Machine learning-based data mining techniques (decision trees, bayesian networks, rule based systems, neural networks,….) aim to build a model from past experience (historical data), that later will be used to predict the output of new cases or to get some insight by using the model as a descriptive tool. Greedy algorithms (hill climbing, gradient descent, …) are perhaps the most commonly approach to the design of machine learning algorithms because their good tradeoff between the quality of the obtained model and the amount of resources (mainly CPU time) they need. However, it is also well known that the use of more complex (in terms of resources) approaches often yields more accurate models. Specially the evolutionary algorithms have been used widely in different tasks of Data Mining: classification, clustering, dependence modelling, regression, time series, discovery of comprehensible and interesting knowledge, scaling up for very large databases, etc. Recently other metaheuristics as ant colony optimization, and tabu search among others, are being used in this area.