105 votesaeblank commented
typo: I'm *not well versed in the theory...aeblank commented
I think data mining would be a great addition -- particularly regressions. I realize that regressions can be implemented by solving for a system of equations, but that is much more complicated to implement, and can get nasty for non-trivial regressions. I posted about this in the forum, and found a few commercial packages: http://www.extremeoptimization.com/quickstart/PolynomialRegressionCS.aspx and http://www.kdkeys.net/forums/thread/605.aspx, as well as a free package at http://www.kdkeys.net/forums/thread/605.aspx but it doesn't seem to be very powerful (the free package), nor would it integrate as nicely with the rest of Iridium.
Wish I could be of more help, but I'm well versed in the theory behind regressions and am used to using stats packages to do statistical analysis, but would love to be able to access functions like "linear_regression" or "logistic_regression" from within c# in a clean, well-programmed way!