The Data-Mining Excel Plugin for SQL Server 2008 is one of the more awesome tools in the Microsoft BI tool-set, although might require some configuration before deployment into the business.

While I was trying to roll-out this solution (to a test group), I ran into the following error message:
Error (data mining) Session Mining objects (including a special data source view used to process data mining dimensions) cannot be created on this instance

This posts goes through how to solve this issue and get your Data-Mining Excel Plugin talking with the back-end SSAS instance.

The reason this error is thrown is due to the fact that the Excel Data-Mining tool will actually create adhoc dimensional data models, which will get used to create adhoc data-mining dimensions that will be used to perform the data-mining task. By default (and typically), SSAS is configured not to allow the persistence of objects created for the purpose of adhoc data-mining analysis, and “garbage collects” all created models as soon as the connection to the SSAS server is closed.

If the Data-Mining Plugin is unable to create Session Mining Models, then it will throw the error message indicating that session mining objects cannot be created on this instance.

To enable Session Mining Objects, you will need to go to:

1. Open up SSMS and connect to your SSAS instance.
2. Right-click on the SSAS instance and click on “Properties” as shown in the image below
   
3. You should be able to see an entry for DataMining \ AllowSessionMiningModels, by default this is set to false, you will need to set this to true, as shown in the image below
   

This should allow your Data-Mining models to persist, by-passing the issue you are getting in the Excel Data-Mining client.

That being said, this is more of a work-around rather than a proper solution, as persisting models will cause extra load on the SSAS instance, which will now have to maintain all Data-Mining models created, whether they are meant to be adhoc or persisted, and you might need to add another housekeeping step to take care of this on a regular basis.

For more information about this error message, this msdn post should help debug the Session Mining objects exception

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