Is Data Mining a Science?

Gregory Piatetsky-Shapiro answers:
Data mining is not a theoretical science like physics, but more a combination of applied engineering and skill, somewhat like psychology.

Data mining studies not natural phenomena, but more frequently human-generated phenomena, and so it cannot be a fully theoretical science, but it can become an applied science.

User themachine84 writes
I disagree. Why does the object of study have to be "natural" for it to be called a science? I think that whether or not something is a science depends on the methodology used. A well-formulated psychological theory is just as much a theory as is, say, the theory of relativity. People view subjects like psychology and data mining, which are new, as not really being science because no great unified theories have yet been proposed.