This paper provides comparison of “Discovery” software system versus Microsoft Association Rules, Decision Trees and Neural Network embedded in Microsoft SQL Server Analysis Services. It is shown that system «Discovery», firstly, has theoretical advantages over these algorithms, secondly, practically works better on the data, where these advantages appear explicitly, and thirdly, well-behaved shows on data taken from a known repository UCI. These results demonstrate the advantages of the Discovery over the methods embedded into Microsoft SQL Server Analysis Services.