Data Mining:

Concepts and Techniques

(Classification)

1
 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
2
 Supervised vs. Unsupervised Learning
■ Supervised learning (classification)
■ Supervision: The training data (observations,
measurements, etc.) are accompanied by labels indicating
the class of the observations
■ New data is classified based on the training set
■ Unsupervised learning (clustering)
■ The class labels of training data is unknown
■ Given a set of measurements, observations, etc. with the
aim of establishing the existence of classes or clusters in
the data
3
 Prediction Problems: Classification vs.
Numeric Prediction
■ Classification
■ predicts categorical class labels (discrete or nominal)

■ classifies data (constructs a model) based on the training

set and the values (class labels) in a classifying attribute
and uses it in classifying new data
■ Numeric Prediction
■ models continuous-valued functions, i.e., predicts unknown
or missing values
■ Typical applications
■ Credit/loan approval:

■ Medical diagnosis: if a tumor is cancerous or benign

■ Fraud detection: if a transaction is fraudulent

■ Web page categorization: which category it is

4
 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
5
Process (1): Model Construction

Classification
Algorithms
Training
Data

Classifier
(Model)

IF rank = ‘professor’
OR years > 6
THEN tenured = ‘yes’
6
Process (2): Using the Model in Prediction

Classifier

Testing Unseen
Data Data

(Jeff, Professor, 4)

Tenured?

7
 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
8
 Decision Tree Induction: An Example
❑ Training data set: Buys_computer
❑ The data set follows an example of
Quinlan’s ID3 (Playing Tennis)
❑ Resulting tree:
age?

<=30 overcast
31..40 >40

student? yes credit rating?

no yes excellent fair

no yes no yes
9
 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
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 Brief Review of Entropy
■

m=2

11
 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:

■ Information needed (after using A to split D into v partitions) to

classify D:

■ Information gained by branching on attribute A

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 Attribute Selection: Information Gain
g Class P: buys_computer = “yes”
g Class N: buys_computer = “no”

means “age <=30” has 5 out of

14 samples, with 2 yes’es and 3
no’s. Hence

Similarly,

13
 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
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 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)

■ 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
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 Gini Index (CART, IBM IntelligentMiner)
■ If a data set D contains examples from n classes, gini index,
gini(D) is defined as

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

■ Reduction in Impurity:

■ 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)
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 Computation of Gini Index
■ Ex. D has 9 tuples in buys_computer = “yes” and 5 in “no”

■ Suppose the attribute income partitions D into 10 in D1: {low,

medium} and 4 in D2

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
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 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
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 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”

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 Enhancements to Basic Decision Tree Induction

■ Allow for continuous-valued attributes

■ Dynamically define new discrete-valued attributes that
partition the continuous attribute value into a discrete set of
intervals
■ Handle missing attribute values
■ Assign the most common value of the attribute
■ Assign probability to each of the possible values
■ Attribute construction
■ Create new attributes based on existing ones that are
sparsely represented
■ This reduces fragmentation, repetition, and replication

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 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)

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 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)
■ AVC-set (of an attribute X )
■ Projection of training dataset onto the attribute X and
class label where counts of individual class label are
aggregated
■ AVC-group (of a node n )
■ Set of AVC-sets of all predictor attributes at the node n

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Rainforest: Training Set and Its AVC Sets

Training Examples AVC-set on Age AVC-set on income

Age Buy_Computer income Buy_Computer

yes no
yes no
high 2 2
<=30 2 3
31..40 4 0 medium 4 2

>40 3 2 low 3 1

AVC-set on
AVC-set on Student
credit_rating
student Buy_Computer Buy_Computer
Credit
yes no rating yes no

yes 6 1 fair 6 2

no 3 4 excellent 3 3

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 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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 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
26
 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
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 Bayes’ Theorem: Basics
■ Total probability Theorem:

■ Bayes’ Theorem:

■ 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
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 Prediction Based on Bayes’ Theorem
■ Given training data X, posteriori probability of a hypothesis H,
P(H|X), follows the Bayes’ theorem

■ 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

29
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

■ Since P(X) is constant for all classes, only

needs to be maximized

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 Naïve Bayes Classifier
■ A simplified assumption: attributes are conditionally
independent (i.e., no dependence relation between attributes):

■ 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 deviation σ

and P(xk|Ci) is

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 Naïve Bayes Classifier: Training Dataset

Class:
C1:buys_computer = ‘yes’
C2:buys_computer = ‘no’

Data to be classified:
X = (age <=30,
Income = medium,
Student = yes
Credit_rating = Fair)

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 Naïve Bayes Classifier: An Example
■ P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643
P(buys_computer = “no”) = 5/14= 0.357
■ Compute P(X|Ci) for each class
P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222
P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6
P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444
P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4
P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667
P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2
P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667
P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4
■ 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, X belongs to class (“buys_computer = yes”)
33
 Avoiding the Zero-Probability Problem
■ Naïve Bayesian prediction requires each conditional prob. be
non-zero. Otherwise, the predicted prob. will be zero

■ 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
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 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)
35
 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
36
 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
37
 Rule Extraction from a Decision Tree
■ Rules are easier to understand than large
trees age?

■ One rule is created for each path from the <=30 31..40 >40
root to a leaf
student? credit rating?
yes
■ Each attribute-value pair along a path forms a
no yes excellent fair
conjunction: the leaf holds the class
no yes
prediction no yes

■ Rules are mutually exclusive and exhaustive

■ Example: Rule extraction from our buys_computer decision-tree
IF age = young AND student = no THEN buys_computer = no
IF age = young AND student = yes THEN buys_computer = yes
IF age = mid-age THEN buys_computer = yes
IF age = old AND credit_rating = excellent THEN buys_computer = no
IF age = old AND credit_rating = fair THEN buys_computer = yes
38
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
39
 Sequential Covering Algorithm

while (enough target tuples left)

generate a rule
remove positive target tuples satisfying this rule

Examples
Examples covered
covered by Rule 2
Examples
by Rule 1 covered
by Rule 3
Positive
examples

40
 Rule Generation
■ To generate a rule
while(true)
find the best predicate p
if foil-gain(p) > threshold then add p to current rule
else break

A3=1&&A
1=2
A3=1&&A1=2
&&A8=5A3=1

Positive Negative
examples examples

41
 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

■ favors rules that have high accuracy and cover many positive tuples
■ Rule pruning based on an independent set of test tuples

Pos/neg are # of positive/negative tuples covered by R.

If FOIL_Prune is higher for the pruned version of R, prune R
42
 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
43
 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

44
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
45
 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

46
 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

47
 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%

48
 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 D as test set and others as training set
i
■ 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
49
 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:

50
 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

51
 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

52
 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
■ Average over 10 rounds to get
and
■ 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.
53
 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

54
 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 M & M

1 2
are same
■ Conclude: statistically significant difference between M
1
& M2
■ Otherwise, conclude that any difference is chance

55
 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
■ Horizontal axis rep.
order: the one that is most likely to the false positive rate
belong to the positive class appears at
■ The plot also shows a
the top of the list 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
56
 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
57
 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
58
Ensemble Methods: Increasing the Accuracy

■ Ensemble methods
■ Use a combination of models to increase accuracy

■ Combine a series of k learned models, M , M , …, M , with

1 2 k
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

59
 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
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 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
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 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:

■ The weight of classifier Mi’s vote is

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 Random Forest (Breiman 2001)
■ Random Forest:
■ 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
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 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
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 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
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 Summary (I)
■ Classification is a form of data analysis that extracts models
describing important data classes.
■ Effective and scalable methods have been developed for decision
tree induction, Naive Bayesian classification, rule-based
classification, and many other classification methods.
■ Evaluation metrics include: accuracy, sensitivity, specificity,
precision, recall, F measure, and Fß measure.
■ Stratified k-fold cross-validation is recommended for accuracy
estimation. Bagging and boosting can be used to increase overall
accuracy by learning and combining a series of individual models.

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 Summary (II)
■ Significance tests and ROC curves are useful for model selection.
■ There have been numerous comparisons of the different
classification methods; the matter remains a research topic
■ No single method has been found to be superior over all others
for all data sets
■ Issues such as accuracy, training time, robustness, scalability,
and interpretability must be considered and can involve
trade-offs, further complicating the quest for an overall superior
method

67
 References (1)
■ C. Apte and S. Weiss. Data mining with decision trees and decision rules. Future
Generation Computer Systems, 13, 1997
■ C. M. Bishop, Neural Networks for Pattern Recognition. Oxford University Press,
1995
■ L. Breiman, J. Friedman, R. Olshen, and C. Stone. Classification and Regression Trees.
Wadsworth International Group, 1984
■ C. J. C. Burges. A Tutorial on Support Vector Machines for Pattern Recognition. Data
Mining and Knowledge Discovery, 2(2): 121-168, 1998
■ P. K. Chan and S. J. Stolfo. Learning arbiter and combiner trees from partitioned data
for scaling machine learning. KDD'95
■ H. Cheng, X. Yan, J. Han, and C.-W. Hsu, Discriminative Frequent Pattern Analysis for
Effective Classification, ICDE'07
■ H. Cheng, X. Yan, J. Han, and P. S. Yu, Direct Discriminative Pattern Mining for
Effective Classification, ICDE'08
■ W. Cohen. Fast effective rule induction. ICML'95
■ G. Cong, K.-L. Tan, A. K. H. Tung, and X. Xu. Mining top-k covering rule groups for
gene expression data. SIGMOD'05
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■ A. J. Dobson. An Introduction to Generalized Linear Models. Chapman & Hall, 1990.
■ G. Dong and J. Li. Efficient mining of emerging patterns: Discovering trends and
differences. KDD'99.
■ R. O. Duda, P. E. Hart, and D. G. Stork. Pattern Classification, 2ed. John Wiley, 2001
■ U. M. Fayyad. Branching on attribute values in decision tree generation. AAAI’94.
■ Y. Freund and R. E. Schapire. A decision-theoretic generalization of on-line learning and
an application to boosting. J. Computer and System Sciences, 1997.
■ J. Gehrke, R. Ramakrishnan, and V. Ganti. Rainforest: A framework for fast decision tree
construction of large datasets. VLDB’98.
■ J. Gehrke, V. Gant, R. Ramakrishnan, and W.-Y. Loh, BOAT -- Optimistic Decision Tree
Construction. SIGMOD'99.
■ T. Hastie, R. Tibshirani, and J. Friedman. The Elements of Statistical Learning: Data
Mining, Inference, and Prediction. Springer-Verlag, 2001.
■ D. Heckerman, D. Geiger, and D. M. Chickering. Learning Bayesian networks: The
combination of knowledge and statistical data. Machine Learning, 1995.
■ W. Li, J. Han, and J. Pei, CMAR: Accurate and Efficient Classification Based on Multiple
Class-Association Rules, ICDM'01.
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 References (3)

■ T.-S. Lim, W.-Y. Loh, and Y.-S. Shih. A comparison of prediction accuracy, complexity,
and training time of thirty-three old and new classification algorithms. Machine
Learning, 2000.
■ J. Magidson. The Chaid approach to segmentation modeling: Chi-squared
automatic interaction detection. In R. P. Bagozzi, editor, Advanced Methods of
Marketing Research, Blackwell Business, 1994.
■ M. Mehta, R. Agrawal, and J. Rissanen. SLIQ : A fast scalable classifier for data
mining. EDBT'96.
■ T. M. Mitchell. Machine Learning. McGraw Hill, 1997.
■ S. K. Murthy, Automatic Construction of Decision Trees from Data: A
Multi-Disciplinary Survey, Data Mining and Knowledge Discovery 2(4): 345-389, 1998
■ J. R. Quinlan. Induction of decision trees. Machine Learning, 1:81-106, 1986.
■ J. R. Quinlan and R. M. Cameron-Jones. FOIL: A midterm report. ECML’93.
■ J. R. Quinlan. C4.5: Programs for Machine Learning. Morgan Kaufmann, 1993.
■ J. R. Quinlan. Bagging, boosting, and c4.5. AAAI'96.

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■ R. Rastogi and K. Shim. Public: A decision tree classifier that integrates building and
pruning. VLDB’98.
■ J. Shafer, R. Agrawal, and M. Mehta. SPRINT : A scalable parallel classifier for data
mining. VLDB’96.
■ J. W. Shavlik and T. G. Dietterich. Readings in Machine Learning. Morgan Kaufmann,
1990.
■ P. Tan, M. Steinbach, and V. Kumar. Introduction to Data Mining. Addison Wesley,
2005.
■ S. M. Weiss and C. A. Kulikowski. Computer Systems that Learn: Classification and
Prediction Methods from Statistics, Neural Nets, Machine Learning, and Expert
Systems. Morgan Kaufman, 1991.
■ S. M. Weiss and N. Indurkhya. Predictive Data Mining. Morgan Kaufmann, 1997.
■ I. H. Witten and E. Frank. Data Mining: Practical Machine Learning Tools and
Techniques, 2ed. Morgan Kaufmann, 2005.
■ X. Yin and J. Han. CPAR: Classification based on predictive association rules. SDM'03
■ H. Yu, J. Yang, and J. Han. Classifying large data sets using SVM with hierarchical
clusters. KDD'03.

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 Issues: Evaluating Classification Methods

■ Accuracy
■ classifier accuracy: predicting class label

■ predictor accuracy: guessing value of predicted attributes

■ 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

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 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
■ Mean absolute error: Mean squared error:

■ Relative absolute error: Relative squared error:

The mean squared-error exaggerates the presence of outliers

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

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 Scalable Decision Tree Induction Methods

■ SLIQ (EDBT’96 — Mehta et al.)

■ Builds an index for each attribute and only class list and the

current attribute list reside in memory

■ SPRINT (VLDB’96 — J. Shafer et al.)
■ Constructs an attribute list data structure

■ PUBLIC (VLDB’98 — Rastogi & Shim)

■ Integrates tree splitting and tree pruning: stop growing the

tree earlier
■ RainForest (VLDB’98 — Gehrke, Ramakrishnan & Ganti)
■ Builds an AVC-list (attribute, value, class label)

■ BOAT (PODS’99 — Gehrke, Ganti, Ramakrishnan & Loh)

■ Uses bootstrapping to create several small samples

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 Data Cube-Based Decision-Tree Induction
■ Integration of generalization with decision-tree induction
(Kamber et al.’97)
■ Classification at primitive concept levels
■ E.g., precise temperature, humidity, outlook, etc.
■ Low-level concepts, scattered classes, bushy
classification-trees
■ Semantic interpretation problems
■ Cube-based multi-level classification
■ Relevance analysis at multi-levels
■ Information-gain analysis with dimension + level

75