The SQL Server Data Mining team has built some Add-ins to allow you to view mining models inside Visio. They just released these along with their SP2, and you can download them now. You can read a little more about them here and here.
There are three types of models available in the add-in:
1. Decision Tree – Creates diagrams from mining models that were created using the Microsoft Decision Trees, Microsoft Linear Regression and Microsoft Logistical Regression algorithms. The diagram support different node schemes for classification and regression trees.
2. Dependency Network – Creates diagrams from mining models that were created using the Microsoft Naive Bayes, Microsoft Decision Trees, and Microsoft Association Rules algorithms.
3. Cluster – Creates diagrams from mining models that were created using the Microsoft Clustering algorithm.
You can choose to render the clusters with just the shapes or with cluster characteristics or discrimination charts. The sample below shows the output with cluster characteristics included:
Along with being valuable by themselves, these add-ins are a good demonstration of the value of creating data visualization tools on top of Visio. The Data Mining team originally built visualization capabilities directly in their designer in Visual Studio, but they found that although customers loved the visualizations they needed the ability to annotate and customize the diagrams. The value of the visualization is not just in the creation and analysis – it is even more important to be able to use the resulting diagrams to persuade and enlighten.