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Despite a high level of activity and a large number of researchers involved, current research in data mining is plagued with several serious problems that should be regarded as top-priority challenges. First, large-scale, visible results and benefits seem rare. Second, the field has become utterly specialized and a lot of work remains to be done at the "big picture" level. Finally, data mining is very poorly integrated with the decision support level. This paper concentrates on the latter challenge and presents a research proposal in that direction.