Classifications and Predictions

• 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 from association rule
mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Classification
• Classification is the process of finding a model
(or function) that describes and distinguishes data
classes or concepts, for the purpose of being able
to use the model to predict the class of objects
whose class label is unknown.
• The derived model is based on the analysis of a
set of training data (i.e., data objects whose class
label is known).
• Example 1.7 Classification and prediction. Suppose,
as sales manager of AllElectronics, you would like to
classify a large set of items in the store, based on
three kinds of responses to a sales campaign: good
response, mild response, and no response.
• You would like to derive a model for each of these
three classes based on the descriptive features of the
items, such as price, brand, place made, type, and
category.
• The resulting classification should maximally
distinguish each class from the others, presenting an
organized picture of the data set.
 Classification vs. Prediction
• Classification:
– predicts categorical class labels
– classifies data (constructs a model) based on the training set and
the values (class labels) in a classifying attribute and uses it in
classifying new data
• Prediction:
– models continuous-valued functions, i.e., predicts unknown or
missing values
• Typical Applications
– credit approval
– target marketing
– medical diagnosis
– treatment effectiveness analysis
• Large data sets: disk-resident rather than memory-resident
data
 Classification—A Two-Step Process
• Model construction: describing a set of predetermined classes
– Each tuple is assumed to belong to a predefined class, as determined
by the class label attribute (supervised learning)
– 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 previously unseen objects
– Estimate accuracy of the model using a test set
• The known label of test sample is compared with the classified
result from the model
• Accuracy rate is the percentage of test set samples that are
correctly classified by the model
• Test set is independent of training set, otherwise over-fitting will
occur
 Classification Process: Model
Construction
Classification
Algorithms
Training
Data

NAME RANK YEARS TENURED Classifier

Mike Assistant Prof 3 no (Model)
Mary Assistant Prof 7 yes
Bill Professor 2 yes
Jim Associate Prof 7 yes IF rank = ‘professor’
Dave Assistant Prof 6 no
OR years > 6
Anne Associate Prof 3 no
THEN tenured = ‘yes’
 Classification Process: Model
usage in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NAME RANK YEARS TENURED
Tom Assistant Prof 2 no Tenured?
Merlisa Associate Prof 7 no
George Professor 5 yes
Joseph Assistant Prof 7 yes
 Supervised vs. Unsupervised
Learning
• Supervised learning (classification)
– Supervision: The training data (observations,
measurements, etc.) are accompanied by labels indicating
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. the aim is
to establish the existence of classes or clusters in the data
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Issues regarding classification and
prediction: Data Preparation
• Data cleaning
– Preprocess data in order to reduce noise and handle missing
values
• Relevance analysis (feature selection)
– Remove the irrelevant or redundant attributes
• Data transformation
– Generalize and/or normalize data
Issues regarding classification and prediction:
Evaluating Classification Methods
• Predictive accuracy
• Speed and scalability
– time to construct the model
– time to use the model
– efficiency in disk-resident databases
• Robustness
– handling noise and missing values
• Interpretability:
– understanding and insight provided by the model
• Goodness of rules
– decision tree size
– compactness of classification rules
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Classification by Decision Tree
Induction
• Decision trees basics (covered earlier)
• 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 for each attribute
• May need other tools, such as clustering, to get the possible split
values
• Can be modified for categorical attributes
• Avoid overfitting
• Extract classification rules from trees
 Gini Index (IBM IntelligentMiner)
• If a data set T contains examples from n classes, gini
n 2
index, gini(T) is defined as gini(T ) 1  p j
j 1
where pj is the relative frequency of class j in T.
• If a data set T is split into two subsets T1 and T2 with
sizes N1 and N2 respectively, the gini index of the split
data contains examples from n classes, the gini index
gini(T) is defined as gini split (T ) N 1 gini(T 1)  N 2 gini(T 2)
N N

• The attribute provides the smallest ginisplit(T) is chosen to

split the node (need to enumerate all possible splitting
points for each attribute).
 Approaches to Determine the
Final Tree Size
• Separate training (2/3) and testing (1/3) sets
• Use cross validation, e.g., 10-fold cross validation
• Use all the data for training
– but apply a statistical test (e.g., chi-square) to estimate
whether expanding or pruning a node may improve the
entire distribution
• Use minimum description length (MDL) principle:
– halting growth of the tree when the encoding is minimized
 Enhancements to basic decision
tree induction
• Allow for continuous-valued attributes
– Dynamically define new discrete-valued attributes that
partition the continuous attribute value into a discrete 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, and replication
 Classification in Large Databases
• Classification—a classical problem extensively studied
by statisticians and machine learning researchers
• Scalability: Classifying data sets with millions of
examples and hundreds of attributes with reasonable
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 other methods
 Scalable Decision Tree Induction
• Partition the data into subsets and build a decision tree
for each subset?
• SLIQ (EDBT’96 — Mehta et al.)
– builds an index for each attribute and only the class list and
the current attribute list reside in memory
• SPRINT (VLDB’96 — J. Shafer et al.)
– constructs an attribute list data structure
• PUBLIC (VLDB’98 — Rastogi & Shim)
– integrates tree splitting and tree pruning: stop growing the
tree earlier
• RainForest (VLDB’98 — 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)
 Data Cube-Based Decision-
Tree Induction
• Integration of generalization with decision-tree
induction (Kamber et al’97).
• 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.
Presentation of Classification Results
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Bayesian Classification: Why?
• Probabilistic learning:
– Calculate explicit probabilities for hypothesis
– Among the most practical approaches to certain types of
learning problems
• Incremental:
– Each training example can incrementally increase/decrease the
probability that a hypothesis is correct.
– Prior knowledge can be combined with observed data.
• Probabilistic prediction:
– Predict multiple hypotheses, weighted by their probabilities
• Standard:
– Even when Bayesian methods are computationally intractable,
they can provide a standard of optimal decision making against
which other methods can be measured
 Bayesian Theorem
• Given training data D, posteriori probability of a
hypothesis h, P(h|D) follows the Bayes theorem

P(h | D) P(D | h)P(h)

P(D)
• MAP (maximum posteriori) hypothesis

h arg max P(h | D) arg max P(D | h)P(h).

MAP hH hH
• Practical difficulties:
– require initial knowledge of many probabilities
– significant computational cost
 Bayesian classification
• The classification problem may be formalized
using a-posteriori probabilities:
• P(C|X) = prob. that the sample tuple
X=<x1,…,xk> is of class C.

• E.g. P(class=N | outlook=sunny,windy=true,…)

• Idea: assign to sample X the class label C such

that P(C|X) is maximal
 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!
 Naïve Bayesian Classification
• Naïve 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 of samples
having value xi as i-th attribute in class C
• If i-th attribute is continuous:
P(xi|C) is estimated thru a Gaussian density function
• Computationally easy in both cases
 Play-tennis example: estimating P(xi|C)
outlook
Outlook Temperature Humidity Windy Class P(sunny|p) = 2/9 P(sunny|n) = 3/5
sunny hot high false N
sunny hot high true N P(overcast|p) = 4/9 P(overcast|n) = 0
overcast hot high false P
rain mild high false P P(rain|p) = 3/9 P(rain|n) = 2/5
rain cool normal false P
rain cool normal true N
temperature
overcast cool normal true P
sunny mild high false N P(hot|p) = 2/9 P(hot|n) = 2/5
sunny cool normal false P
rain mild normal false P P(mild|p) = 4/9 P(mild|n) = 2/5
sunny mild normal true P
overcast mild high true P
P(cool|p) = 3/9 P(cool|n) = 1/5
overcast hot normal false P
rain mild high true N
humidity
P(high|p) = 3/9 P(high|n) = 4/5
P(normal|p) = 6/9 P(normal|n) = 2/5
windy
P(p) = 9/14
P(true|p) = 3/9 P(true|n) = 3/5
P(n) = 5/14 P(false|p) = 6/9 P(false|n) = 2/5
 Play-tennis example: classifying X
• An unseen sample X = <rain, hot, high, false>

• P(X|p)·P(p) =
P(rain|p)·P(hot|p)·P(high|p)·P(false|p)·P(p) =
3/9·2/9·3/9·6/9·9/14 = 0.010582
• P(X|n)·P(n) =
P(rain|n)·P(hot|n)·P(high|n)·P(false|n)·P(n) =
2/5·2/5·4/5·2/5·5/14 = 0.018286

• Sample X is classified in class n (don’t play)

 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 reasoning with
causal relationships between attributes
– Decision trees, that reason on one attribute at a time,
considering most important attributes first
 Bayesian Belief Networks
Family
Smoker
History
(FH, S) (FH, ~S)(~FH, S) (~FH, ~S)

LC 0.8 0.5 0.7 0.1

LungCancer Emphysema ~LC 0.2 0.5 0.3 0.9

The conditional probability table

for the variable LungCancer
PositiveXRay Dyspnea

Bayesian Belief Networks

 Bayesian Belief Networks
• Bayesian belief network allows a subset of the
variables conditionally independent
• A graphical model of causal relationships
• Several cases of learning Bayesian belief networks
– 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
• Classification process returns a prob. distribution for
the class label attribute (not just a single class label)
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Neural Networks
A set of connected input/output units where each connection has
a weight associated with it
• Advantages
– prediction accuracy is generally high
– robust, works when training examples contain errors
– output may be discrete, real-valued, or a vector of several
discrete or real-valued attributes
– fast evaluation of the learned target function
• Criticism
– long training time
– require (typically empirically determined) parameters
(e.g. network topology)
– difficult to understand the learned function (weights)
– not easy to incorporate domain knowledge
 A Neuron
- mk
x0 w0
x1 w1
å f
output y
xn wn

Input weight weighted Activation

vector x vector w sum function
• The n-dimensional input vector x is mapped into
variable y by means of the scalar product and a
nonlinear function mapping
 Network Training
• The ultimate objective of training
– obtain a set of weights that makes almost all the tuples 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
 Multi-Layer Perceptron

Output vector
Err j O j (1  O j ) Errk w jk
Output nodes k

 j  j  (l) Err j
wij wij  (l ) Err j Oi
Hidden nodes Err j O j (1  O j )(T j  O j )
wij 1
Oj   Ij
1 e
Input nodes
I j  wij Oi   j
i

Input vector: xi
 Agenda
• What is classification? What is prediction?
• Issues regarding classification and prediction
• Classification by decision tree induction
• Bayesian Classification
• Classification by backpropagation
• Support Vector Machines
• Classification based on concepts from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 SVM—Support Vector Machines
• A new classification method for both linear and nonlinear data
• It uses a nonlinear mapping to transform the original training
data into a higher dimension
• With the new dimension, it searches for the linear optimal
separating hyperplane (i.e., “decision boundary”)
• With an appropriate nonlinear mapping to a sufficiently high
dimension, data from two classes can always be separated by a
hyperplane
• SVM finds this hyperplane using support vectors (“essential”
training tuples) and margins (defined by the support vectors)
 SVM—History and Applications
• Vapnik and colleagues (1992)—groundwork from Vapnik &
Chervonenkis’ statistical learning theory in 1960s
• Features: training can be slow but accuracy is high owing to
their ability to model complex nonlinear decision boundaries
(margin maximization)
• Used both for classification and prediction
• Applications:
– handwritten digit recognition, object recognition, speaker identification,
benchmarking time-series prediction tests
 SVM—General Philosophy

Small Margin Large Margin

Support Vectors
SVM—Margins and Support Vectors
SVM—When Data Is Linearly Separable

Let data D be (X1, y1), …, (X|D|, y|D|), where Xi is the set of training
tuples associated with the class labels yi
There are infinite lines (hyperplanes) separating the two classes but
we want to find the best one (the one that minimizes classification
error on unseen data)
SVM searches for the hyperplane with the largest margin, i.e.,
maximum marginal hyperplane (MMH)
 SVM—Linearly Separable
• A separating hyperplane can be written as
W●X+b=0
where W={w1, w2, …, wn} is a weight vector and b a scalar (bias)
• For 2-D it can be written as
w0 + w 1 x1 + w 2 x2 = 0
• The hyperplane defining the sides of the margin:
H1: w 0 + w 1 x1 + w 2 x2 ≥ 1 for yi = +1, and
H2: w0 + w1 x1 + w2 x2 ≤ – 1 for yi = –1
• Any training tuples that fall on hyperplanes H1 or H2 (i.e., the
sides defining the margin) are support vectors
• This becomes a constrained (convex) quadratic optimization
problem: Quadratic objective function and linear constraints 
Quadratic Programming (QP)  Lagrangian multipliers
Why Is SVM Effective on High Dimensional
Data?
• The complexity of trained classifier is characterized by the # of support
vectors rather than the dimensionality of the data
• The support vectors are the essential or critical training examples —they lie
closest to the decision boundary (MMH)
• If all other training examples are removed and the training is repeated, the
same separating hyperplane would be found
• The number of support vectors found can be used to compute an (upper)
bound on the expected error rate of the SVM classifier, which is independent
of the data dimensionality
• Thus, an SVM with a small number of support vectors can have good
generalization, even when the dimensionality of the data is high
 A2

SVM—Linearly Inseparable
• Transform the original input data into a higher A1

dimensional space

• Search for a linear separating hyperplane in the new

space
 SVM—Kernel functions
• Instead of computing the dot product on the transformed data
tuples, it is mathematically equivalent to instead applying a
kernel function K(Xi, Xj) to the original data, i.e., K(Xi, Xj) =
Φ(Xi) Φ(Xj)
• Typical Kernel Functions

• SVM can also be used for classifying multiple (> 2) classes and
for regression analysis (with additional user parameters)
Scaling SVM by Hierarchical MicroClustering
• SVM is not scalable to the number of data objects in
terms of training time and memory usage
• “Classifying Large Datasets Using SVMs with
Hierarchical Clusters Problem” by Hwanjo Yu, Jiong
Yang, Jiawei Han, KDD’03
• CB-SVM (Clustering-Based SVM)
– Given limited amount of system resources (e.g., memory),
maximize the SVM performance in terms of accuracy and the
training speed
– Use micro-clustering to effectively reduce the number of points to
be considered
– At deriving support vectors, de-cluster micro-clusters near
“candidate vector” to ensure high classification accuracy
 CB-SVM: Clustering-Based SVM
• Training data sets may not even fit in memory
• Read the data set once (minimizing disk access)
– Construct a statistical summary of the data (i.e., hierarchical clusters)
given a limited amount of memory
– The statistical summary maximizes the benefit of learning SVM

• The summary plays a role in indexing SVMs

• Essence of Micro-clustering (Hierarchical indexing structure)
– Use micro-cluster hierarchical indexing structure
• provide finer samples closer to the boundary and coarser samples
farther from the boundary
– Selective de-clustering to ensure high accuracy
CF-Tree: Hierarchical Micro-cluster
 CB-SVM Algorithm: Outline
• Construct two CF-trees from positive and negative
data sets independently
– Need one scan of the data set
• Train an SVM from the centroids of the root
entries
• De-cluster the entries near the boundary into the
next level
– The children entries de-clustered from the parent
entries are accumulated into the training set with the
non-declustered parent entries
• Train an SVM again from the centroids of the
entries in the training set
• Repeat until nothing is accumulated
 Selective Declustering
• CF tree is a suitable base structure for selective
declustering
• De-cluster only the cluster Ei such that
– Di – Ri < Ds, where Di is the distance from the boundary to
the center point of Ei and Ri is the radius of Ei
– Decluster only the cluster whose subclusters have
possibilities to be the support cluster of the boundary
• “Support cluster”: The cluster whose centroid is a
support vector
Experiment on Synthetic Dataset
Experiment on a Large Data Set
 SVM vs. Neural Network
• SVM • Neural Network
– Relatively new – Relatively old
– Nondeterministic
concept
algorithm
– Deterministic – Generalizes well but
algorithm doesn’t have strong
– Nice Generalization mathematical
properties foundation
– Can easily be learned in
– Hard to learn –
incremental fashion
learned in batch mode – To learn complex
using quadratic functions—use
 SVM Related Links
• SVM Website
– http://www.kernel-machines.org/

• Representative implementations
– LIBSVM: an efficient implementation of SVM, multi-class

classifications, nu-SVM, one-class SVM, including also various

interfaces with java, python, etc.
– SVM-light: simpler but performance is not better than LIBSVM, support

only binary classification and only C language

– SVM-torch: another recent implementation also written in C.
 SVM—Introduction Literature
• “Statistical Learning Theory” by Vapnik: extremely hard to understand,
containing many errors too.
• C. J. C. Burges.
A Tutorial on Support Vector Machines for Pattern Recognition. Knowledge
Discovery and Data Mining, 2(2), 1998.
– Better than the Vapnik’s book, but still written too hard for introduction, and the
examples are so not-intuitive
• The book “An Introduction to Support Vector Machines” by N. Cristianini
and J. Shawe-Taylor
– Also written hard for introduction, but the explanation about the mercer’s
theorem is better than above literatures
• The neural network book by Haykins
– Contains one nice chapter of SVM introduction
 Agenda
• What is classification? What is prediction?
• Issues regarding classification and prediction
• Classification by decision tree induction
• Bayesian Classification
• Classification by backpropagation
• Support Vector Machines
• Classification based on concepts from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Association-Based Classification

• Several methods for association-based classification

– ARCS: Quantitative association mining and clustering of
association rules (Lent et al’97)
• It beats C4.5 in (mainly) scalability and also accuracy
– Associative classification: (Liu et al’98)
• It mines high support and high confidence rules in the form of
“cond_set => y”, where y is a class label
– CAEP (Classification by aggregating emerging patterns)
(Dong et al’99)
• Emerging patterns (EPs): the itemsets whose support increases
significantly from one class to another
• Mine Eps based on minimum support and growth rate
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Other Classification Methods
• k-nearest neighbor classifier
• case-based reasoning
• Genetic algorithm
• Rough set approach
• Fuzzy set approaches
 Instance-Based Methods
• Instance-based learning (or learning by ANALOGY):
– Store training examples and delay the processing (“lazy
evaluation”) until a new instance must be classified
• 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
• All instances correspond to points in the n-D space.
• The nearest neighbors 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 common
value among the k training examples nearest to xq.
• Vonoroi diagram: the decision surface induced by 1-NN
for a typical set of training examples.

_
_
_ _ .
+
_ .
+
xq + . . .
_
+ .
 Discussion on the k-NN Algorithm
• The k-NN algorithm for continuous-valued target
functions
– Calculate the mean values of the k nearest neighbors
• Distance-weighted nearest neighbor algorithm
– Weight the contribution of each of the k neighbors according
to their distance to the query point xq w 1
d ( xq , xi )2
• 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 neighbors
could be dominated by irrelevant attributes.
– To overcome it, axes stretch or elimination of the least
relevant attributes.
 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 et
al’92)
• Methodology
– Instances represented by rich symbolic descriptions (e.g.,
function graphs)
– Multiple retrieved cases may be combined
– Tight coupling between case retrieval, knowledge-based
reasoning, and problem solving
• Research issues
– Indexing based on syntactic similarity measure, and when
failure, backtracking, and adapting to additional cases
 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 when deciding 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 time predicting
• Accuracy
– Lazy method effectively uses a richer hypothesis space since it uses many
local linear functions to form its implicit global approximation to the target
function
– Eager: must commit to a single hypothesis that covers the entire instance
space
 Genetic Algorithms –
Evolutionary Approach
• GA: based on an analogy to biological evolution
• Each rule is represented by a string of bits
• An initial population is created consisting of randomly
generated 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 new
population is formed to consists of the fittest rules and
their offsprings
• The fitness of a rule is represented by its classification
accuracy on a set of training examples
• Offsprings are generated by crossover and mutation
 Rough Set Approach
• Rough sets are used to approximately or “roughly” define
equivalent classes (applied to discrete-valued attributes)
• A rough set for a given class C is approximated by two
sets: a lower approximation (certain to be in C) and an
upper approximation (cannot be described as not
belonging to C)
• Also used for feature reduction: Finding the minimal
subsets (reducts) of attributes (for feature reduction) is
NP-hard but a discernibility matrix (that stores differences
between attribute values for each pair of samples) is used
to reduce the computation intensity
 Fuzzy Set
Approaches
• Fuzzy logic uses truth values between 0.0 and 1.0 to
represent 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 value may
apply
• Each applicable rule contributes a vote for membership in
the categories
• Typically, the truth values for each predicted category are
summed
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 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
• Predictive modeling:
– Predict data values or construct generalized linear models
based on the database data.
– predict value ranges or category distributions
• Method outline:
– Minimal generalization
– Attribute relevance analysis
– Generalized linear model construction
– Prediction
• Determine the major factors which influence the
prediction
– Data relevance analysis: uncertainty measurement, entropy
analysis, expert judgement, etc.
• Multi-level prediction: drill-down and roll-up analysis
 Regress Analysis and Log-Linear
Models in Prediction
• Linear regression: Y =  +  X
– Two parameters ,  and  specify the (Y-intercept
and slope of the) line and are to be estimated by
using the data at hand.
– using the least squares criterion to the known values
of (X1,Y1), (X2,Y2), …, (Xs,Ys)


s
( xi  x )( yi  y )
 i 1
s
,  y   x
 i
( x
i 1
 x ) 2
Regress Analysis and Log-Linear
Models in Prediction
• Multiple regression: Y = a + b1 X1 + b2 X2.
– More than one predictor variable
– Many nonlinear functions can be transformed into the
above.
• Nonlinear regression: Y = a + b1 X + b2 X2 + b3 X3.
• Log-linear models:
– They approximate discrete multidimensional probability
distributions (multi-way table of joint probabilities) by a
product of lower-order tables.
– Probability: p(a, b, c, d) = ab acad bcd
 Locally Weighted Regression
• Construct an explicit approximation to f over a local
region surrounding query instance xq.
• Locally weighted linear regression:
– The target function f is approximated near xq using the linear
function: f ( x) w  w a ( x)wnan ( x)
0 1 1
– minimize the squared error: distance-decreasing weight K
E ( xq ) 1  ( f ( x)  f ( x))2 K (d ( xq , x))
2 xk _nearest _neighbors_of _ x
– the gradient descent training rule: q
w j   K (d ( xq , x))(( f ( x)  f ( x))a j ( x)
x k _ nearest _ neighbors_ of _ xq
• In most cases, the target function is approximated by a
constant, linear, or quadratic function.
Prediction: Numerical Data
Prediction: Categorical Data
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Classifier Accuracy C1 C2
C1 True positive False negative
Measures C2 False positive True negative
classes buy_computer = yes buy_computer = no total recognition(%)
buy_computer = yes 6954 46 7000 99.34
buy_computer = no 412 2588 3000 86.27
total 7366 2634 10000 95.52
• Accuracy of a classifier M, acc(M): percentage of test set tuples
that are correctly classified by the model M
– Error rate (misclassification rate) of M = 1 – acc(M)
– Given m classes, CMi,j, an entry in a confusion matrix, indicates # of tuples
in class i that are labeled by the classifier as class j
• Alternative accuracy measures (e.g., for cancer diagnosis)
sensitivity = t-pos/pos /* true positive recognition rate */
specificity = t-neg/neg /* true negative recognition rate */
precision = t-pos/(t-pos + f-pos)
accuracy = sensitivity * pos/(pos + neg) + specificity * neg/(pos + neg)
– This model can also be used for cost-benefit analysis
 Predictor Error Measures
• Measure predictor accuracy: measure how far off the predicted
value is from the actual known value
• Loss function: measures the error betw. yi and the predicted
value yi’
– Absolute error: | yi – yi’|
– Squared error: (yi – yi’)2
• Test error (generalization error): the average loss over
d
d

 | y  y '| i i
 ( ythe
 y 'test
) set
i 1
i i
2

– Mean absolute error: i 1

d Mean squared error: d

d
d

| y
i 1
i  yi ' |  ( yi  yi ' ) 2
i 1
d

– Relative absolute error:  | y  y|

Relative squared error:
d

(y  y)2
i
i 1
i
i 1

The mean squared-error exaggerates the presence of outliers

Popularly use (square) root mean-square error, similarly, root relative squared
error
 Evaluating the Accuracy of a
Classifier or Predictor (I)
• Holdout method
– Given data is randomly partitioned into two independent sets
• Training set (e.g., 2/3) for model construction
• Test set (e.g., 1/3) for accuracy estimation
– Random sampling: a variation of holdout
• Repeat holdout k times, accuracy = avg. of the accuracies obtained
• Cross-validation (k-fold, where k = 10 is most popular)
– Randomly partition the data into k mutually exclusive subsets, each
approximately equal size
– At i-th iteration, use Di as test set and others as training set
– Leave-one-out: k folds where k = # of tuples, for small sized data
– Stratified cross-validation: folds are stratified so that class dist. in each
fold is approx. the same as that in the initial data
Evaluating the Accuracy of a Classifier
or Predictor (II)
• Bootstrap
– Works well with small data sets
– Samples the given training tuples uniformly with replacement
• i.e., each time a tuple is selected, it is equally likely to be selected
again and re-added to the training set
• Several boostrap methods, and a common one is .632 boostrap
– Suppose we are given a data set of d tuples. The data set is sampled d times, with
replacement, resulting in a training set of d samples. The data tuples that did not
make it into the training set end up forming the test set. About 63.2% of the
original data will end up in the bootstrap, and the remaining 36.8% will form the
test set (since (1 – 1/d)d ≈ e-1 = 0.368)
– Repeat the sampling procedue
k
k times, overall accuracy of the) model:

acc( M )  (0.632 acc( M )
i 1
0.368 acc( M )
i test _ set i train _ set
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Ensemble methods, Bagging, Boosting
• Summary
Ensemble Methods: Increasing the Accuracy

• Ensemble methods
– Use a combination of models to increase accuracy
– Combine a series of k learned models, M1, M2, …, Mk, with
the aim of creating an improved model M*
• Popular ensemble methods
– Bagging: averaging the prediction over a collection of
classifiers
– Boosting: weighted vote with a collection of classifiers
– Ensemble: combining a set of heterogeneous classifiers
 Bagging: Boostrap Aggregation
• Analogy: Diagnosis based on multiple doctors’ majority vote
• Training
– Given a set D of d tuples, at each iteration i, a training set Di of d tuples is
sampled with replacement from D (i.e., boostrap)
– A classifier model Mi is learned for each training set Di
• Classification: classify an unknown sample X
– Each classifier Mi returns its class prediction
– The bagged classifier M* counts the votes and assigns the class with the
most votes to X
• Prediction: can be applied to the prediction of continuous values
by taking the average value of each prediction for a given test
tuple
• Accuracy
– Often significant better than a single classifier derived from D
– For noise data: not considerably worse, more robust
–
 Boosting
• Analogy: Consult several doctors, based on a combination of weighted
diagnoses—weight assigned based on the previous diagnosis accuracy
• How boosting works?
– Weights are assigned to each training tuple
– A series of k classifiers is iteratively learned
– After a classifier Mi is learned, the weights are updated to allow the subsequent
classifier, Mi+1, to pay more attention to the training tuples that were misclassified
by Mi
– The final M* combines the votes of each individual classifier, where the weight of
each classifier's vote is a function of its accuracy
• The boosting algorithm can be extended for the prediction of continuous
values
• Comparing with bagging: boosting tends to achieve greater accuracy, but it
also risks overfitting the model to misclassified data
Adaboost (Freund and Schapire, 1997)
• Given a set of d class-labeled tuples, (X1, y1), …, (Xd, yd)
• Initially, all the weights of tuples are set the same (1/d)
• Generate k classifiers in k rounds. At round i,
– Tuples from D are sampled (with replacement) to form a
training set Di of the same size
– Each tuple’s chance of being selected is based on its weight
– A classification model Mi is derived from Di
– Its error rate is calculated using Di as a test set
– If a tuple is misclassified, its weight is increased, o.w. it is
decreased
• Error rate: err(Xj) is the misclassification error of tuple
Xj. Classifier Mi error rate is the sum of the weights of
the misclassified tuples: d
error ( M i )  w j err ( X j )
j

1  error ( M i )
log
• The weight of classifier Mi’s vote is error ( M i )
 Model Selection: ROC Curves
• ROC (Receiver Operating Characteristics)
curves: for visual comparison of
classification models
• Originated from signal detection theory
• Shows the trade-off between the true
positive rate and the false positive rate
• The area under the ROC curve is a
measure of the accuracy of the model
• Rank the test tuples in decreasing order: • Vertical axis: true positive rate
the one that is most likely to belong to the • Horizontal axis: false positive
positive class appears at the top of the list rate
• The closer to the diagonal line (i.e., the • Diagonal line?
closer the area is to 0.5), the less accurate • A model with perfect accuracy:
is the model area of 1.0
 Agenda
• 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 from association
rule mining
• Other Classification Methods
• Prediction
• Classification accuracy
• Summary
 Summary (I)
• Classification and prediction are two forms of data analysis that can be used
to extract models describing important data classes or to predict future data
trends.
• Effective and scalable methods have been developed for decision trees
induction, Naive Bayesian classification, Bayesian belief network, rule-
based classifier, Backpropagation, Support Vector Machine (SVM),
associative classification, nearest neighbor classifiers, and case-based
reasoning, and other classification methods such as genetic algorithms,
rough set and fuzzy set approaches.
• Linear, nonlinear, and generalized linear models of regression can be used
for prediction. Many nonlinear problems can be converted to linear
problems by performing transformations on the predictor variables.
Regression trees and model trees are also used for prediction.
 Summary (II)
• Stratified k-fold cross-validation is a recommended method for accuracy
estimation. Bagging and boosting can be used to increase overall accuracy by
learning and combining a series of individual models.
• Significance tests and ROC curves are useful for model selection
• There have been numerous comparisons of the different classification and
prediction methods, and the matter remains a research topic
• No single method has been found to be superior over all others for all data
sets
• Issues such as accuracy, training time, robustness, interpretability, and
scalability must be considered and can involve trade-offs, further
complicating the quest for an overall superior method
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