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You can learn how to use Oracle Data Miner in the following ways:
Use Oracle Data Miner Cue Cards to learn how to perform common tasks
Use Oracle By Example for Oracle Data Miner 11g R2 tutorials
Experiment with Example Workflows and Data
Use the Oracle Data Miner Online Help
Ask questions on the Data Mining Forum
Oracle Data Mining Documentation contains useful reference information about data mining in general and Oracle Data Mining in particular.
Oracle University at http://education.oracle.com
provides the new course Oracle Database 11g: Data Mining Techniques, which is taught as a Live Virtual Class and as Classroom Training.