Visualization techniques provide an outstanding role in KDD process for data analysis and mining. However, one image does not always convey successfully the inherent information from high dimensionality, very large databases. In this paper we introduce VSIS (Visual Set of Information Segments), an interactive tool to visually explore multidimensional, very large, numerical data. Within the supervised learning, our proposal approaches the problem of classification by searching of meaningful intervals belonging to the most relevant attributes. These intervals are displayed as multi-colored bars in which the degree of impurity with respect to the class membership can be easily perceived. Such bars can be re-explored interactively with new values of user-defined parameters. A case study of applying VSIS to some UCI repository data sets shows the usefulness of our tool in supporting the exploration of multidimensional and very large data. © Springer-Verlag Berlin Heidelberg 2004.