Data Pre-processing

• 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 transformation
– Normalization and aggregation
• Data reduction
– Obtains reduced representation in volume but produces the same or
similar analytical results
• Data discretization
– Part of data reduction but with particular importance, especially for
numerical data
 Why Data Preprocessing?

• Data in the real world is dirty

– incomplete: lacking attribute values, lacking certain
attributes of interest, or containing only aggregate data
– noisy: containing errors or outliers
– inconsistent: containing discrepancies in codes or names
• No quality data, no quality mining results!
– Quality decisions must be based on quality data
– Data warehouse needs consistent integration of quality
data
Forms of data
preprocessing
 Data Cleaning

• Data cleaning tasks

– Fill in missing values
– Identify outliers and smooth out noisy data
– Correct inconsistent data
 Missing Data
• Data is not always available
– E.g., many tuples have no recorded value for several attributes, such
as customer income in sales data
• Missing data may be due to
– equipment malfunction
– inconsistent with other recorded data and thus deleted
– data not entered due to misunderstanding
– certain data may not be considered important at the time of entry
– not register history or changes of the data
• Missing data may need to be inferred.
 How to Handle Missing Data?
• Fill in the missing value manually: tedious + infeasible?
• Use a global constant to fill in the missing value: e.g.,
“unknown”, a new class?!
• Use the attribute mean to fill in the missing value
• Use the attribute mean for all samples belonging to the same
class to fill in the missing value: smarter
• Use the most probable value to fill in the missing value:
inference-based such as Bayesian formula or decision tree
 Noisy Data
• Noise: random error or variance in a measured variable
• Incorrect attribute values may due to
– faulty data collection instruments
– data entry problems
– data transmission problems
– technology limitation
– inconsistency in naming convention
• Other data problems which requires data cleaning
– duplicate records
– incomplete data
– inconsistent data
 How to Handle Noisy Data?
• Binning method:
– first sort data and partition into (equi-depth) bins
– then one can smooth by bin means, smooth by bin median,
smooth by bin boundaries, etc.
• Clustering
– detect and remove outliers
• Combined computer and human inspection
– detect suspicious values and check by human
• Regression
– smooth by fitting the data into regression functions
 Simple Discretization Methods:
Binning
• Equal-width (distance) partitioning:
– It divides the range into N intervals of equal size: uniform
grid
– if A and B are the lowest and highest values of the attribute,
the width of intervals will be: W = (B-A)/N.
– The most straightforward
– But outliers may dominate presentation
– Skewed data is not handled well.
• Equal-depth (frequency) partitioning:
– It divides the range into N intervals, each containing
approximately same number of samples
– Good data scaling
– Managing categorical attributes can be tricky.
Binning Methods for Data Smoothing
* Sorted data for price (in dollars): 4, 8, 9, 15, 21, 21, 24, 25,
26, 28, 29, 34
* Partition into (equi-depth) bins:
- Bin 1: 4, 8, 9, 15
- Bin 2: 21, 21, 24, 25
- Bin 3: 26, 28, 29, 34
* Smoothing by bin means:
- Bin 1: 9, 9, 9, 9
- Bin 2: 23, 23, 23, 23
- Bin 3: 29, 29, 29, 29
* Smoothing by bin boundaries:
- Bin 1: 4, 4, 4, 15
- Bin 2: 21, 21, 25, 25
- Bin 3: 26, 26, 26, 34
Cluster Analysis
Regression
y

Y1

Y1’ y=x+1

X1 x
 Data Integration
• Data integration:
– combines data from multiple sources into a coherent store
• Schema integration
– integrate metadata from different sources
– Entity identification problem: identify real world entities from
multiple data sources, e.g., A.cust-id  B.cust-#
• Detecting and resolving data value conflicts
– for the same real world entity, attribute values from different
sources are different
– possible reasons: different representations, different scales,
e.g., metric vs. British units
 Handling Redundant Data
• Redundant data occur often when integration of
multiple databases
– The same attribute may have different names in different
databases
– One attribute may be a “derived” attribute in another table,
e.g., annual revenue
• Redundant data may be able to be detected by
correlational analysis
• Careful integration of the data from multiple sources
may help reduce/avoid redundancies and
inconsistencies and improve mining speed and quality
 Data Transformation
• Smoothing: remove noise from data
• Aggregation: summarization, data cube construction
• Generalization: concept hierarchy climbing
• Normalization: scaled to fall within a small,
specified range
– min-max normalization
– z-score normalization
– normalization by decimal scaling
• Attribute/feature construction
– New attributes constructed from the given ones
 Data Transformation:
Normalization
• min-max normalization
v  minA
v'  (new _ maxA  new _ minA)  new _ minA
maxA  minA
• z-score normalization
v  meanA
v' 
stand _ devA
• normalization by decimal scaling
v
v'  j Where j is the smallest integer such that Max(| v ' |)<1
10
 Data Reduction Strategies
• 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
– Obtains a reduced representation of the data set that is much
smaller in volume but yet produces the same (or almost the
same) analytical results
• Data reduction strategies
– Data cube aggregation
– Dimensionality reduction
– Numerosity reduction
– Discretization and concept hierarchy generation
 Dimensionality Reduction
• 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
Example of Decision Tree Induction

Initial attribute set:

{A1, A2, A3, A4, A5, A6}
A4 ?

A1? A6?

Class 1 Class 2 Class 1 Class 2

> Reduced attribute set: {A1, A4, A6}

 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 Compression

Original Data Compressed

Data
lossless

Original Data
Approximated
 Numerosity Reduction
• Parametric methods
– Assume the data fits some model, estimate model
parameters, store only the parameters, and discard the data
(except possible outliers)
– 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
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
 Regress Analysis and Log-
Linear Models
• Linear regression: Y =  +  X
– Two parameters ,  and  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) = ab acad bcd
 Histograms
• A popular data
reduction technique 40
• Divide data into 35
buckets and store 30
average (sum) for each 25
bucket
20
• Can be constructed
15
optimally in one
10
dimension using
dynamic programming 5

• Related to quantization 0
10000 30000 50000 70000 90000
problems.
 Clustering
• Partition data set into clusters, and one can
store cluster representation 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
 Sampling
• Allow a mining algorithm to run in complexity that is
potentially sub-linear to the size of the data
• Choose a representative subset of the data
– Simple random sampling may have very poor performance
in the presence of skew
• Develop adaptive sampling methods
– Stratified sampling:
• Approximate the percentage of each class (or
subpopulation of interest) in the overall database
• Used in conjunction with skewed data
• Sampling may not reduce database I/Os (page at a
time).
 Sampling

Raw Data
 Sampling
Raw Data Cluster/Stratified Sample
 Hierarchical Reduction
• Use multi-resolution structure with different degrees of
reduction
• Hierarchical clustering is often performed but tends to
define partitions of data sets rather than “clusters”
• Parametric methods are usually not amenable to
hierarchical representation
• Hierarchical aggregation
– An index tree hierarchically divides a data set into partitions
by value range of some attributes
– Each partition can be considered as a bucket
– Thus an index tree with aggregates stored at each node is a
hierarchical histogram
 Discretization
• Three types of attributes:
– Nominal — values from an unordered set
– Ordinal — values from an ordered set
– Continuous — 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
 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.
• Concept hierarchies
– reduce the data by collecting and replacing low level
concepts (such as numeric values for the attribute age) by
higher level concepts (such as young, middle-aged, or
senior).
 Discretization and concept
hierarchy generation for numeric
data
• Binning (see sections before)

• Histogram analysis (see sections before)

• Clustering analysis (see sections before)

• Entropy-based discretization

• Segmentation by natural partitioning

 Entropy-Based Discretization
• Given a set of samples S, if S is partitioned into two
intervals S1 and S2 using boundary T, the entropy after
partitioning is
| S1| |S 2|
E (S ,T )  Ent ( S1)  Ent ( S 2)
| S| | S|
• 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, e.g.,
Ent ( S )  E (T , S )  
• Experiments show that it may reduce data size and
improve classification accuracy
Segmentation by natural partitioning
3-4-5 rule can be used to segment numeric data into
relatively uniform, “natural” intervals.
* If an interval covers 3, 6, 7 or 9 distinct values at
the most significant digit, partition the range into 3
equi-width intervals
* If it covers 2, 4, or 8 distinct values at the most
significant digit, partition the range into 4 intervals
* If it covers 1, 5, or 10 distinct values at the most
significant digit, partition the range into 5 intervals
 Example of 3-4-5 rule
count

Step 1: -$351 -$159 profit $1,838 $4,700

Min Low (i.e, 5%-tile) High(i.e, 95%-0 tile) Max
Step 2: msd=1,000 Low=-$1,000 High=$2,000

(-$1,000 - $2,000)
Step 3:

(-$1,000 - 0) (0 -$ 1,000) ($1,000 - $2,000)

(-$4000 -$5,000)
Step 4:

($2,000 - $5, 000)

(-$400 - 0) (0 - $1,000) ($1,000 - $2, 000)
(0 -
($1,000 -
(-$400 - $200)
$1,200) ($2,000 -
-$300) $3,000)
($200 -
($1,200 -
$400)
(-$300 - $1,400)
($3,000 -
-$200)
($400 - ($1,400 - $4,000)
(-$200 - $600) $1,600) ($4,000 -
-$100) ($600 - ($1,600 - $5,000)
$800) ($800 - ($1,800 -
$1,800)
(-$100 - $1,000) $2,000)
0)
Concept hierarchy generation for
categorical data
• Specification of a partial ordering of attributes
explicitly at the schema level by users or experts
• Specification of a portion of a hierarchy by
explicit data grouping
• Specification of a set of attributes, but not of their
partial ordering
• Specification of only a partial set of attributes
Specification of a set of attributes
Concept hierarchy can be automatically generated
based on the number of distinct values per attribute
in the given attribute set. The attribute with the
most distinct values is placed at the lowest level of
the hierarchy.

country 15 distinct values

province_or_ state 65 distinct values

city 3567 distinct values

street 674,339 distinct values

 Data Mining Operations and
Techniques:
• Predictive Modelling :
– Based on the features present in the class_labeled training
data, develop a description or model for each class. It is used
for
• better understanding of each class, and
• prediction of certain properties of unseen data
– If the field being predicted is a numeric (continuous ) variables
then the prediction problem is a regression problem
– If the field being predicted is a categorical then the prediction
problem is a classification problem
– Predictive Modelling is based on inductive learning
(supervised learning)
Predictive Modelling (Classification):
debt
*
*
* o o o
* o o
* ** * o
* o
* * o o
o

income

Linear Classifier: Non Linear Classifier:

debt debt
* *
* *
* o o o * o o o
* o o * o o
* ** * o
* ** * o
* o * o
* * o o * * o o
o o
income
a*income + b*debt < t => No loan ! income
• Clustering (Segmentation)
– Clustering does not specify fields to be predicted but
targets separating the data items into subsets that are
similar to each other.
– Clustering algorithms employ a two-stage search:
• An outer loop over possible cluster numbers and an inner loop
to fit the best possible clustering for a given number of clusters
– Combined use of Clustering and classification provides
real discovery power.
Supervised vs Unsupervised Learning:
debt debt
* +
* +
* o o o
+ + + +
* o o +
* ** * o
+ ++ +
+ + +
* o
+
* * o o +++ +
+
o +
income

Supervised Unsupervised
Learning Learning

debt debt
* +
* +
* o o o + + + +
* o o + + +
* ** * o + ++ + +
* o + +
* * o o +++ +
o +
income
income
• Associations
– relationship between attributes (recurring patterns)
• Dependency Modelling
– Deriving causal structure within the data
• Change and Deviation Detection
– These methods accounts for sequence information (time-series
in financial applications pr protein sequencing in genome
mapping)
– Finding frequent sequences in database is feasible given
sparseness in real-world transactional database
Basic Components of Data Mining Algorithms
• Model Representation (Knowledge Representation) :
– the language for describing discoverable patterns / knowledge
• (e.g. decision tree, rules, neural network)
• Model Evaluation:
– estimating the predictive accuracy of the derived patterns
• Search Methods:
– Parameter Search : when the structure of a model is fixed, search for
the parameters which optimise the model evaluation criteria (e.g.
backpropagation in NN)
– Model Search: when the structure of the model(s) is unknown, find
the model(s) from a model class
• Learning Bias
– Feature selection
– Pruning algorithm
 Predictive Modelling (Classification)
• Task: determine which of a fixed set of classes an example belongs to
• Input: training set of examples annotated with class values.
• Output:induced hypotheses (model/concept description/classifiers)
Learning : Induce classifiers from training data
Inductive
Training Learning Classifiers
Data: System (Derived Hypotheses)

Predication : Using Hypothesis for Prediction: classifying any

example described in the same manner

Data to be classified Classifier Decision on class

assignment
 Classification Algorithms
Basic Principle (Inductive Learning Hypothesis): Any
hypothesis found to approximate the target function well over a
sufficiently large set of training examples will also approximate
the target function well over other unobserved examples.
Typical Algorithms:
• Decision trees
• Rule-based induction
• Neural networks
• Memory(Case) based reasoning
• Genetic algorithms
• Bayesian networks
 Decision Tree Learning
General idea: Recursively partition data into sub-groups

• Select an attribute and formulate a logical test on attribute

• Branch on each outcome of test, move subset of examples (training

data) satisfying that outcome to the corresponding child node.

• Run recursively on each child node.

Termination rule specifies when to declare a leaf node.

Decision tree learning is a heuristic, one-step lookahead (hill climbing),

non-backtracking search through the space of all possible decision trees.
 Decision Tree: Example
Day Outlook Temperature Humidity Wind Play Tennis
1 Sunny Hot High Weak No
2 Sunny Hot High Strong No
3 Overcast Hot High Weak Yes
4 Rain Mild High Weak Yes
5 Rain Cool Normal Weak Yes
6 Rain Cool Normal Strong No
7 Overcast Cool Normal Strong Yes
8 Sunny Mild High Weak No
9 Sunny Cool Normal Weak Yes
10 Rain Mild Normal Weak Yes
11 Sunny Mild Normal Strong Yes
12 Overcast Mild High Strong Yes
13 Overcast Hot Normal Weak Yes
14 Rain Mild High Strong No

Outlook

Sunny Overcast Rain

Humidity Yes Wind

High Normal Strong Weak

No Yes No Yes
 Decision Tree : Training
DecisionTree(examples) =
Prune (Tree_Generation(examples))

Tree_Generation (examples) =
IF termination_condition (examples)
THEN leaf ( majority_class (examples) )
ELSE
LET
Best_test = selection_function (examples)
IN
FOR EACH value v OF Best_test
Let subtree_v = Tree_Generation ({ e  example| e.Best_test = v )
IN Node (Best_test, subtree_v )
Definition :
selection: used to partition training data
termination condition: determines when to stop partitioning
pruning algorithm: attempts to prevent overfitting
 Selection Measure : the Critical Step
The basic approach to select a attribute is to examine each attribute and evaluate its
likelihood for improving the overall decision performance of the tree.

The most widely used node-splitting evaluation functions work by reducing the degree
of randomness or ‘impurity” in the current node:
c
Entropy function (C4.5): E (n)    pi (c  ci | n) log 2 pi (c  ci | n)
Information gain : i 1

nv
G (n, A)  E (n)  
vValue( A ) n
E (nv )

• ID3 and C4.5 branch on every value and use an entropy minimisation heuristic to
select best attribute.

• CART branches on all values or one value only, uses entropy minimisation or gini
function.

• GIDDY formulates a test by branching on a subset of attribute values (selection by

entropy minimisation)
 Tree Induction:
The algorithm searches through the space of possible decision trees from
simplest to increasingly complex, guided by the information gain
heuristic.

Outlook

Sunny Overcast Rain

{1, 2,8,9,11 } {4,5,6,10,14}
Yes
?
?

D (Sunny, Humidity) = 0.97 - 3/5*0 - 2/5*0 = 0.97

D (Sunny,Temperature) = 0.97-2/5*0 - 2/5*1 - 1/5*0.0 = 0.57
D (Sunny,Wind)= 0.97 -= 2/5*1.0 - 3/5*0.918 = 0.019
 Overfitting

• Consider eror of hypothesis H over

– training data : error_training (h)
– entire distribution D of data : error_D (h)
Hypothesis h overfits training data if there is an
alternative hypothesis h’ such that
error_training (h) < error_training (h’)
error_D (h) > error (h’)
 Preventing Overfitting
• Problem: We don’t want to these algorithms to fit to
``noise’’
• Reduced-error pruning :
– breaks the samples into a training set and a test set. The tree is
induced completely on the training set.
– Working backwards from the bottom of the tree, the subtree
starting at each nonterminal node is examined.
• If the error rate on the test cases improves by pruning it, the subtree is
removed. The process continues until no improvement can be made by
pruning a subtree,
• The error rate of the final tree on the test cases is used as an estimate of
the true error rate.
Decision Tree Pruning:
physician fee freeze = n:
| adoption of the budget resolution = y: democrat (151.0) Simplified Decision Tree:
| adoption of the budget resolution = u: democrat (1.0)
| adoption of the budget resolution = n: physician fee freeze = n: democrat (168.0/2.6)
| | education spending = n: democrat (6.0) physician fee freeze = y: republican (123.0/13.9)
| | education spending = y: democrat (9.0) physician fee freeze = u:
| | education spending = u: republican (1.0) | mx missile = n: democrat (3.0/1.1)
physician fee freeze = y: | mx missile = y: democrat (4.0/2.2)
| synfuels corporation cutback = n: republican (97.0/3.0) | mx missile = u: republican (2.0/1.0)
| synfuels corporation cutback = u: republican (4.0)
| synfuels corporation cutback = y:
| | duty free exports = y: democrat (2.0)
| | duty free exports = u: republican (1.0)
| | duty free exports = n:
| | | education spending = n: democrat (5.0/2.0)
| | | education spending = y: republican (13.0/2.0) Evaluation on training data (300 items):
| | | education spending = u: democrat (1.0)
physician fee freeze = u: Before Pruning After Pruning
| water project cost sharing = n: democrat (0.0) ---------------- ---------------------------
| water project cost sharing = y: democrat (4.0) Size Errors Size Errors Estimate
| water project cost sharing = u:
| | mx missile = n: republican (0.0) 25 8( 2.7%) 7 13( 4.3%) ( 6.9%) <
| | mx missile = y: democrat (3.0/1.0)
| | mx missile = u: republican (2.0)
 Evaluation of Classification Systems
Training Set: examples with class Predicted
values for learning.
False Positives
Test Set: examples with class values
for evaluating.
True Positives
Evaluation: Hypotheses are used to
infer classification of examples in the
test set; inferred classification is
False Negatives
compared to known classification.
Actual
Accuracy: percentage of examples in
the test set that are classified correctly.