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Data Mining
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Lecture Notes for Go Over
Introduction to Data Mining
by
Minqi Zhou
© Tan,Steinbach, Kumar
Introduction to Data Mining
4/18/2004
1
Exam
Time 6.16, 8:00-10:00
 Room 文史楼 301

© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
What’s Data Mining?
 Many
Definitions
– Non-trivial extraction of implicit, previously
unknown and potentially useful information from
data
– Exploration & analysis, by automatic or
semi-automatic means, of
large quantities of data
in order to discover
meaningful patterns
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Data Mining Tasks

Prediction Methods
– Use some variables to predict unknown or future
values of other variables.

Description Methods
– Find human-interpretable patterns that describe the
data.
From [Fayyad, et.al.] Advances in Knowledge Discovery and Data Mining, 1996
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Data Mining Tasks...
Classification [Predictive]
 Clustering [Descriptive]
 Association Rule Discovery [Descriptive]
 Sequential Pattern Discovery [Descriptive]
 Regression [Predictive]
 Deviation Detection [Predictive]

© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Attribute Values

Attribute values are numbers or symbols assigned
to an attribute

Distinction between attributes and attribute values
– Same attribute can be mapped to different attribute
values

Example: height can be measured in feet or meters
– Different attributes can be mapped to the same set of
values
Example: Attribute values for ID and age are integers
 But properties of attribute values can be different

– ID has no limit but age has a maximum and minimum value
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Types of Attributes

There are different types of attributes
– Nominal

Examples: ID numbers, eye color, zip codes
– Ordinal

Examples: rankings (e.g., taste of potato chips on a scale
from 1-10), grades, height in {tall, medium, short}
– Interval

Examples: calendar dates, temperatures in Celsius or
Fahrenheit.
– Ratio

© Minqi Zhou
Examples: temperature in Kelvin, length, time, counts
Introduction to Data Mining
6/9/2014
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Aggregation

Combining two or more attributes (or objects) into
a single attribute (or object)

Purpose
– Data reduction

Reduce the number of attributes or objects
– Change of scale

Cities aggregated into regions, states, countries, etc
– More “stable” data

© Minqi Zhou
Aggregated data tends to have less variability
Introduction to Data Mining
6/9/2014
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Sampling …

The key principle for effective sampling is the
following:
– using a sample will work almost as well as using the
entire data sets, if the sample is representative
– A sample is representative if it has approximately the
same property (of interest) as the original set of data
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Dimensionality Reduction

Purpose:
– Avoid curse of dimensionality
– Reduce amount of time and memory required by data
mining algorithms
– Allow data to be more easily visualized
– May help to eliminate irrelevant features or reduce
noise

Techniques
– Principle Component Analysis
– Singular Value Decomposition
– Others: supervised and non-linear techniques
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Similarity and Dissimilarity

Similarity
– Numerical measure of how alike two data objects are.
– Is higher when objects are more alike.
– Often falls in the range [0,1]

Dissimilarity
– Numerical measure of how different are two data
objects
– Lower when objects are more alike
– Minimum dissimilarity is often 0
– Upper limit varies

Proximity refers to a similarity or dissimilarity
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Euclidean Distance

Euclidean Distance
dist 
n
 ( pk  qk )
2
k 1
Where n is the number of dimensions (attributes) and pk and qk
are, respectively, the kth attributes (components) or data
objects p and q.

Standardization is necessary, if scales differ.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Minkowski Distance

Minkowski Distance is a generalization of Euclidean
Distance
n
dist  (  | pk  qk
k 1
1
r r
|)
Where r is a parameter, n is the number of dimensions
(attributes) and pk and qk are, respectively, the kth attributes
(components) or data objects p and q.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Mahalanobis Distance
1
mahalanobis( p, q)  ( p  q)  ( p  q)
T
 is the covariance matrix of
the input data X
 j ,k
1 n

 ( X ij  X j )( X ik  X k )
n  1 i 1
For red points, the Euclidean distance is 14.7, Mahalanobis distance is 6.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Similarity Between Binary Vectors

Common situation is that objects, p and q, have only
binary attributes

Compute similarities using the following quantities
M01 = the number of attributes where p was 0 and q was 1
M10 = the number of attributes where p was 1 and q was 0
M00 = the number of attributes where p was 0 and q was 0
M11 = the number of attributes where p was 1 and q was 1

Simple Matching and Jaccard Coefficients
SMC = number of matches / number of attributes
= (M11 + M00) / (M01 + M10 + M11 + M00)
J = number of 11 matches / number of not-both-zero attributes values
= (M11) / (M01 + M10 + M11)

Cosine Similarity
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Techniques Used In Data Exploration

In EDA, as originally defined by Tukey
– The focus was on visualization

In our discussion of data exploration, we focus on
– Summary statistics
Frequency:
frequency, mode, percential
Location: mean, median
Spread: range, variance,
– Visualization
Histogram
Box
plot
Scatter plot
Matrix plot
– Online Analytical Processing (OLAP)
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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data exploration

Visualization
– Parallel Coordination
– Star plot, chernoff face

OLAP
– Multi-dimension array
– Data cube
Slice
dice
Roll-up,
© Minqi Zhou
drill-down
Introduction to Data Mining
6/9/2014
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Classification: Definition

Given a collection of records (training set )
– Each record contains a set of attributes, one of the
attributes is the class.


Find a model for class attribute as a function
of the values of other attributes.
Goal: previously unseen records should be
assigned a class as accurately as possible.
– A test set is used to determine the accuracy of the
model. Usually, the given data set is divided into
training and test sets, with training set used to build
the model and test set used to validate it.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
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Another Example of Decision Tree
MarSt
Tid Refund Marital
Status
Taxable
Income Cheat
1
Yes
Single
125K
No
2
No
Married
100K
No
3
No
Single
70K
No
4
Yes
Married
120K
No
5
No
Divorced 95K
Yes
6
No
Married
No
7
Yes
Divorced 220K
No
8
No
Single
85K
Yes
9
No
Married
75K
No
10
No
Single
90K
Yes
60K
Married
NO
Single,
Divorced
Refund
No
Yes
NO
TaxInc
< 80K
> 80K
YES
NO
There could be more than one tree that
fits the same data!
10
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
General Structure of Hunt’s Algorithm


Let Dt be the set of training records
that reach a node t
General Procedure:
– If Dt contains records that
belong the same class yt, then t
is a leaf node labeled as yt
– If Dt is an empty set, then t is a
leaf node labeled by the default
class, yd
– If Dt contains records that
belong to more than one class,
use an attribute test to split the
data into smaller subsets.
Recursively apply the
procedure to each subset.
© Minqi Zhou
Introduction to Data Mining
Tid Refund Marital
Status
Taxable
Income Cheat
1
Yes
Single
125K
No
2
No
Married
100K
No
3
No
Single
70K
No
4
Yes
Married
120K
No
5
No
Divorced 95K
Yes
6
No
Married
No
7
Yes
Divorced 220K
No
8
No
Single
85K
Yes
9
No
Married
75K
No
10
No
Single
90K
Yes
60K
10
Dt
?
6/9/2014
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Tree Induction

Greedy strategy.
– Split the records based on an attribute test that
optimizes certain criterion.

Issues
– Determine how to split the records
How
to specify the attribute test condition?
How
to determine the best split?
– Determine when to stop splitting
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Comparison among Splitting Criteria
For a 2-class problem:
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Practical Issues of Classification

Underfitting and Overfitting
– Insufficient records, data noise
– Evaluation decision trees
Re-substitution
Pre-pruning,

error, Generalization error
post-pruning
Missing Values
– In terms of the probability of visible data on class

Costs of Classification
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Underfitting and Overfitting
Overfitting
Underfitting: when model is too simple, both training and test errors are large
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Occam’s Razor

Given two models of similar generalization errors,
one should prefer the simpler model over the
more complex model

For complex models, there is a greater chance
that it was fitted accidentally by errors in data

Therefore, one should include model complexity
when evaluating a model
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Model Evaluation

Metrics for Performance Evaluation
– How to evaluate the performance of a model?
– Accuracy, cost

Methods for Performance Evaluation
– How to obtain reliable estimates?
– Handout, subsampling, cross validation

Methods for Model Comparison
– How to compare the relative performance among
competing models?
– ROC curve
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Definition: Frequent Itemset

Itemset
– A collection of one or more items

Example: {Milk, Bread, Diaper}
– k-itemset


An itemset that contains k items
Support count ()
– Frequency of occurrence of an itemset
– E.g. ({Milk, Bread,Diaper}) = 2

Support
TID
Items
1
Bread, Milk
2
3
4
5
Bread, Diaper, Beer, Eggs
Milk, Diaper, Beer, Coke
Bread, Milk, Diaper, Beer
Bread, Milk, Diaper, Coke
– Fraction of transactions that contain an
itemset
– E.g. s({Milk, Bread, Diaper}) = 2/5

Frequent Itemset
– An itemset whose support is greater
than or equal to a minsup threshold
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Mining Association Rules

Two-step approach:
1. Frequent Itemset Generation
–
Generate all itemsets whose support  minsup
2. Rule Generation
–

Generate high confidence rules from each frequent itemset,
where each rule is a binary partitioning of a frequent itemset
Frequent itemset generation is still
computationally expensive
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Reducing Number of Candidates

Apriori principle:
– If an itemset is frequent, then all of its subsets must also
be frequent

Apriori principle holds due to the following property
of the support measure:
X , Y : ( X  Y )  s( X )  s(Y )
– Support of an itemset never exceeds the support of its
subsets
– This is known as the anti-monotone property of support
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Apriori Algorithm
Frequent itemset generation
 Frequent itemset support computation

– Brute-force
– Hash-tree

Rule generation
– Rule generated under the same itemset
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Maximal vs Closed Itemsets
Frequent
Itemsets
Closed
Frequent
Itemsets
Maximal
Frequent
Itemsets
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
FP-growth Algorithm

Use a compressed representation of the
database using an FP-tree

Once an FP-tree has been constructed, it uses a
recursive divide-and-conquer approach to mine
the frequent itemsets
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
FP-tree construction
null
After reading TID=1:
TID
1
2
3
4
5
6
7
8
9
10
Items
{A,B}
{B,C,D}
{A,C,D,E}
{A,D,E}
{A,B,C}
{A,B,C,D}
{B,C}
{A,B,C}
{A,B,D}
{B,C,E}
A:1
B:1
After reading TID=2:
null
B:1
A:1
B:1
C:1
D:1
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
FP-Tree Construction
TID
1
2
3
4
5
6
7
8
9
10
Items
{A,B}
{B,C,D}
{A,C,D,E}
{A,D,E}
{A,B,C}
{A,B,C,D}
{B,C}
{A,B,C}
{A,B,D}
{B,C,E}
Header table
Item
Pointer
A
B
C
D
E
© Minqi Zhou
Transaction
Database
null
B:3
A:7
B:5
C:1
D:1
C:3
D:1
D:1
C:3
D:1
D:1
E:1
E:1
E:1
Pointers are used to assist
frequent itemset generation
Introduction to Data Mining
6/9/2014
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FP-growth
C:1
Conditional Pattern base
for D:
P = {(A:1,B:1,C:1),
(A:1,B:1),
(A:1,C:1),
(A:1),
(B:1,C:1)}
D:1
Recursively apply FPgrowth on P
null
A:7
B:5
B:1
C:1
C:3
D:1
D:1
D:1
D:1
© Minqi Zhou
Introduction to Data Mining
Frequent Itemsets found
(with sup > 1):
AD, BD, CD, ACD, BCD
6/9/2014
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Rule Generation

How to efficiently generate rules from frequent
itemsets?
– In general, confidence does not have an antimonotone property
c(ABC D) can be larger or smaller than c(AB D)
– But confidence of rules generated from the same
itemset has an anti-monotone property
– e.g., L = {A,B,C,D}:
c(ABC  D)  c(AB  CD)  c(A  BCD)
Confidence is anti-monotone w.r.t. number of items on the
RHS of the rule

© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Types of Clusterings

A clustering is a set of clusters

Important distinction between hierarchical and
partitional sets of clusters

Partitional Clustering
– A division data objects into non-overlapping subsets (clusters)
such that each data object is in exactly one subset

Hierarchical clustering
– A set of nested clusters organized as a hierarchical tree
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
K-means Clustering

Partitional clustering approach

Each cluster is associated with a centroid (center point)

Each point is assigned to the cluster with the closest
centroid

Number of clusters, K, must be specified

The basic algorithm is very simple
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Evaluating K-means Clusters

Most common measure is Sum of Squared Error (SSE)
– For each point, the error is the distance to the nearest cluster
– To get SSE, we square these errors and sum them.
K
SSE    dist 2 (mi , x )
i 1 xCi
– x is a data point in cluster Ci and mi is the representative point for
cluster Ci

can show that mi corresponds to the center (mean) of the cluster
– Given two clusters, we can choose the one with the smallest
error
– One easy way to reduce SSE is to increase K, the number of
clusters
A good clustering with smaller K can have a lower SSE than a poor
clustering with higher K

© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Hierarchical Clustering

Two main types of hierarchical clustering
– Agglomerative:

Start with the points as individual clusters
At each step, merge the closest pair of clusters until only one cluster
(or k clusters) left

– Divisive:

Start with one, all-inclusive cluster
At each step, split a cluster until each cluster contains a point (or
there are k clusters)


Traditional hierarchical algorithms use a similarity or
distance matrix
– Merge or split one cluster at a time
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
How to Define Inter-Cluster Similarity
p1
Similarity?
p2
p3
p4 p5
p1
p2
p3
p4





p5
MIN
.
MAX
.
Group Average
.
Proximity Matrix
Distance Between Centroids
Other methods driven by an objective
function
– Ward’s Method uses squared error
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
...
DBSCAN

DBSCAN is a density-based algorithm.
–
Density = number of points within a specified radius (Eps)
–
A point is a core point if it has more than a specified number
of points (MinPts) within Eps

These are points that are at the interior of a cluster
–
A border point has fewer than MinPts within Eps, but is in
the neighborhood of a core point
–
A noise point is any point that is not a core point or a border
point.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Measures of Cluster Validity

Numerical measures that are applied to judge various aspects
of cluster validity, are classified into the following three types.
– External Index: Used to measure the extent to which cluster labels
match externally supplied class labels.

Entropy
– Internal Index: Used to measure the goodness of a clustering
structure without respect to external information.

Sum of Squared Error (SSE)
– Relative Index: Used to compare two different clusterings or
clusters.


Often an external or internal index is used for this function, e.g., SSE or
entropy
Sometimes these are referred to as criteria instead of indices
– However, sometimes criterion is the general strategy and index is the
numerical measure that implements the criterion.
© Minqi Zhou
Introduction to Data Mining
6/9/2014
‹#›
Using Similarity Matrix for Cluster Validation

Order the similarity matrix with respect to cluster
labels and inspect visually.
1
1
0.9
0.8
0.7
Points
y
0.6
0.5
0.4
0.3
0.2
0.1
0
10
0.9
20
0.8
30
0.7
40
0.6
50
0.5
60
0.4
70
0.3
80
0.2
90
0.1
100
0
0.2
0.4
0.6
0.8
1
x
© Minqi Zhou
Introduction to Data Mining
20
40
60
80
0
100 Similarity
Points
6/9/2014
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