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Unit 4

COCSC16 Data Mining


Algorithms & Analysis

Faculty: Dr. Vandana Bhatia


• Classification
• Basic learning/mining tasks
• Inferring rudimentary rules
• 1R algorithm
• Decision trees
• Covering rules
• Prediction
• Statistical (Bayesian) classification
Contents • Bayesian networks
• Instance-based methods (nearest neighbor)
• Linear models
• Training and testing
• Estimating classifier accuracy (holdout, cross-validation, leave-one
out)
• Combining multiple models (bagging, boosting, stacking)
• Minimum Description Length Principle (MLD)
Supervised vs. Unsupervised Learning

Supervised Supervision: The training data (observations, measurements, etc.) are


learning accompanied by labels indicating the class of the observations
(classification) New data is classified based on the training set

Unsupervised The class labels of training data is unknown


learning Given a set of measurements, observations, etc. with the aim of establishing
(clustering) the existence of classes or clusters in the data

3
Prediction Problems:
Classification vs. Numeric Prediction
predicts categorical class labels (discrete or nominal)
classifies data (constructs a model) based on the
Classification training set and the values (class labels) in a classifying
attribute and uses it in classifying new data

models continuous-valued functions, i.e., predicts


Numeric Prediction unknown or missing values

Credit/loan approval:
Medical diagnosis: if a tumor is cancerous or benign
Typical applications Fraud detection: if a transaction is fraudulent
Web page categorization: which category it is
Classification—A Two-Step Process
Model construction: describing a set of predetermined classes
• Each tuple/sample is assumed to belong to a predefined class, as determined by the class
label attribute
• The set of tuples used for model construction is training set
• The model is represented as classification rules, decision trees, or mathematical formulae

Model usage: for classifying future or unknown objects


• Estimate accuracy of the model
• 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 overfitting)
• If the accuracy is acceptable, use the model to classify new data

Note: If the test set is used to select models, it is called validation (test) set
Process (1): Model Construction

Classification
Algorithms
Training
Data

NAME RANK YEARS TENURED Classifier


M ike A ssistant P rof 3 no (Model)
M ary A ssistant P rof 7 yes
B ill P rofessor 2 yes
Jim A ssociate P rof 7 yes
IF rank = ‘professor’
D ave A ssistant P rof 6 no
OR years > 6
A nne A ssociate P rof 3 no
THEN tenured = ‘yes’
Process (2): Using the Model in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NAME RANK YEARS TENURED
T om A ssistant P rof 2 no Tenured?
M erlisa A ssociate P rof 7 no
G eorge P rofessor 5 yes
Joseph A ssistant P rof 7 yes
Decision Tree Induction: An Example
age income student credit_rating buys_computer
<=30 high no fair no
❑ Training data set: Buys_computer <=30 high no excellent no
❑ The data set follows an example of 31…40 high no fair yes
>40 medium no fair yes
Quinlan’s ID3 (Playing Tennis) >40 low yes fair yes
>40 low yes excellent no
❑ Resulting tree:
31…40 low yes excellent yes
age? <=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
<=30 overcast
31..40 >40 31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

student? yes credit rating?

no yes excellent fair

no yes yes
Algorithm for Decision Tree Induction

• Basic algorithm (a greedy algorithm)


• Tree is constructed in a top-down recursive divide-and-conquer manner
• At start, all the training examples are at the root
• Attributes are categorical (if continuous-valued, they are discretized in advance)
• Examples are partitioned recursively based on selected attributes
• Test attributes are selected on the basis of a heuristic or statistical measure (e.g.,
information gain)
• Conditions for stopping partitioning
• All samples for a given node belong to the same class
• There are no remaining attributes for further partitioning – majority voting is
employed for classifying the leaf
• There are no samples left
Brief Review of Entropy

m=2
10
Attribute Selection Measure: Information Gain
(ID3/C4.5)
◼ Select the attribute with the highest information gain
◼ Let pi be the probability that an arbitrary tuple in D belongs to class Ci, estimated
by |Ci, D|/|D|
◼ Expected information (entropy) needed to classify a tuple in D:
m
Info( D) = − pi log2 ( pi )
i =1

◼ Information needed (after using A to split D into v partitions) to classify D:


v | D |
InfoA ( D) =   Info( D j )
j

j =1 | D |

◼ Information gained by branching on attribute A


Gain(A) = Info(D) − InfoA(D)
Attribute Selection: Information Gain
 Class P: buys_computer = “yes” 5 4
 Class N: buys_computer = “no”
Infoage ( D) = I (2,3) + I (4,0)
14 14
9 9 5 5 5 5
Info( D ) = I (9,5) = − log2 ( ) − log2 ( ) =0.940
14 14 14 14 I ( 2,3) + I (3,2) = 0.694
14 14
age pi ni I(pi, ni) means “age <=30” has 5 out of
<=30 2 3 0.971 14 samples, with 2 yes’es and 3
31…40 4 0 0 no’s. Hence
>40 3 2 0.971
age
<=30
income student credit_rating
high no fair
buys_computer
no
Gain(age) = Info( D) − Infoage ( D) = 0.246
<=30
31…40
high
high
no
no
excellent
fair
no
yes
Similarly,
>40 medium no fair yes
>40 low yes fair yes

Gain(income) = 0.029
>40 low yes excellent no
31…40 low yes excellent yes
<=30 medium no fair no
<=30
>40
low
medium
yes fair
yes fair
yes
yes
Gain( student ) = 0.151
<=30
31…40
medium
medium
yes excellent
no excellent
yes
yes Gain(credit _ rating ) = 0.048
31…40 high yes fair yes
>40 medium no excellent no
Computing Information-Gain for Continuous-Valued
Attributes

• Let attribute A be a continuous-valued attribute


• Must determine the best split point for A
• Sort the value A in increasing order
• Typically, the midpoint between each pair of adjacent values is considered as a
possible split point
• (ai+ai+1)/2 is the midpoint between the values of ai and ai+1
• The point with the minimum expected information requirement for A is selected
as the split-point for A
• Split:
• D1 is the set of tuples in D satisfying A ≤ split-point, and D2 is the set of tuples in
D satisfying A > split-point
Gain Ratio for Attribute Selection (C4.5)
• Information gain measure is biased towards attributes with a
large number of values
• C4.5 (a successor of ID3) uses gain ratio to overcome the
problem (normalization to information gain)
v | Dj | | Dj |
SplitInfoA ( D) = −  log2 ( )
j =1 | D| | D|
• GainRatio(A) = Gain(A)/SplitInfo(A)
• Ex.

• gain_ratio(income) = 0.029/1.557 = 0.019


• The attribute with the maximum gain ratio is selected as the
splitting attribute
Gini Index (CART, IBM IntelligentMiner)

• If a data set D contains examples from n classes, gini index, gini(D) is defined as
n
gini( D) = 1−  p 2j
j =1
where pj is the relative frequency of class j in D
• If a data set D is split on A into two subsets D1 and D2, the gini index gini(D) is defined as
|D1| |D |
giniA ( D) = gini( D1) + 2 gini( D2)
|D| |D|

• Reduction in Impurity: gini( A) = gini(D) − giniA (D)


• The attribute provides the smallest ginisplit(D) (or the largest reduction in impurity) is chosen
to split the node (need to enumerate all the possible splitting points for each attribute)
Computation of Gini Index
• Ex. D has 9 tuples in buys_computer 2= “yes”2 and 5 in “no”
9 5
gini( D) = 1 −   −   = 0.459
 14   14 
• Suppose the attribute income partitions D into 10 in D1: {low, medium} and 4 in D2
 10  4
giniincome{low,medium} ( D) =  Gini( D1 ) +  Gini( D2 )
 14   14 

Gini{low,high} is 0.458; Gini{medium,high} is 0.450. Thus, split on the {low,medium} (and


{high}) since it has the lowest Gini index
• All attributes are assumed continuous-valued
• May need other tools, e.g., clustering, to get the possible split values
• Can be modified for categorical attributes
Comparing Attribute Selection Measures

• The three measures, in general, return good results but


• Information gain:
• biased towards multivalued attributes
• Gain ratio:
• tends to prefer unbalanced splits in which one partition is much smaller
than the others
• Gini index:
• biased to multivalued attributes
• has difficulty when # of classes is large
• tends to favor tests that result in equal-sized partitions and purity in both
partitions
Other Attribute Selection Measures

• CHAID: a popular decision tree algorithm, measure based on χ2 test for independence
• C-SEP: performs better than info. gain and gini index in certain cases
• G-statistic: has a close approximation to χ2 distribution
• MDL (Minimal Description Length) principle (i.e., the simplest solution is preferred):
• The best tree as the one that requires the fewest # of bits to both (1) encode the tree,
and (2) encode the exceptions to the tree
• Multivariate splits (partition based on multiple variable combinations)
• CART: finds multivariate splits based on a linear comb. of attrs.
• Which attribute selection measure is the best?
• Most give good results, none is significantly superior than others

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Overfitting and Tree Pruning

Overfitting: An induced tree may overfit the training data

• Too many branches, some may reflect anomalies due to noise or outliers
• Poor accuracy for unseen samples

Two approaches to avoid overfitting

• Prepruning: Halt tree construction early ̵ do not split a node if this would result in
the goodness measure falling below a threshold
• Difficult to choose an appropriate threshold
• Postpruning: Remove branches from a “fully grown” tree—get a sequence of
progressively pruned trees
• Use a set of data different from the training data to decide which is the “best
pruned tree”
Enhancements to Basic Decision Tree Induction

Allow for
Dynamically define new discrete-valued attributes that partition the continuous
continuous-
attribute value into a discrete set of intervals
valued attributes

Handle missing Assign the most common value of the attribute


attribute values Assign probability to each of the possible values

Attribute Create new attributes based on existing ones that are sparsely represented
construction 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 is decision tree induction popular?

• 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

RainForest (VLDB’98 — Gehrke, Ramakrishnan & Ganti)

• Builds an AVC-list (attribute, value, class label)


Scalability Framework for RainForest

Separates the scalability aspects from the criteria that determine the quality of
the tree

Builds an AVC-list: AVC (Attribute, Value, Class_label)

Projection of training dataset onto the attribute X


AVC-set (of an attribute X ) and class label where counts of individual class
label are aggregated

Set of AVC-sets of all predictor attributes at the


AVC-group (of a node n ) node n
Rainforest: Training Set and Its AVC Sets
Training Examples AVC-set on Age AVC-set on income
age income studentcredit_rating
buys_computerAge Buy_Computer income Buy_Computer

<=30 high no fair no yes no


<=30 high no excellent no yes no
high 2 2
31…40 high no fair yes <=30 2 3
31..40 4 0 medium 4 2
>40 medium no fair yes
>40 low yes fair yes >40 3 2 low 3 1
>40 low yes excellent no
31…40 low yes excellent yes
AVC-set on
<=30 medium no fair no AVC-set on Student
credit_rating
<=30 low yes fair yes
student Buy_Computer
>40 medium yes fair yes Credit
Buy_Computer

<=30 medium yes excellent yes yes no rating yes no


31…40 medium no excellent yes yes 6 1 fair 6 2
31…40 high yes fair yes no 3 4 excellent 3 3
>40 medium no excellent no
23
BOAT (Bootstrapped Optimistic
Algorithm for Tree Construction)
Use a statistical technique called bootstrapping to create several smaller
samples (subsets), each fits in memory

Each subset is used to create a tree, resulting in several trees

These trees are examined and used to construct a new tree T’

• It turns out that T’ is very close to the tree that would be generated using the whole data set
together

Adv: requires only two scans of DB, an incremental alg.

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Bayesian Classifier
Bayesian Classification: Why?

• A statistical classifier: performs probabilistic prediction, i.e., predicts class


membership probabilities
• Foundation: Based on Bayes’ Theorem.
• Performance: A simple Bayesian classifier, naïve Bayesian classifier, has
comparable performance with decision tree and selected neural network
classifiers
• Incremental: Each training example can incrementally increase/decrease the
probability that a hypothesis is correct — prior knowledge can be combined with
observed data
• Standard: Even when Bayesian methods are computationally intractable, they can
provide a standard of optimal decision making against which other methods can be
measured
Bayes’ Theorem: Basics
• Total probability Theorem: P(B) = M
 P( B | A ) P( A )
i i
i =1

• Bayes’ Theorem:
P(H | X) = P(X | H )P(H ) = P(X | H ) P(H ) / P(X)
P(X)
• Let X be a data sample (“evidence”): class label is unknown
• Let H be a hypothesis that X belongs to class C
• Classification is to determine P(H|X), (i.e., posteriori probability): the probability that the
hypothesis holds given the observed data sample X
• P(H) (prior probability): the initial probability
• E.g., X will buy computer, regardless of age, income, …
• P(X): probability that sample data is observed
• P(X|H) (likelihood): the probability of observing the sample X, given that the hypothesis holds
• E.g., Given that X will buy computer, the prob. that X is 31..40, medium income
Prediction Based on Bayes’ Theorem
• Given training data X, posteriori probability of a hypothesis H, P(H|X), follows the
Bayes’ theorem

P(H | X) = P(X | H )P(H ) = P(X | H ) P(H ) / P(X)


P(X)
• Informally, this can be viewed as
posteriori = likelihood x prior/evidence
• Predicts X belongs to Ci iff the probability P(Ci|X) is the highest among all the
P(Ck|X) for all the k classes
• Practical difficulty: It requires initial knowledge of many probabilities, involving
significant computational cost
Classification Is to Derive the Maximum Posteriori
• Let D be a training set of tuples and their associated class labels, and each
tuple is represented by an n-D attribute vector X = (x1, x2, …, xn)
• Suppose there are m classes C1, C2, …, Cm.
• Classification is to derive the maximum posteriori, i.e., the maximal P(Ci|X)
• This can be derived from Bayes’ theorem
P(X | C )P(C )
P(C | X) = i i
i P(X)
• Since P(X) is constant for all classes, only
P(C | X) = P(X | C )P(C )
i i i
needs to be maximized

29
Naïve Bayes Classifier
• A simplified assumption: attributes are conditionally independent (i.e., no
dependence relation between attributes):
n
P( X | C i) =  P( x | C i) = P( x | C i)  P( x | C i)  ...  P( x | C i)
k 1 2 n
k =1
• This greatly reduces the computation cost: Only counts the class distribution
• If Ak is categorical, P(xk|Ci) is the # of tuples in Ci having value xk for Ak divided by
|Ci, D| (# of tuples of Ci in D)
• If Ak is continous-valued, P(xk|Ci) is usually computed based on Gaussian
distribution with a mean μ and standard( x −deviation
) σ 2
1 −
g ( x,  ,  ) = e 2 2
2 

and P(xk|Ci) is P(X | Ci) = g ( xk , Ci , Ci )


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Naïve Bayes Classifier: Training Dataset
age income studentcredit_rating
buys_computer
<=30 high no fair no
Class: <=30 high no excellent no
C1:buys_computer = ‘yes’ 31…40 high no fair yes
C2:buys_computer = ‘no’ >40 medium no fair yes
>40 low yes fair yes
Data to be classified: >40 low yes excellent no
31…40 low yes excellent yes
X = (age <=30,
<=30 medium no fair no
Income = medium, <=30 low yes fair yes
Student = yes >40 medium yes fair yes
Credit_rating = Fair) <=30 medium yes excellent yes
31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no
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Naïve Bayes Classifier: An Example
• P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643 age income studentcredit_rating
buys_comput
<=30 high no fair no
P(buys_computer = “no”) = 5/14= 0.357 <=30 high no excellent no
• Compute P(X|Ci) for each class 31…40 high no fair yes
>40 medium no fair yes
P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222 >40 low yes fair yes
P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6 >40 low yes excellent no
P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444 31…40 low yes excellent yes
<=30 medium no fair no
P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4 <=30 low yes fair yes
P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667 >40 medium yes fair yes
P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2 <=30 medium yes excellent yes
31…40
P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667 medium no excellent yes
31…40 high yes fair yes
P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4 >40 medium no excellent no
• X = (age <= 30 , income = medium, student = yes, credit_rating = fair)
P(X|Ci) : P(X|buys_computer = “yes”) = 0.222 x 0.444 x 0.667 x 0.667 = 0.044
P(X|buys_computer = “no”) = 0.6 x 0.4 x 0.2 x 0.4 = 0.019
P(X|Ci)*P(Ci) : P(X|buys_computer = “yes”) * P(buys_computer = “yes”) = 0.028
P(X|buys_computer = “no”) * P(buys_computer = “no”) = 0.007
Therefore,
32 X belongs to class (“buys_computer = yes”)
Avoiding the Zero-Probability Problem
• Naïve Bayesian prediction requires each conditional prob. be non-zero.
Otherwise, the predicted prob. will be zero
n
P( X | C i ) =  P( x k | C i )
k =1
• Ex. Suppose a dataset with 1000 tuples, income=low (0), income= medium (990),
and income = high (10)
• Use Laplacian correction (or Laplacian estimator)
• Adding 1 to each case
Prob(income = low) = 1/1003
Prob(income = medium) = 991/1003
Prob(income = high) = 11/1003
• The “corrected” prob. estimates are close to their “uncorrected” counterparts
Naïve Bayes Classifier: Comments
• Advantages
• Easy to implement
• Good results obtained in most of the cases
• Disadvantages
• Assumption: class conditional independence, therefore loss of accuracy
• Practically, dependencies exist among variables
• E.g., hospitals: patients: Profile: age, family history, etc.
Symptoms: fever, cough etc., Disease: lung cancer, diabetes, etc.
• Dependencies among these cannot be modeled by Naïve Bayes Classifier
• How to deal with these dependencies? Bayesian Belief Networks (Chapter 9)
Using IF-THEN Rules for Classification

• Represent the knowledge in the form of IF-THEN rules


R: IF age = youth AND student = yes THEN buys_computer = yes
• Rule antecedent/precondition vs. rule consequent
• Assessment of a rule: coverage and accuracy
• ncovers = # of tuples covered by R
• ncorrect = # of tuples correctly classified by R
coverage(R) = ncovers /|D| /* D: training data set */
accuracy(R) = ncorrect / ncovers
• If more than one rule are triggered, need conflict resolution
• Size ordering: assign the highest priority to the triggering rules that has the “toughest” requirement (i.e., with the
most attribute tests)
• Class-based ordering: decreasing order of prevalence or misclassification cost per class
• Rule-based ordering (decision list): rules are organized into one long priority list, according to some measure
of rule quality or by experts
Rule Extraction from a Decision Tree

◼ Rules are easier to understand than large trees


◼ One rule is created for each path from the root to a leaf
◼ Each attribute-value pair along a path forms a conjunction: the leaf holds the class
prediction
◼ Rules are mutually exclusive and exhaustive
age?
• Example: Rule extraction from our buys_computer decision-tree
• IF age = young AND student = no THEN buys_computer = no <=30 31..40 >40

• IF age = young AND student = yes THEN buys_computer = yes student? credit rating?
yes
• IF age = mid-age THEN buys_computer = yes
• IF age = old AND credit_rating = excellent THEN buys_computer = no no yes excellent fair

• IF age = old AND credit_rating = fair THEN buys_computer = yes no yes yes
Rule Induction: Sequential Covering Method

• Sequential covering algorithm: Extracts rules directly from training data


• Typical sequential covering algorithms: FOIL, AQ, CN2, RIPPER
• Rules are learned sequentially, each for a given class Ci will cover many tuples of Ci
but none (or few) of the tuples of other classes
• Steps:
• Rules are learned one at a time
• Each time a rule is learned, the tuples covered by the rules are removed
• Repeat the process on the remaining tuples until termination condition, e.g.,
when no more training examples or when the quality of a rule returned is below a
user-specified threshold
• Comp. w. decision-tree induction: learning a set of rules simultaneously
How to Learn-One-Rule?
• Start with the most general rule possible: condition = empty
• Adding new attributes by adopting a greedy depth-first strategy
• Picks the one that most improves the rule quality
• Rule-Quality measures: consider both coverage and accuracy
• Foil-gain (in FOIL & RIPPER): assesses info_gain by
extending condition
pos' pos
FOIL _ Gain = pos'(log2 − log2 )
pos'+ neg' pos + neg
• favors rules that have high accuracy and cover many positive tuples
• Rule pruning based on an independent set of test tuples
pos − neg
FOIL _ Prune( R) =
+ neg
Pos/neg are # of positive/negativepos
tuples covered by R.
If FOIL_Prune is higher for the pruned version of R, prune R
38
Model Evaluation and Selection
• Evaluation metrics: How can we measure accuracy? Other metrics to consider?
• Use validation test set of class-labeled tuples instead of training set when
assessing accuracy
• Methods for estimating a classifier’s accuracy:
• Holdout method, random subsampling
• Cross-validation
• Bootstrap
• Comparing classifiers:
• Confidence intervals
• Cost-benefit analysis and ROC Curves

39
Classifier Evaluation Metrics: Confusion
Matrix
Confusion Matrix:
Actual class\Predicted class C1 ¬ C1
C1 True Positives (TP) False Negatives (FN)
¬ C1 False Positives (FP) True Negatives (TN)

Example of Confusion Matrix:


Actual class\Predicted buy_computer buy_computer Total
class = yes = no
buy_computer = yes 6954 46 7000
buy_computer = no 412 2588 3000
Total 7366 2634 10000

• Given m classes, an entry, CMi,j in a confusion matrix indicates #


of tuples in class i that were labeled by the classifier as class j
• May have extra rows/columns to provide totals
40
Classifier Evaluation Metrics: Accuracy,
Error Rate, Sensitivity and Specificity
A\P C ¬C ◼ Class Imbalance Problem:
C TP FN P
◼ One class may be rare, e.g.
¬C FP TN N
fraud, or HIV-positive
P’ N’ All
◼ Significant majority of the

• Classifier Accuracy, or negative class and minority of


recognition rate: percentage of the positive class
test set tuples that are correctly ◼ Sensitivity: True Positive
classified
recognition rate
Accuracy = (TP + TN)/All
◼ Sensitivity = TP/P
• Error rate: 1 – accuracy, or
◼ Specificity: True Negative
Error rate = (FP + FN)/All
recognition rate
◼ Specificity = TN/N

41
Classifier Evaluation Metrics:
Precision and Recall, and F-measures
• Precision: exactness – what % of tuples that the classifier labeled as positive
are actually positive

• Recall: completeness – what % of positive tuples did the classifier label as


positive?
• Perfect score is 1.0
• Inverse relationship between precision & recall
• F measure (F1 or F-score): harmonic mean of precision and recall,

• Fß: weighted measure of precision and recall


• assigns ß times as much weight to recall as to precision

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Classifier Evaluation Metrics: Example

Actual Class\Predicted class cancer = yes cancer = no Total Recognition(%)


cancer = yes 90 210 300 30.00 (sensitivity
cancer = no 140 9560 9700 98.56 (specificity)
Total 230 9770 10000 96.40 (accuracy)

• Precision = 90/230 = 39.13% Recall = 90/300 = 30.00%

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Evaluating Classifier Accuracy:
Holdout & Cross-Validation Methods
• 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 Classifier Accuracy: Bootstrap
• 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 bootstrap methods, and a common one is .632 boostrap
• A data set with d tuples 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 end up in the bootstrap, and the remaining
36.8% form the test set (since (1 – 1/d)d ≈ e-1 = 0.368)
• Repeat the sampling procedure k times, overall accuracy of the model:
Estimating Confidence Intervals:
Classifier Models M1 vs. M2
• Suppose we have 2 classifiers, M1 and M2, which one is better?

• Use 10-fold cross-validation to obtain and

• These mean error rates are just estimates of error on the true population of future
data cases

• What if the difference between the 2 error rates is just attributed to chance?

• Use a test of statistical significance

• Obtain confidence limits for our error estimates

46
Estimating Confidence Intervals:
Null Hypothesis

• Perform 10-fold cross-validation

• Assume samples follow a t distribution with k–1 degrees of freedom (here, k=10)

• Use t-test (or Student’s t-test)

• Null Hypothesis: M1 & M2 are the same

• If we can reject null hypothesis, then


• we conclude that the difference between M1 & M2 is statistically significant
• Chose model with lower error rate

47
Estimating Confidence Intervals: t-test

• If only 1 test set available: pairwise comparison


• For ith round of 10-fold cross-validation, the same cross partitioning is used to
obtain err(M1)i and err(M2)i
and
• Average over 10 rounds to get
• t-test computes t-statistic with k-1 degrees of freedom:

where

• If two test sets available: use non-paired t-test

where

where k1 & k2 are # of cross-validation samples used for M1 & M2, resp.
Estimating Confidence Intervals:
Table for t-distribution

• Symmetric
• Significance level,
e.g., sig = 0.05 or
5% means M1 & M2
are significantly
different for 95% of
population
• Confidence limit, z
= sig/2

49
Estimating Confidence Intervals:
Statistical Significance

• Are M1 & M2 significantly different?


• Compute t. Select significance level (e.g. sig = 5%)
• Consult table for t-distribution: Find t value corresponding to k-1 degrees
of freedom (here, 9)
• t-distribution is symmetric: typically upper % points of distribution shown
→ look up value for confidence limit z=sig/2 (here, 0.025)
• If t > z or t < -z, then t value lies in rejection region:
• Reject null hypothesis that mean error rates of M1 & M2 are same
• Conclude: statistically significant difference between M1 & M2
• Otherwise, conclude that any difference is chance

50
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 ◼ Vertical axis
measure of the accuracy of the model represents the true
positive rate
• Rank the test tuples in decreasing order:
the one that is most likely to belong to
◼ Horizontal axis rep.
the false positive rate
the positive class appears at the top of
the list ◼ The plot also shows a
diagonal line
• The closer to the diagonal line (i.e., the ◼ A model with perfect
closer the area is to 0.5), the less accuracy will have an
accurate is the model area of 1.0
51
Issues Affecting Model Selection
• Accuracy
• classifier accuracy: predicting class label
• Speed
• time to construct the model (training time)
• time to use the model (classification/prediction time)
• Robustness: handling noise and missing values
• Scalability: efficiency in disk-resident databases
• Interpretability
• understanding and insight provided by the model
• Other measures, e.g., goodness of rules, such as decision
tree size or compactness of classification rules
52
Chapter 8. Classification: Basic Concepts

• Classification: Basic Concepts


• Decision Tree Induction
• Bayes Classification Methods
• Rule-Based Classification
• Model Evaluation and Selection
• Techniques to Improve Classification Accuracy:
Ensemble Methods
• Summary
53
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

54
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., bootstrap)
• 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 significantly better than a single classifier derived from D
• For noise data: not considerably worse, more robust
• Proved improved accuracy in prediction
55
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
• Boosting algorithm can be extended for numeric prediction
• Comparing with bagging: Boosting tends to have greater accuracy,
but it also risks overfitting the model to misclassified data
56
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 )
• The weight of classifier Mi’s vote is log
error( M i )
57
Random Forest
• Random Forest:
(Breiman 2001)
• Each classifier in the ensemble is a decision tree classifier and is
generated using a random selection of attributes at each node to
determine the split
• During classification, each tree votes and the most popular class is
returned
• Two Methods to construct Random Forest:
• Forest-RI (random input selection): Randomly select, at each node, F
attributes as candidates for the split at the node. The CART
methodology is used to grow the trees to maximum size
• Forest-RC (random linear combinations): Creates new attributes (or
features) that are a linear combination of the existing attributes
(reduces the correlation between individual classifiers)
• Comparable in accuracy to Adaboost, but more robust to errors and
outliers
• Insensitive to the number of attributes selected for consideration at each
split, and faster than bagging or boosting
58
Classification of Class-Imbalanced Data Sets

• Class-imbalance problem: Rare positive example but numerous


negative ones, e.g., medical diagnosis, fraud, oil-spill, fault, etc.
• Traditional methods assume a balanced distribution of classes and
equal error costs: not suitable for class-imbalanced data
• Typical methods for imbalance data in 2-class classification:
• Oversampling: re-sampling of data from positive class
• Under-sampling: randomly eliminate tuples from negative class
• Threshold-moving: moves the decision threshold, t, so that the
rare class tuples are easier to classify, and hence, less chance of
costly false negative errors
• Ensemble techniques: Ensemble multiple classifiers introduced
above
• Still difficult for class imbalance problem on multiclass tasks

59
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 the test set
d d
• Mean absolute error:  | yi − Mean
yi ' | squared error:  ( yi − yi ' ) 2
i =1 i =1
d d
d

• Relative absolute error:  | y −Relative


d
y '| squared error:
i i
 ( yi − yi ' ) 2
i =1
i =1
d d
| y − y | i  ( yi − y ) 2
The mean squared-error exaggerates the presence of outliers i =1
i =1

Popularly use (square) root mean-square error, similarly, root relative


squared error

60
Lazy vs. Eager Learning
• Lazy vs. eager learning
• Lazy learning (e.g., instance-based learning): Simply
stores training data (or only minor processing) and waits
until it is given a test tuple
• Eager learning (the above discussed methods): Given a
set of training tuples, constructs a classification model
before receiving new (e.g., test) data to classify
• Lazy: less time in training but more time in predicting
• Accuracy
• Lazy method effectively uses a richer hypothesis space
since it uses many local linear functions to form an
implicit global approximation to the target function
• Eager: must commit to a single hypothesis that covers the
entire instance space

61
Lazy Learner: Instance-Based Methods

• Instance-based learning:
• 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

62
The k-Nearest Neighbor Algorithm
• All instances correspond to points in the n-D space
• The nearest neighbor are defined in terms of Euclidean
distance, dist(X1, X2)
• Target function could be discrete- or real- valued
• For discrete-valued, 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 +
. . .
_ + . 63
Discussion on the k-NN Algorithm
• k-NN for real-valued prediction for a given unknown tuple
• Returns 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 xq
w 1
• Give greater weight to closer neighbors
d ( xq , x )2
i
• 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
64
Linear Regression
• Linear regression: involves a response variable y and a single predictor
variable x
y = w0 + w1 x
where w0 (y-intercept) and w1 (slope) are regression coefficients
• Method of least squares: estimates the best-fitting straight line
| D|

 (x − x )( yi − y )
w = i =1
i
w = y −w x
1 | D|
0 1
 (x − x) i =1
i
2

• Multiple linear regression: involves more than one predictor variable


• Training data is of the form (X1, y1), (X2, y2),…, (X|D|, y|D|)
• Ex. For 2-D data, we may have: y = w0 + w1 x1+ w2 x2
• Solvable by extension of least square method or using SAS, S-Plus
• Many nonlinear functions can be transformed into the above
65
Nonlinear Regression
• Some nonlinear models can be modeled by a polynomial function
• A polynomial regression model can be transformed into linear regression
model. For example,
y = w0 + w1 x + w2 x2 + w3 x3
convertible to linear with new variables: x2 = x2, x3= x3
y = w0 + w1 x + w2 x2 + w3 x3
• Other functions, such as power function, can also be transformed to
linear model
• Some models are intractable nonlinear (e.g., sum of exponential terms)
• possible to obtain least square estimates through extensive
calculation on more complex formulae

66
Other Regression-Based Models
• Generalized linear model:
• Foundation on which linear regression can be applied to modeling
categorical response variables
• Variance of y is a function of the mean value of y, not a constant
• Logistic regression: models the prob. of some event occurring as a
linear function of a set of predictor variables
• Poisson regression: models the data that exhibit a Poisson distribution
• Log-linear models: (for categorical data)
• Approximate discrete multidimensional prob. distributions
• Also useful for data compression and smoothing
• Regression trees and model trees
• Trees to predict continuous values rather than class labels

67
Regression Trees and Model Trees
CART: Classification And Regression Trees
Regression tree: proposed Each leaf stores a continuous-valued

in CART system (Breiman et prediction


It is the average value of the predicted
al. 1984) attribute for the training tuples that reach
the leaf

Each leaf holds a regression model—a


Model tree: proposed by multivariate linear equation for the
predicted attribute
Quinlan (1992) A more general case than regression tree

Regression and model trees tend to be more


accurate than linear regression when the data are
not represented well by a simple linear model
68

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