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Predictive Analytics is one of the big customer requirements and an emerging trend for big data. Microsoft big data solution and data mining algorithms offer great tools you can use to mine all kinds of structured or unstructured data. We show how to do predictive analytics using structured and unstructured data with Microsoft big data solution and data mining algorithms. Starting with basics of data mining, we show how to build great models including customer segmentation (to understand your customers), prediction models (to find the right target customers for appropriate products), recommendation engine (to upsell and cross-sell), etc. We start with a realistic and simple scenario and demo the whole process from scratch using tools including the Microsoft SQL Server 2012 Data Mining Add-in for Excel, SQL Server Analysis Services, Microsoft HDInsight (Big Data) Solution, etc. We also share lessons learned and the pitfalls to avoid during predictive analytics process.