常用的基本上UCI和w3c的。关于源代码，网上有很多公开源码的算法包，例如最为著名的Weka，MLC++等。Weka还在不断的更新其算法，下载地址：
http://www.cs.waikato.ac.nz/ml/weka/
UCI收集的机器学习数据集
ftp://pami.sjtu.edu.cn
http://www.ics.uci.edu/~mlearn/\MLRepository.htm
statlib
http://liama.ia.ac.cn/SCILAB/scilabindexgb.htm
http://lib.stat.cmu.edu/
样本数据库
http://kdd.ics.uci.edu/
http://www.ics.uci.edu/~mlearn/MLRepository.html
关于基金的数据挖掘的网站
http://www.gotofund.com/index.asp
http://lans.ece.utexas.edu/~strehl/
reuters数据集
http://www.research.att.com/~lewis/reuters21578.html
各种数据集：
http://kdd.ics.uci.edu/summary.data.type.html
http://www.mlnet.org/cgi-bin/mlnetois.pl/?File=datasets.html
http://lib.stat.cmu.edu/datasets/
http://dctc.sjtu.edu.cn/adaptive/datasets/
http://fimi.cs.helsinki.fi/data/
http://www.almaden.ibm.com/software/quest/Resources/index.shtml
http://miles.cnuce.cnr.it/~palmeri/datam/DCI/
进行文本分类&WEB
http://www-2.cs.cmu.edu/afs/cs/project/theo-11/www/naive-bayes.html
http://www.w3.org/TR/WD-logfile-960221.html
http://www.w3.org/Daemon/User/Config/Logging.html#AccessLog
http://www.w3.org/1998/11/05/WC-workshop/Papers/bala2.html
http://www-2.cs.cmu.edu/afs/cs.cmu.edu/project/theo-11/www/wwkb/
http://www.web-caching.com/traces-logs.html
http://www-2.cs.cmu.edu/webkb
http://www.cs.auc.dk/research/DP/tdb/TimeCenter/TimeCenterPublications/TR-75.pdf
http://www.cs.cornell.edu/projects/kddcup/index.html
时间序列数据的网址
http://www.stat.wisc.edu/~reinsel/bjr-data/
apriori算法的测试数据
http://www.almaden.ibm.com/cs/quest/syndata.html
数据生成器的链接
http://www.cse.cuhk.edu.hk/~kdd/data_collection.html
http://www.almaden.ibm.com/cs/quest/syndata.html
关联：
http://flow.dl.sourceforge.net/sourceforge/weka/regression-datasets.jar
http://www.almaden.ibm.com/software/quest/Resources/datasets/syndata.html#assocSynData
WEKA：
http://flow.dl.sourceforge.net/sourceforge/weka/regression-datasets.jar
1。A jarfile containing 37 classification problems, originally obtained from the UCI repository
http://prdownloads.sourceforge.net/weka/datasets-UCI.jar
2。A jarfile containing 37 regression problems, obtained from various sources
http://prdownloads.sourceforge.net/weka/datasets-numeric.jar
3。A jarfile containing 30 regression datasets collected by Luis Torgo
http://prdownloads.sourceforge.net/weka/regression-datasets.jar
癌症基因：
http://www.broad.mit.edu/cgi-bin/cancer/datasets.cgi
金融数据：
http://lisp.vse.cz/pkdd99/Challenge/chall.htm
kdnuggets 相关链接数据集（借花献佛了）：
http://www.kdnuggets.com/datasets/index.html
另一个人提供的
http://www.cs.toronto.edu/~roweis/data.html
http://kdd.ics.uci.edu/summary.task.type.html
http://www-2.cs.cmu.edu/afs/cs.cmu.edu/project/theo-20/www/data/
http://www-2.cs.cmu.edu/afs/cs.cmu.edu/project/theo-11/www/wwkb/
http://www.phys.uni.torun.pl/~duch/software.html
在下面的网址可以找到reuters数据集
http://www.research.att.com/~lewis/reuters21578.html
以下网址上有各种数据集：
http://kdd.ics.uci.edu/summary.data.type.html
进行文本分类，还有一个数据集是可以用的，即rainbow的数据集
http://www-2.cs.cmu.edu/afs/cs/project/theo-11/www/naive-bayes.html
Download the Financial Data (~17.5M zipped file, ~67M unzipped data)
Download the Medical Data (~2M zipped file, ~6M unzipped data)
http://lisp.vse.cz/pkdd99/Challenge/chall.htm