generating a data mining model applied to each of said data subsets; distributing simultaneously, said data mining modeling algorithm using said selected technique to each of said computing devices; adjusting simultaneously, an associated parameter setting for each said data mining modeling algorithm in each of said computing devices, wherein each said associated parameter setting comprises a different parameter setting; running simultaneously, each data mining modeling algorithm comprising said associated parameter setting using said selected technique to generate an associated data mining model on each of said computing devices; comparing each of said data mining models on each of said computing devices to said test data to determine a best data mining model; and determining, a data mining modeling algorithm comprising a best parameter setting from said data mining modeling algorithms comprising said associated parameter settings in accordance with said selected technique, wherein said data mining modeling algorithm comprising said best parameter setting is associated with said best data mining model.