Data Mining Classification Alternative Techniques Lecture Notes for

  • Slides: 59
Download presentation
Data Mining Classification: Alternative Techniques Lecture Notes for Chapter 5 Introduction to Data Mining

Data Mining Classification: Alternative Techniques Lecture Notes for Chapter 5 Introduction to Data Mining by Tan, Steinbach, Kumar © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 1

Instance-Based Classifiers • Store the training records • Use training records to predict the

Instance-Based Classifiers • Store the training records • Use training records to predict the class label of unseen cases © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 2

Instance Based Classifiers l Examples: – Rote-learner Memorizes entire training data and performs classification

Instance Based Classifiers l Examples: – Rote-learner Memorizes entire training data and performs classification only if attributes of record match one of the training examples exactly u – Nearest neighbor Uses k “closest” points (nearest neighbors) for performing classification u © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 3

Nearest Neighbor Classifiers l Basic idea: – If it walks like a duck, quacks

Nearest Neighbor Classifiers l Basic idea: – If it walks like a duck, quacks like a duck, then it’s probably a duck Compute Distance Training Records © Tan, Steinbach, Kumar Test Record Choose k of the “nearest” records Introduction to Data Mining 4/18/2004 4

Nearest-Neighbor Classifiers l Requires three things – The set of stored records – Distance

Nearest-Neighbor Classifiers l Requires three things – The set of stored records – Distance Metric to compute distance between records – The value of k, the number of nearest neighbors to retrieve l To classify an unknown record: – Compute distance to other training records – Identify k nearest neighbors – Use class labels of nearest neighbors to determine the class label of unknown record (e. g. , by taking majority vote) © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 5

Definition of Nearest Neighbor K-nearest neighbors of a record x are data points that

Definition of Nearest Neighbor K-nearest neighbors of a record x are data points that have the k smallest distance to x © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 6

1 nearest-neighbor Voronoi Diagram © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 7

1 nearest-neighbor Voronoi Diagram © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 7

Nearest Neighbor Classification l Compute distance between two points: – Euclidean distance l Determine

Nearest Neighbor Classification l Compute distance between two points: – Euclidean distance l Determine the class from nearest neighbor list – take the majority vote of class labels among the k-nearest neighbors – Weigh the vote according to distance u weight factor, w = 1/d 2 © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 8

Nearest Neighbor Classification… l Choosing the value of k: – If k is too

Nearest Neighbor Classification… l Choosing the value of k: – If k is too small, sensitive to noise points – If k is too large, neighborhood may include points from other classes © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 9

Nearest Neighbor Classification… l Scaling issues – Attributes may have to be scaled to

Nearest Neighbor Classification… l Scaling issues – Attributes may have to be scaled to prevent distance measures from being dominated by one of the attributes – Example: height of a person may vary from 1. 5 m to 1. 8 m u weight of a person may vary from 90 lb to 300 lb u income of a person may vary from $10 K to $1 M u © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 10

Nearest Neighbor Classification… l Problem with Euclidean measure: – High dimensional data u curse

Nearest Neighbor Classification… l Problem with Euclidean measure: – High dimensional data u curse of dimensionality u Solution: Normalize the vectors to unit length © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 11

Nearest neighbor Classification… l k-NN classifiers are lazy learners – It does not build

Nearest neighbor Classification… l k-NN classifiers are lazy learners – It does not build models explicitly – Unlike eager learners such as decision tree induction and rule-based systems – Classifying unknown records are relatively expensive © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 12

Example: PEBLS l PEBLS: Parallel Examplar-Based Learning System (Cost & Salzberg) – Works with

Example: PEBLS l PEBLS: Parallel Examplar-Based Learning System (Cost & Salzberg) – Works with both continuous and nominal features u. For nominal features, distance between two nominal values is computed using modified value difference metric (MVDM) – Each record is assigned a weight factor – Number of nearest neighbor, k = 1 © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 13

Example: PEBLS Distance between nominal attribute values: d(Single, Married) = | 2/4 – 0/4

Example: PEBLS Distance between nominal attribute values: d(Single, Married) = | 2/4 – 0/4 | + | 2/4 – 4/4 | = 1 d(Single, Divorced) = | 2/4 – 1/2 | + | 2/4 – 1/2 | = 0 d(Married, Divorced) = | 0/4 – 1/2 | + | 4/4 – 1/2 | = 1 d(Refund=Yes, Refund=No) = | 0/3 – 3/7 | + | 3/3 – 4/7 | = 6/7 Marital Status Class Refund Single Married Divorced Yes 2 0 1 No 2 4 1 © Tan, Steinbach, Kumar Class Yes No Yes 0 3 No 3 4 Introduction to Data Mining 4/18/2004 14

Example: PEBLS Distance between record X and record Y: where: w. X 1 if

Example: PEBLS Distance between record X and record Y: where: w. X 1 if X makes accurate prediction most of the time w. X > 1 if X is not reliable for making predictions © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 15

Bayes Classifier A probabilistic framework for solving classification problems l Conditional Probability: l l

Bayes Classifier A probabilistic framework for solving classification problems l Conditional Probability: l l Bayes theorem: © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 16

Example of Bayes Theorem l Given: – A doctor knows that meningitis causes stiff

Example of Bayes Theorem l Given: – A doctor knows that meningitis causes stiff neck 50% of the time – Prior probability of any patient having meningitis is 1/50, 000 – Prior probability of any patient having stiff neck is 1/20 l If a patient has stiff neck, what’s the probability he/she has meningitis? © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 17

Bayesian Classifiers Consider each attribute and class label as random variables l Given a

Bayesian Classifiers Consider each attribute and class label as random variables l Given a record with attributes (A 1, A 2, …, An)=A – Goal is to predict class C – Specifically, we want to find the value of C that maximizes P(C= cj | A=a ) Maximum posterior classifier: optimal=minimizes error probability l Can we estimate P(C= cj | A=a ) directly from data? l © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 18

Bayesian Classifiers l Approach: – compute the posterior probability P(C= cj | A=a )

Bayesian Classifiers l Approach: – compute the posterior probability P(C= cj | A=a ) for all values cj of C using the Bayes theorem – Choose value of C that maximizes P(C= cj | A=a ) – Equivalent to choosing value of C that maximizes P(A=a|C= cj) P(C= cj) l How to estimate likelihood P(A=a|C= cj)? © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 19

Naïve Bayes Classifier l Assume independence among attributes Ai when class is given: P(A=a|C=cj)=P(A

Naïve Bayes Classifier l Assume independence among attributes Ai when class is given: P(A=a|C=cj)=P(A 1=a 1|C=cj)P(A 2=a 2|C=cj)…P(An=an|C=cj) Can estimate P(Ai=ai|C=cj) for all Ai and cj. New point is classified to cj if P(C=cj) P(Ai=ai|C=cj) is maximal. © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 20

How to Estimate Probabilities from Data? l Class: P(C) = Nc/N – e. g.

How to Estimate Probabilities from Data? l Class: P(C) = Nc/N – e. g. , P(No) = 7/10, P(Yes) = 3/10 l For discrete attributes: P(Ai | Ck) = |Aik|/ Nc k – where |Aik| is number of instances having attribute Ai and belongs to class Ck – Examples: P(Status=Married|No) = 4/7 P(Refund=Yes|Yes)=0 © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 21

Naïve Bayes Classifier If one of the conditional probability is zero, then the entire

Naïve Bayes Classifier If one of the conditional probability is zero, then the entire expression becomes zero l Probability estimation: l si : number of values of Ai p(ai): prior probability m: parameter © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 22

How to Estimate Probabilities from Data? l For continuous attributes: – Discretize the range

How to Estimate Probabilities from Data? l For continuous attributes: – Discretize the range into bins one ordinal attribute per bin u violates independence assumption u k – Two-way split: (A < v) or (A > v) u choose only one of the two splits as new attribute – Probability density estimation: Assume attribute follows a normal distribution u Use data to estimate parameters of distribution (e. g. , mean and standard deviation) u © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 23

How to Estimate Probabilities from Data? l Normal distribution: – One for each (Ai,

How to Estimate Probabilities from Data? l Normal distribution: – One for each (Ai, cj) pair l © Tan, Steinbach, Kumar For (Income, Class=No): – If Class=No Introduction to Data Mining u sample mean = 110 u sample variance = 2975 4/18/2004 24

Example of Naïve Bayes Classifier Given a Test Record: with original estimate: l P(X|Class=No)

Example of Naïve Bayes Classifier Given a Test Record: with original estimate: l P(X|Class=No) = P(Refund=No|Class=No) P(Married| Class=No) f(Income=120 K| Class=No) = 4/7 0. 0072 = 0. 0024 l P(X|Class=Yes) = P(Refund=No| Class=Yes) P(Married| Class=Yes) f(Income=120 K| Class=Yes) = 1 0 1. 2 10 -9 = 0 Since P(X|No)P(No) > P(X|Yes)P(Yes) Therefore P(No|X) > P(Yes|X) => Class = No © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 25

Example of Naïve Bayes Classifier with Laplace estimate: A: attributes M: mammals N: non-mammals

Example of Naïve Bayes Classifier with Laplace estimate: A: attributes M: mammals N: non-mammals P(A|M)P(M) > P(A|N)P(N) => Mammals © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 26

Naïve Bayes (Summary) l Robust to isolated noise points l Handle missing values by

Naïve Bayes (Summary) l Robust to isolated noise points l Handle missing values by ignoring the instance during probability estimate calculations l Robust to irrelevant attributes l Independence assumption may not hold for some attributes – Use other techniques such as Bayesian Belief Networks (BBN) © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 27

Artificial Neural Networks (ANN) Output Y is 1 if at least two of the

Artificial Neural Networks (ANN) Output Y is 1 if at least two of the three inputs are equal to 1. © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 28

Artificial Neural Networks (ANN) © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 29

Artificial Neural Networks (ANN) © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 29

Artificial Neural Networks (ANN) l Model is an assembly of inter-connected nodes and weighted

Artificial Neural Networks (ANN) l Model is an assembly of inter-connected nodes and weighted links l Output node sums up each of its input value according to the weights of its links l Perceptron Model or Compare output node against some threshold t © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 30

Perceptron algorithm Minden x attributumvektort kiegészítjük egy d+1 -edik értékkel (mindig 1) Legyen w=(0,

Perceptron algorithm Minden x attributumvektort kiegészítjük egy d+1 -edik értékkel (mindig 1) Legyen w=(0, 0, . . . 0) while van helytelenül klasszifikált eleme a tanító adathalmaznak for all x if x rosszul klasszifikált then if x az első osztályba tartozik then w=w+x else w=w-x Lineárisan szeparálható osztályok esetén a perceptron tanulás véges iteráció után megáll. © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 31

Linearly separable © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 32

Linearly separable © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 32

Not linearly separable © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 33

Not linearly separable © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 33

General Structure of ANN Training ANN means learning the weights of the neurons ©

General Structure of ANN Training ANN means learning the weights of the neurons © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 34

Activation function © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 35

Activation function © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 35

Algorithm for learning ANN l Initialize the weights (w 0, w 1, …, wk)

Algorithm for learning ANN l Initialize the weights (w 0, w 1, …, wk) l Adjust the weights in such a way that the output of ANN is consistent with class labels of training examples – Objective function: – Find the weights wi’s that minimize the above objective function e. g. , backpropagation algorithm (see lecture notes) u © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 36

Support Vector Machines l Find a linear hyperplane (decision boundary) that will separate the

Support Vector Machines l Find a linear hyperplane (decision boundary) that will separate the data © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 37

Support Vector Machines l One Possible Solution © Tan, Steinbach, Kumar Introduction to Data

Support Vector Machines l One Possible Solution © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 38

Support Vector Machines l Another possible solution © Tan, Steinbach, Kumar Introduction to Data

Support Vector Machines l Another possible solution © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 39

Support Vector Machines l Other possible solutions © Tan, Steinbach, Kumar Introduction to Data

Support Vector Machines l Other possible solutions © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 40

Support Vector Machines l l Which one is better? B 1 or B 2?

Support Vector Machines l l Which one is better? B 1 or B 2? How do you define better? © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 41

Support Vector Machines l Find hyperplane maximizes the margin => B 1 is better

Support Vector Machines l Find hyperplane maximizes the margin => B 1 is better than B 2 © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 42

Support Vector Machines © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 43

Support Vector Machines © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 43

Support Vector Machines l We want to maximize: – Which is equivalent to minimizing:

Support Vector Machines l We want to maximize: – Which is equivalent to minimizing: – But subjected to the following constraints: u This is a constrained optimization problem – Numerical approaches to solve it (e. g. , quadratic programming) © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 44

Support Vector Machines l What if the problem is not linearly separable? © Tan,

Support Vector Machines l What if the problem is not linearly separable? © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 45

Support Vector Machines l What if the problem is not linearly separable? – Introduce

Support Vector Machines l What if the problem is not linearly separable? – Introduce slack variables u Need to minimize: u Subject to: © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 46

Nonlinear Support Vector Machines l What if decision boundary is not linear? © Tan,

Nonlinear Support Vector Machines l What if decision boundary is not linear? © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 47

Nonlinear Support Vector Machines l Transform data into higher dimensional space © Tan, Steinbach,

Nonlinear Support Vector Machines l Transform data into higher dimensional space © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 48

Ensemble Methods l Construct a set of classifiers from the training data l Predict

Ensemble Methods l Construct a set of classifiers from the training data l Predict class label of previously unseen records by aggregating predictions made by multiple classifiers © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 49

General Idea © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 50

General Idea © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 50

Why does it work? l Suppose there are 25 base classifiers – Each classifier

Why does it work? l Suppose there are 25 base classifiers – Each classifier has error rate, = 0. 35 – Assume classifiers are independent – Probability that the ensemble classifier makes a wrong prediction: © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 51

Examples of Ensemble Methods l How to generate an ensemble of classifiers? – Bagging

Examples of Ensemble Methods l How to generate an ensemble of classifiers? – Bagging – Boosting © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 52

Bagging l Sampling with replacement l Build classifier on each bootstrap sample l Each

Bagging l Sampling with replacement l Build classifier on each bootstrap sample l Each sample has probability (1 – 1/n)n of being selected © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 53

Boosting l An iterative procedure to adaptively change distribution of training data by focusing

Boosting l An iterative procedure to adaptively change distribution of training data by focusing more on previously misclassified records – Initially, all N records are assigned equal weights – Unlike bagging, weights may change at the end of boosting round © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 54

Boosting Records that are wrongly classified will have their weights increased l Records that

Boosting Records that are wrongly classified will have their weights increased l Records that are classified correctly will have their weights decreased l • Example 4 is hard to classify • Its weight is increased, therefore it is more likely to be chosen again in subsequent rounds © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 55

Example: Ada. Boost l Base classifiers: C 1, C 2, …, CT l Error

Example: Ada. Boost l Base classifiers: C 1, C 2, …, CT l Error rate: l Importance of a classifier: © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 56

Example: Ada. Boost l Weight update: If any intermediate rounds produce error rate higher

Example: Ada. Boost l Weight update: If any intermediate rounds produce error rate higher than 50%, the weights are reverted back to 1/n and the resampling procedure is repeated l Classification: l © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 57

Illustrating Ada. Boost Initial weights for each data point © Tan, Steinbach, Kumar Introduction

Illustrating Ada. Boost Initial weights for each data point © Tan, Steinbach, Kumar Introduction to Data Mining Data points for training 4/18/2004 58

Illustrating Ada. Boost © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 59

Illustrating Ada. Boost © Tan, Steinbach, Kumar Introduction to Data Mining 4/18/2004 59