Transcript
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Classification and Prediction
Data Mining
Modified from the slidesby Prof. Han
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
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Classification vs. Prediction
Classification:
predicts categorical class labels classifies data (constructs a model) based on thetraining set and the values (class labels) in aclassifying attribute and uses it in classifying newdata
Prediction (regression): models continuous-valued functions, i.e., predicts
unknown or missing values
e.g., expenditure of potential customers given theirincome and occupation
Typical Applications credit approval
target marketing
medical diagnosis
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ClassificationA Two-Step Process
Model construction: describing a set of
predetermined classes Each tuple/sample is assumed to belong to apredefined class, as determined by the class labelattribute
The set of tuples used for model construction:training set
The model is represented as classification rules,decision trees, or mathematical formulae
Model usage: for classifying future or unknownobjects Estimate accuracy of the model
The known label of test sample is compared with the classifiedresult from the model
Accuracy rate is the percentage of test set samples that arecorrectly classified by the model
Test set is independent of training set, otherwise over-fittingwill occur
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Classification Process (1): ModelConstruction
Training
Data
N A M E R A N K Y E A R S T E N U R E D
Mike A ssistant Prof 3 no
Mary Assistant Prof 7 yesBill Professor 2 yes
Jim Associate Prof 7 yes
Dave Assistant Prof 6 no
Anne Associate Prof 3 no
Classification
Algorithms
IF rank = professor
OR years > 6
THEN tenured = yes
Classifier
(Model)
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Classification Process (2): Use theModel in Prediction
Classifier
Testing
Data
N A M E R A N K Y E A R S T E N U R E D
Tom Assistant Prof 2 no
Merlisa Associate Prof 7 no
George Professor 5 yes
Joseph Assistant Prof 7 yes
Unseen Data
(Jeff, Professor, 4)
Tenured?
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Supervised vs. Unsupervised Learning
Supervised learning (classification)
Supervision: The training data (observations,measurements, etc.) are accompanied by labelsindicating the class of the observations
New data is classified based on the training set
Unsupervised learning (clustering)
The class labels of training data is unknown
Given a set of measurements, observations, etc. withthe aim of establishing the existence of classes orclusters in the data
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
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Issues regarding classification andprediction (1): Data Preparation
Data cleaning Preprocess data in order to reduce noise and handle
missing values
e.g., smoothing technique for noise and common valuereplacement for missing values
Relevance analysis (feature selection in ML)
Remove the irrelevant or redundant attributes
Relevance analysis + learning on reduced attributes< learning on original set
Data transformation
Generalize data (discretize)
E.g., income: low, medium, high E.g., street city
Normalize data (particularly for NN) E.g., income [-1..1] or [0..1]
Without this, what happen?
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Issues regarding classification andprediction (2): Evaluating ClassificationMethods
Predictive accuracy
Speed
time to construct the model
time to use the model
Robustness
handling noise and missing values
Scalability
efficiency in disk-resident databases
Interpretability:
understanding and insight provided by the model
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
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Classification by Decision TreeInduction
Decision tree
A flow-chart-like tree structure
Internal node denotes a test on an attribute
Branch represents an outcome of the test
Leaf nodes represent class labels or class distribution
Decision tree generation consists of two phases Tree construction
At start, all the training examples are at the root
Partition examples recursively based on selected attributes
Tree pruning Identify and remove branches that reflect noise or outliers
Use of decision tree: Classifying an unknown sample Test the attribute values of the sample against the
decision tree
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Training Dataset
age income student credit_rating buys_computer
40 low yes fair yes
>40 low yes excellent no3140 low yes excellent yes
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Output: A Decision Tree forbuys_computer
age?
overcast
student? credit rating?
no yes fairexcellent
40
no noyes yes
yes
30..40
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Algorithm for Decision Tree Induction
Basic algorithm (a greedy algorithm)
Tree is constructed in a top-down recursive divide-and-conquer manner
At start, all the training examples are at the root
Attributes are categorical (if continuous-valued, they arediscretized in advance)
Examples are partitioned recursively based on selected
attributes Test attributes are selected on the basis of a heuristic or
statistical measure (e.g., information gain)
Conditions for stopping partitioning
All samples for a given node belong to the same class
There are no remaining attributes for further partitioning majority voting is employed for classifying the leaf
There are no samples left
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Attribute Selection Measure
Information gain (ID3/C4.5)
All attributes are assumed to be categorical Can be modified for continuous-valued attributes
Gini index (IBM IntelligentMiner)
All attributes are assumed continuous-valued
Assume there exist several possible split values foreach attribute
May need other tools, such as clustering, to get thepossible split values
Can be modified for categorical attributes
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Information Gain (ID3/C4.5)
Select the attribute with the highest
information gain Assume there are two classes, P and N
Let the set of examples S contain p elements of classP and n elements of class N
The amount of information, needed to decide if an
arbitrary example in S belongs to P or N is definedas
np
n
np
n
np
p
np
pnpI
22 loglog),(
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Information Gain in Decision TreeInduction
Assume that using attribute A a set S will be
partitioned into sets {S1, S2 , , Sv} If Si contains pi examples of P and ni examples of N,
the entropy, or the expected information needed toclassify objects in all subtrees Si is
The encoding information that would begained by branching on A
1),()(
iii
ii
npInp
np
AE
)(),()( AEnpIAGain
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Attribute Selection by Information GainComputation
Class P: buys_computer
=yes
Class N: buys_computer
=no
I(p, n) = I(9, 5) =0.940
Compute the entropy for
age: Hence
Similarly
age pi ni I(pi, ni)40 3 2 0.971
971.0)2,3(14
5
)0,4(14
4)3,2(
14
5)(
I
IIageE
048.0)_(
151.0)(
029.0)(
ratingcreditGain
studentGain
incomeGain
)(),()( ageEnpIageGain
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Gini Index (IBM IntelligentMiner)
If a data set Tcontains examples from n classes, gini index,gini(T) is defined as
wherepj is the relative frequency of classjin T. If a data set Tis split into two subsets T1 and T2 with sizes N1
and N2 respectively, the giniindex of the split data containsexamples from n classes, the giniindex gini(T) is defined as
The attribute provides the smallest ginisplit(T) is chosen to splitthe node (need to enumerate all possible splitting points foreach attribute).
n
j
p jTgini
1
21)(
)()()( 22
11
Tgini
N
NTgini
N
NTginisplit
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Extracting Classification Rules fromTrees
Represent the knowledge in the form of IF-THEN rules
One rule is created for each path from the root to a leaf
Each attribute-value pair along a path forms aconjunction
The leaf node holds the class prediction
Rules are easier for humans to understand
Example IF age =
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Avoid Overfitting in Classification
The generated tree may overfit the training
data Too many branches, some may reflect anomalies due
to noise or outliers
Result is in poor accuracy for unseen samples
Two approaches to avoid overfitting
Prepruning: Halt tree construction earlydo not splita node if this would result in the goodness measurefalling below a threshold
Difficult to choose an appropriate threshold
Postpruning: Remove branches from a fully growntreeget a sequence of progressively pruned trees
Use a set of data different from the training data to decidewhich is the best pruned tree
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Approaches to Determine the Final TreeSize
Separate training (2/3) and testing (1/3) sets
Use cross validation, e.g., 10-fold crossvalidation
Use all the data for training
but apply a statistical test (e.g., chi-square) toestimate whether expanding or pruning a node mayimprove the entire distribution
Use minimum description length (MDL)principle:
halting growth of the tree when the encoding is
minimized
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Enhancements to basic decision treeinduction
Allow for continuous-valued attributes
Dynamically define new discrete-valued attributesthat partition the continuous attribute value into adiscrete set of intervals
Handle missing attribute values
Assign the most common value of the attribute Assign probability to each of the possible values
Attribute construction Create new attributes based on existing ones that
are sparsely represented
This reduces fragmentation, repetition, andreplication
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Classification in Large Databases
Classificationa classical problem extensively
studied by statisticians and machine learningresearchers
Scalability: Classifying data sets with millionsof examples and hundreds of attributes withreasonable speed
Why decision tree induction in data mining? relatively faster learning speed (than other
classification methods)
convertible to simple and easy to understand
classification rules can use SQL queries for accessing databases
comparable classification accuracy with othermethods
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Scalable Decision Tree InductionMethods in Data Mining Studies
SLIQ (EDBT96 Mehta et al.) builds an index for each attribute and only class listand the current attribute list reside in memory
SPRINT (VLDB96 J. Shafer et al.) constructs an attribute list data structure
PUBLIC (VLDB98 Rastogi & Shim) integrates tree splitting and tree pruning: stop
growing the tree earlier
RainForest (VLDB98 Gehrke,Ramakrishnan & Ganti) separates the scalability aspects from the criteria
that determine the quality of the tree
builds an AVC-list (attribute, value, class label)
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Data Cube-Based Decision-TreeInduction
Integration of generalization with decision-treeinduction (Kamber et al97).
Classification at primitive concept levels
E.g., precise temperature, humidity, outlook, etc.
Low-level concepts, scattered classes, bushy
classification-trees
Semantic interpretation problems.
Cube-based multi-level classification
Relevance analysis at multi-levels.
Information-gain analysis with dimension + level.
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Presentation of Classification Results
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
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Bayesian Classification: Why?
Probabilistic learning: Calculate explicit probabilities forhypothesis, among the most practical approaches to
certain types of learning problems
Incremental: Each training example can incrementallyincrease/decrease the probability that a hypothesis iscorrect. Prior knowledge can be combined withobserved data.
Probabilistic prediction: Predict multiple hypotheses,weighted by their probabilities
Standard: Even when Bayesian methods arecomputationally intractable, they can provide a standardof optimal decision making against which other methods
can be measured
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Bayesian Theorem
Given training data D, posteriori probability of
a hypothesis h, P(h|D) follows the Bayestheorem
MAP (maximum posteriori) hypothesis
Practical difficulty: require initial knowledge of
many probabilities, significant computationalcost
)()()|(
)|(DP
hPhDPDhP
.)()|(maxarg)|(maxarg hPhDPHh
DhPHhMAP
h
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Bayesian classification
The classification problem may be formalized usinga-posteriori probabilities:
P(C|X) = prob. that the sample tupleX= is of class C.
E.g. P(class=N | outlook=sunny,windy=true,)
Idea: assign to sample X the class label C suchthat P(C|X) is maximal
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Estimating a-posteriori probabilities
Bayes theorem:
P(C|X) = P(X|C)P(C) / P(X)
P(X) is constant for all classes P(C) = relative freq of class C samples
C such that P(C|X) is maximum =
C such that P(X|C)P(C) is maximum Problem: computing P(X|C) is unfeasible!
i l ifi i
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Nave Bayesian Classification
Nave assumption: attribute independence
P(x1,,xk|C) = P(x1|C)P(xk|C)
If i-th attribute is categorical:
P(xi|C) is estimated as the relative freq ofsamples having value xi as i-th attribute in classC
If i-th attribute is continuous:
P(xi|C) is estimated thru a Gaussian densityfunction
Computationally easy in both cases
Pl i l i i P( |C)
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Play-tennis example: estimating P(xi|C)
Outlook Temperature Humidity Windy Classsunny hot high false N
sunny hot high true N
overcast hot high false P
rain mild high false P
rain cool normal false P
rain cool normal true N
overcast cool normal true P
sunny mild high false N
sunny cool normal false P
rain mild normal false P
sunny mild normal true P
overcast mild high true P
overcast hot normal false P
rain mild high true N
outlook
P(sunny|p) = 2/9 P(sunny|n) = 3/5
P(overcast|p) =4/9
P(overcast|n) = 0
P(rain|p) = 3/9 P(rain|n) = 2/5
temperature
P(hot|p) = 2/9 P(hot|n) = 2/5P(mild|p) = 4/9 P(mild|n) = 2/5
P(cool|p) = 3/9 P(cool|n) = 1/5
humidity
P(high|p) = 3/9 P(high|n) = 4/5
P(normal|p) =6/9
P(normal|n) =2/5
windy
P(true|p) = 3/9 P(true|n) = 3/5
P(false|p) = 6/9 P(false|n) = 2/5
P(p) = 9/14
P(n) = 5/14
Pl t i l l if i X
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Play-tennis example: classifying X
An unseen sample X =
P(X|p)P(p) =P(rain|p)P(hot|p)P(high|p)P(false|p)P(p) =3/92/93/96/99/14 = 0.010582
P(X|n)P(n) =P(rain|n)P(hot|n)P(high|n)P(false|n)P(n) =2/52/54/52/55/14 = 0.018286
Sample X is classified in class n (dont play)
Th i d d h th i
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The independence hypothesis
makes computation possible
yields optimal classifiers when satisfied but is seldom satisfied in practice, as
attributes (variables) are often correlated.
Attempts to overcome this limitation:
Bayesian networks, that combine Bayesian reasoningwith causal relationships between attributes
Decision trees, that reason on one attribute at thetime, considering most important attributes first
B i B li f N t k (I)
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Bayesian Belief Networks (I)
FamilyHistory
LungCancer
PositiveXRay
Smoker
Emphysema
Dyspnea
LC
~LC
(FH, S) (FH, ~S)(~FH, S)(~FH, ~S)
0.8
0.2
0.5
0.5
0.7
0.3
0.1
0.9
Bayesian Belief Networks
The conditional probability table
for the variable LungCancer
B i B li f N t k (II)
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Bayesian Belief Networks (II)
Bayesian belief network allows a subset of the
variables conditionally independent A graphical model of causal relationships
Several cases of learning Bayesian beliefnetworks
Given both network structure and all the variables:easy
Given network structure but only some variables
When the network structure is not known in advance
Ch t 7 Cl ifi ti d P di ti
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
N l N t k
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Neural Networks
Advantages
prediction accuracy is generally high robust, works when training examples contain errors
output may be discrete, real-valued, or a vector ofseveral discrete or real-valued attributes
fast evaluation of the learned target function
Criticism long training time
difficult to understand the learned function (weights)
not easy to incorporate domain knowledge
A Ne on
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A Neuron
The n-dimensional input vector x is mapped into variable y by
means of the scalar product and a nonlinear function mapping
In hidden or output layer, the net input Ij to the unit j is
mk-
f
weighted
sum
Input
vectorx
outputy
Activation
function
weight
vector w
w0
w1
wn
x0
x1
xn
i
jiijj OwI
Network Training
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Network Training
The ultimate objective of training
obtain a set of weights that makes almost all thetuples in the training data classified correctly
Steps
Initialize weights with random values
Feed the input tuples into the network one by one
For each unit Compute the net input to the unit as a linear combination of
all the inputs to the unit
Compute the output value using the activation function
Compute the error
Update the weights and the bias
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Multi-Layer Perceptron
Output nodes
Input nodes
Hidden nodes
Output vector
Input vector:xi
wij
i
jiijj OwI
jIj eO
1
1
))(1( jjjjj OTOOErr
jkk
kjjj wErrOOErr )1(
ijijij OErrlww )(
jjj Errl)(
Oj(1-Oj): derivative
of the sig. function
Ij: the net inputto the unit j
Oj: the output ofunit jsigmoid function:
map Ij to [0..1]
Error of hid-den layer
Error ofoutput layer
l: learningrate [0..1]
l: too small learning pace is too slowtoo large oscillation between wrong solutions
Heuristic: l=1/t (t: # iterations through training set so far)
Multi Layer Perceptron
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Multi-Layer Perceptron
Case updating vs. epoch updating
Weights and biases are updated after presentation ofeach sample vs.
Deltas are accumulated into variables throughout thewhole training examples and then update
Case updating is more common (more accurate)
Termination condition Delta is too small (converge)
Accuracy of the current epoch is high enough
Pre-specified number of epochs
In practice, hundreds of thousands of epochs
Example
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Example
Class label = 1
Example
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Example
))(1( jjjjj OTOOErr
i
jiijj OwI
jIj eO
1
1
jkk
kjjj wErrOOErr )1(
O=0.332
0.332
O=0.525
O=0.474
Example
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Example
ijijij OErrlww )(
jjj Errl)(
E=0.1311
O=0.332E=-0.0087
O=0.525E=-0.0065
Chapter 7 Classification and Prediction
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
Association-Based Classification
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Association-Based Classification
Several methods for association-basedclassification
ARCS: Quantitative association mining and clusteringof association rules (Lent et al97)
Associative classification: (Liu et al98)
CAEP (Classification by aggregating emerging
patterns) (Dong et al99)
ARCS: Quantitative Association Rules
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ARCS: Quantitative Association Rules Revisited
age(X,30-34) income(X,24K-48K)
buys(X,high resolution TV)
Numeric attributes are dynamicallydiscretized Such that the confidence or compactness of the rules mined is
maximized.
2-D quantitative association rules: Aquan1 Aquan2 Acat
Clusteradjacentassociation rules
to form generalrules using a 2-D
grid.
Example:
ARCS
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ARCS
The clustered association rules were applied tothe classification
Accuracy were compared to C4.5
ARCS were slightly better than C4.5
Scalability
ARCS requires constant amount of memoryregardless of database size
C4.5 has exponentially higher execution times
Association-Based Classification
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Association-Based Classification
Associative classification: (Liu et al98)
It mines high support and high confidence rules in the
form of cond_set => y where y is a class label
Cond_set is a set of items
Regard y as one item in association rule mining
Support s%: if s% samples contain cond_set and y
Rules are accurate if
c% of samples that contain cond_set belong to y Possible rule (PR)
If multiple rules have the same cond_set, choose the one with highestconfidence
Two steps Step 1: find PRs
Step 2: construct a classifier: sort the rules based on confidence and
support Classifying new sample: use the first rule matched
Default rule: for the new sample with no matched rule
Empirical study: more accurate than C4.5
Association-Based Classification
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Association-Based Classification
CAEP (Classification by aggregating emerging patterns)(Dong et al99)
Emerging patterns (EPs): the itemsets whose supportincreases significantly from one class to another
C1: buys_computer = yes
C2: buys_computer = no
EP: {age
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
Other Classification Methods
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Other Classification Methods
k-nearest neighbor classifier
Case-based reasoning Genetic algorithm
Rough set approach
Fuzzy set approaches
Instance-Based Methods
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Instance Based Methods
Instance-based learning:
Store training examples and delay the processing(lazy evaluation) until a new instance must beclassified
Typical approaches
k-nearest neighbor approach
Instances represented as points in a Euclidean space. Locally weighted regression
Constructs local approximation
Case-based reasoning Uses symbolic representations and knowledge-based inference
The k-Nearest Neighbor Algorithm
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The k Nearest Neighbor Algorithm
All instances correspond to points in the n-D space.
The nearest neighbor are defined in terms of Euclidean
distance.
The target function could be discrete- or real- valued.
For discrete-valued, the k-NN returns the most commonvalue among the k training examples nearest to xq.
Vonoroi diagram: the decision surface induced by 1-NNfor a typical set of training examples.
.
_+
_ xq
+
_ _+
_
_
+
.
.
.
. .
Discussion on the k-NN Algorithm
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Discussion on the k NN Algorithm
The k-NN algorithm for continuous-valued targetfunctions
Calculate the mean values of the k nearest neighbors
Distance-weighted nearest neighbor algorithm
Weight the contribution of each of the k neighborsaccording to their distance to the query point xq
giving greater weight to closer neighbors
Similarly, for real-valued target functions Robust to noisy data by averaging k-nearest neighbors
Curse of dimensionality: distance between neighborscould be dominated by irrelevant attributes.
Assigning equal weight is a problem (vs. decision tree)
To overcome it, axes stretch or elimination of the leastrelevant attributes.
w
d xq xi
1
2( , )
Case-Based Reasoning
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Case Based Reasoning
Also uses: lazy evaluation + analyze similar instances
Difference: Instances are not points in a Euclidean
space
Example: Water faucet problem in CADET (Sycara etal92)
Methodology
Instances represented by rich symbolic descriptions (e.g.,function graphs)
Multiple retrieved cases may be combined
Tight coupling between case retrieval, knowledge-basedreasoning, and problem solving
Research issues
Indexing based on syntactic similarity measure, and whenfailure, backtracking, and adapting to additional cases
Remarks on Lazy vs. Eager Learning
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Remarks on Lazy vs. Eager Learning
Instance-based learning: lazy evaluation
Decision-tree and Bayesian classification: eager
evaluation
Key differences
Lazy method may consider query instance xq whendeciding how to generalize beyond the training data D
Eager method cannot since they have already chosen
global approximation when seeing the query
Efficiency: Lazy - less time training but more timepredicting
Accuracy
Lazy method effectively uses a richer hypothesis space
since it uses many local linear functions to form its implicitglobal approximation to the target function
Eager: must commit to a single hypothesis that covers theentire instance space
Genetic Algorithms
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Genetic Algorithms
GA: based on an analogy to biological evolution
Each rule is represented by a string of bits
An initial population is created consisting of randomlygenerated rules
e.g., IF A1 and Not A2 then C2 can be encoded as 100
Based on the notion of survival of the fittest, a newpopulation is formed to consists of the fittest rules andtheir offsprings
The fitness of a rule is represented by its classificationaccuracy on a set of training examples
Offsprings are generated by crossover and mutation
Rough Set Approach
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Rough Set Approach
Rough sets are used to approximately or roughlydefine equivalent classes
A rough set for a given class C is approximated by twosets: a lower approximation (certain to be in C) and anupper approximation (cannot be described as notbelonging to C)
Finding the minimal subsets (reducts) of attributes (for
feature reduction) is NP-hard but a discernibility matrixis used to reduce the computation intensity
Fuzzy Set Approaches
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Fuzzy Set Approaches
Fuzzy logic uses truth values between 0.0 and 1.0 torepresent the degree of membership (such as using
fuzzy membership graph) Attribute values are converted to fuzzy values
e.g., income is mapped into the discrete categories {low,medium, high} with fuzzy values calculated
For a given new sample, more than one fuzzy valuemay apply
Each applicable rule contributes a vote for membershipin the categories
Typically, the truth values for each predicted categoryare summed
Chapter 7. Classification and Prediction
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Chapter 7. Classification and Prediction
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
What Is Prediction?
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What Is Prediction?
Prediction is similar to classification
First, construct a model
Second, use model to predict unknown value Major method for prediction is regression
Linear and multiple regression
Non-linear regression
Prediction is different from classification
Classification refers to predict categorical class label
Prediction models continuous-valued functions
Predictive Modeling in Databases
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ed ct e ode g atabases
Predictive modeling: Predict data values or constructgeneralized linear models based on the database data.
One can only predict value ranges or categorydistributions
Method outline:
Minimal generalization
Attribute relevance analysis
Generalized linear model construction
Prediction
Determine the major factors which influence theprediction
Data relevance analysis: uncertainty measurement,entropy analysis, expert judgement, etc.
Multi-level prediction: drill-down and roll-up analysis
Regress Analysis and Log-Linear
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Linear regression: Y = + X Two parameters , and specify the line and are to be
estimated by using the data at hand.
using the least squares criterion to the known values ofY1, Y2, , X1, X2, .
Multiple regression: Y = b0 + b1 X1 + b2 X2.
Many nonlinear functions can be transformed into theabove.
e.g., X1 = X, X2 = X2
Regress Analysis and Log LinearModels in Prediction
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p
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
Classification Accuracy: Estimating
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y gError Rates
Partition: Training-and-testing
use two independent data sets, e.g., training set (2/3),test set(1/3)
used for data set with large number of samples
Cross-validation divide the data set into k subsamples S1, S2, , Sk
use k-1 subsamples as training data and one sub-sample
as test data --- k-fold cross-validation 1st iteration: S2, , Sk for training, S1 for test
2nd iteration: S1, S3, , Sk for training, S2 for test
Accuracy = correct classifications from k iterations / # samples
for data set with moderate size
Stratified cross-validation Class distribution in each fold is similar with that of the total samples
Bootstrapping (leave-one-out)
for small size data
Bagging and Boosting
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gg g g
Bagging (Fig. 7.17)
Sample St from S with replacement, then buildclassifier Ct
Given symptom (test data), ask multiple doctors(classifiers)
Voting
Bagging and Boosting
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gg g g
Boosting (Fig. 7.17)
Combining with weights instead of voting
Boosting increases classification accuracy
Applicable to decision trees or Bayesian classifier
Learn a series of classifiers, where each classifier inthe seriespays more attention to the examples
misclassified by its predecessor Boosting requires only linear time and constant
space
Boosting Technique (II) Algorithm
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g q ( ) g
Assign every example an equal weight 1/N
For t = 1, 2, , T do1. Obtain a hypothesis (classifier) h(t) under w(t)2. Calculate the error of h(t) and re-weight the
examples based on the error
3. Normalize w(t+1) to sum to 1
Output a weighted sum of all the hypothesis,with each hypothesis weighted according toits accuracy on the training set
Weight of classifiers, not that of examples
Chapter 7. Classification and Prediction
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p
What is classification? What is prediction?
Issues regarding classification and prediction Classification by decision tree induction
Bayesian Classification
Classification by backpropagation
Classification based on concepts fromassociation rule mining
Other Classification Methods
Prediction
Classification accuracy
Summary
Summary
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Classification is an extensively studiedproblem (mainly in statistics, machine learning& neural networks)
Classification is probably one of the mostwidely used data mining techniques with a lotof extensions
Scalability is still an important issue fordatabase applications: thus combiningclassification with database techniques shouldbe a promising topic
Research directions: classification of non-relational data, e.g., text, spatial, multimedia,etc..
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