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Comments
Katharina Morik, Data together with KDD process meta data
The data themselves are, of course, stored in a database. However, if a data mining tool (e.g., MiningMart) which directly accesses the database also allows to store meta-data on the KDD process, as well, it combines the advantages of database formats (easy upload from transaction database, scalability, administration, and security) with tool formats (learning operators available, documentation of parameter settings,...).
Will Dwinnell, Data Mining File Formats
I also use MATLAB-format (.mat) files.