Concepts and Techniques: Data Mining
Concepts and Techniques: Data Mining
Concepts and Techniques: Data Mining
— Chapter 3 —
Jiawei Han, Micheline Kamber, and Jian Pei
University of Illinois at Urbana-Champaign &
Simon Fraser University
©2011 Han, Kamber & Pei. All rights reserved.
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Chapter 3: Data Preprocessing
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Major Tasks in Data Preprocessing
Data cleaning
Fill in missing values, smooth noisy data, identify or remove
outliers, and resolve inconsistencies
Data integration
Integration of multiple databases, data cubes, or files
Data reduction
Dimensionality reduction
Numerosity reduction
Data compression
Data transformation and data discretization
Normalization
Concept hierarchy generation
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Major Tasks in Data Preprocessing
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Chapter 3: Data Preprocessing
technology limitation
incomplete data
inconsistent data
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How to Handle Noisy Data?
Binning
first sort data and partition into (equal-frequency) bins
Clustering
detect and remove outliers
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Data Cleaning as a Process
Data discrepancy detection
Use metadata (e.g., domain, range, dependency, distribution)
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Chi-Square Calculation: An Example
i 1 (ai A)(bi B)
n n
(ai bi ) n A B
rA, B i 1
(n 1) A B (n 1) A B
Scatter plots
showing the
similarity from
–1 to 1.
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Correlation (viewed as linear relationship)
Correlation measures the linear relationship
between objects
To compute correlation, we standardize data
objects, A and B, and then take their dot product
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Covariance (Numeric Data)
Covariance is similar to correlation
Correlation coefficient:
Suppose two stocks A and B have the following values in one week:
(2, 5), (3, 8), (5, 10), (4, 11), (6, 14).
Question: If the stocks are affected by the same industry trends, will
their prices rise or fall together?
E(A) = (2 + 3 + 5 + 4 + 6)/ 5 = 20/5 = 4
E(B) = (5 + 8 + 10 + 11 + 14) /5 = 48/5 = 9.6
Cov(A,B) = (2×5+3×8+5×10+4×11+6×14)/5 − 4 × 9.6 = 4
Thus, A and B rise together since Cov(A, B) > 0.
Chapter 3: Data Preprocessing
Wavelet transforms
Data compression
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Data Reduction 1: Dimensionality Reduction
Curse of dimensionality
When dimensionality increases, data becomes increasingly sparse
Density and distance between points, which is critical to clustering, outlier
analysis, becomes less meaningful
The possible combinations of subspaces will grow exponentially
Dimensionality reduction
Avoid the curse of dimensionality
Help eliminate irrelevant features and reduce noise
Reduce time and space required in data mining
Allow easier visualization
Dimensionality reduction techniques
Wavelet transforms
Principal Component Analysis
Supervised and nonlinear techniques (e.g., feature selection)
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Mapping Data to a New Space
Fourier transform
Wavelet transform
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What Is Wavelet Transform?
Decomposes a signal into
different frequency subbands
Applicable to n-
dimensional signals
Data are transformed to
preserve relative distance
between objects at different
levels of resolution
Allow natural clusters to
become more distinguishable
Used for image compression
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Wavelet Transformation
Haar2 Daubechie4
Discrete wavelet transform (DWT) for linear signal
processing, multi-resolution analysis
Compressed approximation: store only a small fraction of
the strongest of the wavelet coefficients
Similar to discrete Fourier transform (DFT), but better
lossy compression, localized in space
Method:
Length, L, must be an integer power of 2 (padding with 0’s, when
necessary)
Each transform has 2 functions: smoothing, difference
Applies to pairs of data, resulting in two set of data of length L/2
Applies two functions recursively, until reaches the desired length
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Wavelet Decomposition
Wavelets: A math tool for space-efficient hierarchical
decomposition of functions
S = [2, 2, 0, 2, 3, 5, 4, 4] can be transformed to S ^ =
[23/4, -11/4, 1/2, 0, 0, -1, -1, 0]
Compression: many small detail coefficients can be
replaced by 0’s, and only the significant coefficients are
retained
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Haar Wavelet Coefficients
Coefficient
Hierarchical “Supports”
2.75
decomposition 2.75 +
structure (a.k.a. +
“error tree”) + -1.25
-
-1.25
+ -
0.5
+
0.5
- +
0
- 0
+
-
0 -1 -1 0
+
-
+ 0
- + - + - + -
-1
+
-+
-+
2 2 0 2 3 5 4 4
-1
Original frequency distribution 0 -+
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-
Why Wavelet Transform?
Use hat-shape filters
Emphasize region where points cluster
Multi-resolution
Detect arbitrary shaped clusters at different scales
Efficient
Complexity O(N)
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Principal Component Analysis (PCA)
Find a projection that captures the largest amount of variation in data
The original data are projected onto a much smaller space, resulting
in dimensionality reduction. We find the eigenvectors of the
covariance matrix, and these eigenvectors define the new space
x2
x1
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Principal Component Analysis (Steps)
Given N data vectors from n-dimensions, find k ≤ n orthogonal vectors
(principal components) that can be best used to represent data
Normalize input data: Each attribute falls within the same range
Compute k orthonormal (unit) vectors, i.e., principal components
Each input data (vector) is a linear combination of the k principal
component vectors
The principal components are sorted in order of decreasing
“significance” or strength
Since the components are sorted, the size of the data can be
reduced by eliminating the weak components, i.e., those with low
variance (i.e., using the strongest principal components, it is
possible to reconstruct a good approximation of the original data)
Works for numeric data only
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Attribute Subset Selection
Another way to reduce dimensionality of data
Redundant attributes
Duplicate much or all of the information contained in
one or more other attributes
E.g., purchase price of a product and the amount of
sales tax paid
Irrelevant attributes
Contain no information that is useful for the data
mining task at hand
E.g., students' ID is often irrelevant to the task of
predicting students' GPA
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Heuristic Search in Attribute Selection
There are 2d possible attribute combinations of d attributes
Typical heuristic attribute selection methods:
Best single attribute under the attribute independence
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Attribute Creation (Feature Generation)
Create new attributes (features) that can capture the
important information in a data set more effectively than
the original ones
Three general methodologies
Attribute extraction
Domain-specific
patterns in Chapter 7)
Data discretization
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Data Reduction 2: Numerosity Reduction
Reduce data volume by choosing alternative, smaller
forms of data representation
Parametric methods (e.g., regression)
Assume the data fits some model, estimate model
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Parametric Data Reduction: Regression
and Log-Linear Models
Linear regression
Data modeled to fit a straight line
Multiple regression
Allows a response variable Y to be modeled as a
distributions
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y
Regression Analysis
Y1
Regression analysis: A collective name for
techniques for the modeling and analysis Y1’
y=x+1
of numerical data consisting of values of a
dependent variable (also called
response variable or measurement) and X1 x
of one or more independent variables (aka.
explanatory variables or predictors)
Used for prediction
The parameters are estimated so as to (including forecasting of
give a "best fit" of the data time-series data), inference,
hypothesis testing, and
Most commonly the best fit is evaluated by
modeling of causal
using the least squares method, but relationships
other criteria have also been used
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Regress Analysis and Log-Linear Models
Linear regression: Y = w X + b
Two regression coefficients, w and b, specify the line and are to be
estimated by using the data at hand
Using the least squares criterion to the known values of Y1, Y2, …, X1,
X2, ….
Multiple regression: Y = b0 + b1 X1 + b2 X2
Many nonlinear functions can be transformed into the above
Log-linear models:
Approximate discrete multidimensional probability distributions
Estimate the probability of each point (tuple) in a multi-dimensional
space for a set of discretized attributes, based on a smaller subset of
dimensional combinations
Useful for dimensionality reduction and data smoothing
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Histogram Analysis
Divide data into buckets and 40
store average (sum) for each 35
bucket 30
Partitioning rules: 25
Equal-width: equal bucket 20
range 15
Equal-frequency (or equal- 10
depth) 5
0
10000
20000
30000
40000
50000
60000
70000
80000
90000
100000
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Clustering
Partition data set into clusters based on similarity, and
store cluster representation (e.g., centroid and diameter)
only
Can be very effective if data is clustered but not if data
is “smeared”
Can have hierarchical clustering and be stored in multi-
dimensional index tree structures
There are many choices of clustering definitions and
clustering algorithms
Cluster analysis will be studied in depth in Chapter 10
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Sampling
item
Sampling without replacement
Once an object is selected, it is removed from the
population
Sampling with replacement
A selected object is not removed from the population
Stratified sampling:
Partition the data set, and draw samples from each
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Sampling: With or without Replacement
W O R
SRS le random
i m p ho ut
( s e wi t
l
samp ment)
p l a ce
re
SRSW
R
Raw Data
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Sampling: Cluster or Stratified Sampling
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Data Cube Aggregation
os sy
l
Original Data
Approximated
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Chapter 3: Data Preprocessing
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Normalization
Z-score normalization (μ: mean, σ: standard deviation):
v A
v'
A
73,600 54,000
Ex. Let μ = 54,000, σ = 16,000. Then 1.225
16,000
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Normalization
Normalization by decimal scaling
v
v' j Where j is the smallest integer such that Max(|ν’|) < 1
10
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Discretization
Three types of attributes
Nominal—values from an unordered set, e.g., color, profession
Ordinal—values from an ordered set, e.g., military or academic rank
Numeric—real numbers, e.g., integer or real numbers
Discretization: Divide the range of a continuous attribute into
intervals
Interval labels can then be used to replace actual data values
Reduce data size by discretization
Supervised vs. unsupervised
Split (top-down) vs. merge (bottom-up)
Discretization can be performed recursively on an attribute
Prepare for further analysis, e.g., classification
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Data Discretization Methods
Typical methods: All the methods can be applied recursively
Binning
Top-down split, unsupervised
Histogram analysis
Top-down split, unsupervised
Clustering analysis (unsupervised, top-down split or
bottom-up merge)
Decision-tree analysis (supervised, top-down split)
Correlation (e.g., 2) analysis (unsupervised, bottom-up
merge)
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Simple Discretization: Binning
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Concept Hierarchy Generation
Concept hierarchy organizes concepts (i.e., attribute values)
hierarchically and is usually associated with each dimension in a data
warehouse
Concept hierarchies facilitate drilling and rolling in data warehouses to
view data in multiple granularity
Concept hierarchy formation: Recursively reduce the data by collecting
and replacing low level concepts (such as numeric values for age) by
higher level concepts (such as youth, adult, or senior)
Concept hierarchies can be explicitly specified by domain experts
and/or data warehouse designers
Concept hierarchy can be automatically formed for both numeric and
nominal data. For numeric data, use discretization methods shown.
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Concept Hierarchy Generation
for Nominal Data
Specification of a partial/total ordering of attributes
explicitly at the schema level by users or experts
street < city < state < country
Specification of a hierarchy for a set of values by explicit
data grouping
{Urbana, Champaign, Chicago} < Illinois
Specification of only a partial set of attributes
E.g., only street < city, not others
Automatic generation of hierarchies (or attribute levels) by
the analysis of the number of distinct values
E.g., for a set of attributes: {street, city, state, country}
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Automatic Concept Hierarchy Generation
Some hierarchies can be automatically generated based on
the analysis of the number of distinct values per attribute in
the data set
The attribute with the most distinct values is placed at
Remove redundancies
Detect inconsistencies
Data reduction
Dimensionality reduction
Numerosity reduction
Data compression
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