There are many R packages www.r-project.org/ that provide such functionality. See for example: http://cran.r-project.org/doc/contrib/Zhao_R_and_data_mining.pdf and http://www.rdatamining.com. A standalone application is weka ( it also implemented in R as a package). Addtionally,Rattle is a GUI for data mining using the R engine http://www.sciviews.org/_rgui/.