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With the wide application of business intelligence in corporate, the demand for data mining software increases daily. To improve the efficiency and quality of the reusing data mining software and reduce the period and cost of developing data mining application system, this paper proposes a new component library system of data mining. Through componentization of data mining algorithm, this system implements varied core algorithms of data mining in the form of components. In this way, the efficiency and quality of developing data mining software are improved significantly to meet various application demands.