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Predictive Data Mining in Very Large Data Sets: A Demonstration and Comparison Under Model Ensemble Dr. Hongwei “Patrick” Yang Educational Policy Studies & Evaluation College of Education University of Kentucky Lexington, KY Presented at the 2014 Modern Modeling Methods conference Overview The study demonstrates predictive data mining models under model ensemble in the context of analyzing large data Data mining is usually defined as the data-driven process of discovering meaningful hidden patterns in large amounts of data through automatic as well as manual means Modern Modeling Methods Conference 2014 2 Overview Many industries use data mining to address business problems, such as bankrupt prediction, risk management, fraud detection, etc. Such applications in data mining typically take advantage of predictive data mining models as learning machines with a primary focus on making good predictions Modern Modeling Methods Conference 2014 3 Overview Among many types of predictive data mining models are decision trees, neural networks, and (traditional) regression models: Decision tree: Identify the most significant split of the outcome at each layer Neural network: Model nonlinear associations For each of the models/learning machines presented above, the outcome can be either a categorical one or a numerical one Modern Modeling Methods Conference 2014 4 Overview On the other hand, model ensemble techniques have recently become popular thanks to the growing power of computation Bagging and boosting are two of the most popular ensemble techniques Modern Modeling Methods Conference 2014 5 Overview Model ensemble techniques are designed to create a model ensemble/committee containing multiple component/base models The committee of models are averaged or pooled in a certain manner to improve the stability and accuracy of predictions Modern Modeling Methods Conference 2014 6 Overview Model ensemble techniques can be incorporated into many types of predictive models/learning machines (tree, neural network, regression, etc.) Ensemble-based modeling can also be combined with common feature/subset selection procedures (genetic algorithm, stepwise method, all-possible-subsets, etc.) Modern Modeling Methods Conference 2014 7 Numerical examples To demonstrate the effectiveness of predictive data mining in discovering meaningful information from large data, the study chooses the three types of predictive models which are commonly used, and analyzes them under two large scale applications Modern Modeling Methods Conference 2014 8 Numerical examples To further improve the predictions from each type of model, model ensemble is implemented during the modeling process to pool predictions from individual component model For comparison purposes, all models are also fitted without creating any model ensemble Modern Modeling Methods Conference 2014 9 Numerical examples Besides, the models are each evaluated for goodness-of-fit and performance at the final stage using various fit statistics including average squared error, ROC index, misclassification rate, Gini coefficient, K-S statistic, as applicable The entire analysis is performed under SAS Enterprise Miner 7.1 Modern Modeling Methods Conference 2014 10 Numerical examples Example one: Physicochemical properties of protein tertiary structure data A numerical outcome: 45,730 cases Example two: Bank marketing data A categorical outcome: 41,188 cases Both data sets are retrieved from the UC Irvine (UCI) Machine Learning Repository Modern Modeling Methods Conference 2014 11 Example one: Numerical outcome Modern Modeling Methods Conference 2014 12 Example one: Numerical outcome Table 1. Comparison of Models based on Training Data under a Numerical Outcome. Model Description Average Squared Error Root Average Squared Error Maximum Absolute Error EnRegTreeNN 21.338 4.619 15.000 EnReg 22.874 4.783 14.818 EnNN 23.122 4.809 16.556 EnTree 25.193 5.019 16.131 NN 23.591 4.857 19.663 Reg 23.574 4.855 19.668 Tree 24.103 4.910 17.412 Modern Modeling Methods Conference 2014 13 Example one: Numerical outcome Ensemble models tend to be more effective in reducing errors, although it is not guaranteed Average squared error: Lower is better Root average squared error: Lower is better Maximum absolute error: Lower is better Modern Modeling Methods Conference 2014 14 Example two: Categorical outcome Modern Modeling Methods Conference 2014 15 Example two: Categorical outcome Table 2. Comparison of Models based on Training Data under a Categorical Outcome. Model Root Misclassification Roc Gini Kolmogorov Description Average Rate Index Coefficient -Smirnov Squared Statistic Error EnRegTreeNN EnReg EnNN EnTree Tree NN Reg 0.237 0.241 0.252 0.270 0.254 0.261 0.261 0.078 0.081 0.086 0.101 0.090 0.098 0.097 0.947 0.935 0.919 0.801 0.900 0.912 0.912 0.894 0.871 0.838 0.602 0.800 0.823 0.823 0.780 0.719 0.682 0.579 0.697 0.675 0.668 Bin-Based Gain Two-Way Kolmogorov -Smirnov Statistic 0.772 0.717 0.681 0.576 0.692 0.670 0.666 Modern Modeling Methods Conference 2014 504.305 455.744 428.767 395.325 441.595 400.087 408.710 Cumulative Lift 6.043 5.557 5.288 4.953 5.416 5.001 5.087 Cumulative Percent Captured Response 60.541 55.676 52.973 49.623 54.179 50.027 50.889 16 Example two: Categorical outcome Ensemble models typically have better discriminatory power among all models, as is indicated by each criterion Misclassification rate: Lower is better ROC index: Higher is better Gini coefficient: Higher is better K-S statistic: Higher is better Cumulative lift: Higher is better Cumulative percent captured response: Higher is better Modern Modeling Methods Conference 2014 17 Conclusions The study presents some initial evidence for the effectiveness of model ensemble in improving the performance of an individual learning machine (model) under a given type The study needs to be supplemented with additional information on the use of (real) bagging and boosting in improving the performance of individual learning machine Modern Modeling Methods Conference 2014 18 Conclusions The study provides applied researchers with more options beyond traditional regression modeling when reliable predictions are needed in their research The study serves as the foundation for a future research topic which adds feature selection to predictive data mining modeling under model ensemble for analyzing very large data sets Modern Modeling Methods Conference 2014 19 References Ao, S. 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