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## Chapter 2: Data Preprocessing

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**Chapter 2: Data Preprocessing**• Why preprocess the data? • Data cleaning • Data integration and transformation • Data reduction • Discretization and concept hierarchy generation • Summary Data Mining: Concepts and Techniques**Data Reduction Strategies**• Why data reduction? • A database/data warehouse may store terabytes of data • Complex data analysis/mining may take a very long time to run on the complete data set • Data reduction • Obtain a reduced representation of the data set that is much smaller in volume but yet produce the same (or almost the same) analytical results • Data reduction strategies • Data cube aggregation: • Dimensionality reduction — e.g.,remove unimportant attributes • Data Compression • Numerosity reduction — e.g.,fit data into models • Discretization and concept hierarchy generation Data Mining: Concepts and Techniques**Data Cube Aggregation**• The lowest level of a data cube (base cuboid) • The aggregated data for an individual entity of interest • E.g., a customer in a phone calling data warehouse • Multiple levels of aggregation in data cubes • Further reduce the size of data to deal with • Reference appropriate levels • Use the smallest representation which is enough to solve the task • Queries regarding aggregated information should be answered using data cube, when possible Data Mining: Concepts and Techniques**Attribute Subset Selection**• Feature selection (i.e., attribute subset selection): • Select a minimum set of features such that the probability distribution of different classes given the values for those features is as close as possible to the original distribution given the values of all features • reduce # of patterns in the patterns, easier to understand • Heuristic methods (due to exponential # of choices): • Step-wise forward selection • Step-wise backward elimination • Combining forward selection and backward elimination • Decision-tree induction Data Mining: Concepts and Techniques**>**Example of Decision Tree Induction Initial attribute set: {A1, A2, A3, A4, A5, A6} A4 ? A6? A1? Class 2 Class 2 Class 1 Class 1 Reduced attribute set: {A1, A4, A6} Data Mining: Concepts and Techniques**Heuristic Feature Selection Methods**• There are 2dpossible sub-features of d features • Several heuristic feature selection methods: • Best single features under the feature independence assumption: choose by significance tests • Best step-wise feature selection: • The best single-feature is picked first • Then next best feature condition to the first, ... • Step-wise feature elimination: • Repeatedly eliminate the worst feature • Best combined feature selection and elimination • Optimal branch and bound: • Use feature elimination and backtracking Data Mining: Concepts and Techniques**Data Compression**• String compression • There are extensive theories and well-tuned algorithms • Typically lossless • But only limited manipulation is possible without expansion • Audio/video compression • Typically lossy compression, with progressive refinement • Sometimes small fragments of signal can be reconstructed without reconstructing the whole • Time sequence is not audio • Typically short and vary slowly with time Data Mining: Concepts and Techniques**Data Compression**Original Data Compressed Data lossless Original Data Approximated lossy Data Mining: Concepts and Techniques**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 • Principal component analysis • Singular value decomposition • Supervised and nonlinear techniques (e.g., feature selection) Data Mining: Concepts and Techniques**x2**e x1 Dimensionality Reduction: Principal Component Analysis (PCA) • Find a projection that captures the largest amount of variation in data • Find the eigenvectors of the covariance matrix, and these eigenvectors define the new space Data Mining: Concepts and Techniques**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 Data Mining: Concepts and Techniques**Feature Subset Selection**• Another way to reduce dimensionality of data • Redundant features • 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 features • 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 Data Mining: Concepts and Techniques**Heuristic Search in Feature Selection**• There are 2d possible feature combinations of d features • Typical heuristic feature selection methods: • Best single features under the feature independence assumption: choose by significance tests • Best step-wise feature selection: • The best single-feature is picked first • Then next best feature condition to the first, ... • Step-wise feature elimination: • Repeatedly eliminate the worst feature • Best combined feature selection and elimination • Optimal branch and bound: • Use feature elimination and backtracking Data Mining: Concepts and Techniques**Feature Creation**• Create new attributes that can capture the important information in a data set much more efficiently than the original attributes • Three general methodologies • Feature extraction • domain-specific • Mapping data to new space (see: data reduction) • E.g., Fourier transformation, wavelet transformation • Feature construction • Combining features • Data discretization Data Mining: Concepts and Techniques**Mapping Data to a New Space**• Fourier transform • Wavelet transform Two Sine Waves Two Sine Waves + Noise Frequency Data Mining: Concepts and Techniques**Numerosity (Data) 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 parameters, store only the parameters, and discard the data (except possible outliers) • Example: Log-linear models—obtain value at a point in m-D space as the product on appropriate marginal subspaces • Non-parametric methods • Do not assume models • Major families: histograms, clustering, sampling Data Mining: Concepts and Techniques**Parametric Data Reduction: Regression and Log-Linear Models**• Linear regression: Data are modeled to fit a straight line • Often uses the least-square method to fit the line • Multiple regression: allows a response variable Y to be modeled as a linear function of multidimensional feature vector • Log-linear model: approximates discrete multidimensional probability distributions Data Mining: Concepts and Techniques**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: • The multi-way table of joint probabilities is approximated by a product of lower-order tables • Probability: p(a, b, c, d) = abacad bcd Data Mining: Concepts and Techniques**Data Reduction: Histograms**• Divide data into buckets and store average (sum) for each bucket • Partitioning rules: • Equal-width: equal bucket range • Equal-frequency (or equal-depth) • V-optimal: with the least histogram variance (weighted sum of the original values that each bucket represents) • MaxDiff: set bucket boundary between each pair for pairs have the β–1 largest differences Data Mining: Concepts and Techniques**Data Reduction Method: 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 7 Data Mining: Concepts and Techniques**Data Reduction Method: Sampling**• Sampling: obtaining a small sample s to represent the whole data set N • Allow a mining algorithm to run in complexity that is potentially sub-linear to the size of the data • Key principle: Choose a representative subset of the data • Simple random sampling may have very poor performance in the presence of skew • Develop adaptive sampling methods, e.g., stratified sampling: • Note: Sampling may not reduce database I/Os (page at a time) Data Mining: Concepts and Techniques**Types of Sampling**• Simple random sampling • There is an equal probability of selecting any particular 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 partition (proportionally, i.e., approximately the same percentage of the data) • Used in conjunction with skewed data Data Mining: Concepts and Techniques**Raw Data**Sampling: With or without Replacement SRSWOR (simple random sample without replacement) SRSWR Data Mining: Concepts and Techniques**Sampling: Cluster or Stratified Sampling**Cluster/Stratified Sample Raw Data Data Mining: Concepts and Techniques**Data Reduction: 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 • Continuous — real numbers, e.g., integer or real numbers • Discretization: • Divide the range of a continuous attribute into intervals • Some classification algorithms only accept categorical attributes. • Reduce data size by discretization • Prepare for further analysis Data Mining: Concepts and Techniques**Discretization and Concept Hierarchy**• Discretization • Reduce the number of values for a given continuous attribute by dividing the range of the attribute into intervals • Interval labels can then be used to replace actual data values • Supervised vs. unsupervised • Split (top-down) vs. merge (bottom-up) • Discretization can be performed recursively on an attribute • 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 young, middle-aged, or senior) Data Mining: Concepts and Techniques**Discretization and Concept Hierarchy Generation for Numeric**Data • Typical methods: All the methods can be applied recursively • Binning (covered above) • Top-down split, unsupervised, • Histogram analysis (covered above) • Top-down split, unsupervised • Clustering analysis (covered above) • Either top-down split or bottom-up merge, unsupervised • Entropy-based discretization: supervised, top-down split • Interval merging by 2 Analysis: unsupervised, bottom-up merge • Segmentation by natural partitioning: top-down split, unsupervised Data Mining: Concepts and Techniques**Entropy-based Discretization**• Using Entropy-based measure for attribute selection • Ex. Decision tree construction • Generalize the idea for discretization numerical attributes Data Mining: Concepts and Techniques**Definition of Entropy**• Entropy • Example: Coin Flip • AX = {heads, tails} • P(heads) = P(tails) = ½ • ½ log2(½) = ½ * - 1 • H(X) = 1 • What about a two-headed coin? • Conditional Entropy: Data Mining: Concepts and Techniques**Entropy**• Entropy measures the amount of information in a random variable; it’s the average length of the message needed to transmit an outcome of that variable using the optimal code • Uncertainty, Surprise, Information • “High Entropy” means X is from a uniform (boring) distribution • “Low Entropy” means X is from a varied (peaks and valleys) distribution Data Mining: Concepts and Techniques**Playing Tennis**Data Mining: Concepts and Techniques**Choosing an Attribute**• We want to make decisions based on one of the attributes • There are four attributes to choose from: • Outlook • Temperature • Humidity • Wind Data Mining: Concepts and Techniques**Example:**• What is Entropy of play? • -5/14*log2(5/14) – 9/14*log2(9/14)= Entropy(5/14,9/14) = 0.9403 • Now based on Outlook, divided the set into three subsets, compute the entropy for each subset • The expected conditional entropy is:5/14 * Entropy(3/5,2/5) +4/14 * Entropy(1,0) +5/14 * Entropy(3/5,2/5) = 0.6935 Data Mining: Concepts and Techniques**Outlook Continued**• The expected conditional entropy is:5/14 * Entropy(3/5,2/5) +4/14 * Entropy(1,0) +5/14 * Entropy(3/5,2/5) = 0.6935 • So IG(Outlook) = 0.9403 – 0.6935 = 0.2468 • We seek an attribute that makes partitions as pure as possible Data Mining: Concepts and Techniques**Information Gain in a Nutshell**typically yes/no Data Mining: Concepts and Techniques**Temperature**• Now let us look at the attribute Temperature • The expected conditional entropy is:4/14 * Entropy(2/4,2/4) +6/14 * Entropy(4/6,2/6) +4/14 * Entropy(3/4,1/4) = 0.9111 • So IG(Temperature) = 0.9403 – 0.9111 = 0.0292 Data Mining: Concepts and Techniques**Humidity**• Now let us look at attribute Humidity • What is the expected conditional entropy? • 7/14 * Entropy(4/7,3/7) +7/14 * Entropy(6/7,1/7) = 0.7885 • So IG(Humidity) = 0.9403 – 0.7885= 0.1518 Data Mining: Concepts and Techniques**Wind**• What is the information gain for wind? • Expected conditional entropy:8/14 * Entropy(6/8,2/8) +6/14 * Entropy(3/6,3/6) = 0.8922 • IG(Wind) = 0.9403 – 0.8922 = 0.048 Data Mining: Concepts and Techniques**Information Gains**• Outlook 0.2468 • Temperature 0.0292 • Humidity 0.1518 • Wind 0.0481 • We choose Outlook since it has the highest information gain Data Mining: Concepts and Techniques**Now Generalize the idea for discretizing numerical values**• What are the procedures? • How to get intervals? • Recursively binary split • Binary splits • Temperature < 71 • Temperature > 69 • How to select position for binary split? • Comparing to categorical attribute selection • When do stop? Data Mining: Concepts and Techniques**General Description Disc**• Given a set of samples S, if S is partitioned into two intervals S1 and S2 using boundary T, the entropy after partitioning is • The boundary that minimizes the entropy function over all possible boundaries is selected as a binary discretization. • Maximize the information gain • We seek a discretization that makes subintervals as pure as possible Data Mining: Concepts and Techniques**Entropy-based discretization**• It is common to place numeric thresholds halfway between the values that delimit the boundaries of a concept • Fact • cut point minimizing info never appears between two consequtive examples of the same class • we can reduce the # of candidate points Data Mining: Concepts and Techniques**Procedure**• Recursively split intervals • apply attribute selection method to find the initial split • repeat this process in both parts • The process is recursively applied to partitions obtained until some stopping criterion is met, e.g., Data Mining: Concepts and Techniques**64 65 68 69 70 71 72 75 80 81 83 85**Y N Y Y Y N N/Y Y/Y N Y Y N F E D C B A 66.5 70.5 73.5 77.5 80.5 84 Data Mining: Concepts and Techniques**When to stop recursion?**• Setting Threshold • Use MDL principle • no split: encode example classes • split • ’model’ = splitting point takes log(N-1) bits to encode (N = # of instances) • plus encode classes in both partitions • optimal situation • ’all < are yes’ & ’all > are no’ • each instance costs 1 bit without splitting and almost 0 bits with it • formula for MDL-based gain threshold • the devil is in the details Data Mining: Concepts and Techniques**Discretization Using Class Labels**• Entropy based approach 3 categories for both x and y 5 categories for both x and y Data Mining: Concepts and Techniques**Discretization Using Class Labels**• Entropy based approach 3 categories for both x and y 5 categories for both x and y Data Mining: Concepts and Techniques**Entropy-Based Discretization**• Given a set of samples S, if S is partitioned into two intervals S1 and S2 using boundary T, the information gain after partitioning is • Entropy is calculated based on class distribution of the samples in the set. Given m classes, the entropy of S1 is where pi is the probability of class i in S1 • The boundary that minimizes the entropy function over all possible boundaries is selected as a binary discretization • The process is recursively applied to partitions obtained until some stopping criterion is met • Such a boundary may reduce data size and improve classification accuracy Data Mining: Concepts and Techniques**Interval Merge by 2 Analysis**• Merging-based (bottom-up) vs. splitting-based methods • Merge: Find the best neighboring intervals and merge them to form larger intervals recursively • ChiMerge [Kerber AAAI 1992, See also Liu et al. DMKD 2002] • Initially, each distinct value of a numerical attr. A is considered to be one interval • 2 tests are performed for every pair of adjacent intervals • Adjacent intervals with the least 2 values are merged together, since low 2 values for a pair indicate similar class distributions • This merge process proceeds recursively until a predefined stopping criterion is met (such as significance level, max-interval, max inconsistency, etc.) Data Mining: Concepts and Techniques