Introduction to Big Data (3)

Data Preprocessing
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 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
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 Data Quality: Why Preprocess the Data?

 Measures for data quality: A multidimensional view

 Accuracy: correct or wrong, accurate or not
 Completeness: not recorded, unavailable, …
 Consistency: some modified but some not, dangling, …
 Timeliness: timely update?
 Believability: how trustable the data are correct?
 Interpretability: how easily the data can be
understood?

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Major Tasks in Data Preprocessing

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 Major Tasks in Data Preprocessing
 Data cleaning
 Fill in missing values, smooth noisy data, identify or remove
outliers, and resolve inconsistencies
 Data integration
 Integration of multiple databases, data cubes, or files
 Data reduction
 Dimensionality reduction
 Data reduction
 Data compression
 Data transformation and data discretization
 Normalization
 Concept hierarchy generation

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 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
6
 Data Cleaning
 Data in the Real World Is Dirty: Lots of potentially incorrect data, e.g.,
instrument faulty, human or computer error, transmission error
 incomplete: lacking attribute values, lacking certain attributes of
interest, or containing only aggregate data
 e.g., Occupation=“ ” (missing data)
 noisy: containing noise, errors, or outliers
 e.g., Salary=“−10” (an error)
 inconsistent: containing discrepancies in codes or names, e.g.,
 Age=“42”, Birthday=“03/07/2010”
 Was rating “1, 2, 3”, now rating “A, B, C”
 discrepancy between duplicate records
 Intentional (e.g., disguised missing data)
 Jan. 1 as everyone’s birthday?
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 Incomplete (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
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 How to Handle Missing Data?
 Ignore the tuple: usually done when class label is missing
(when doing classification)—not effective when the % of
missing values per attribute varies considerably
 Fill in the missing value manually: tedious + infeasible?
 Fill in it automatically with
 a global constant : e.g., “unknown”, a new class?!
 the attribute mean
 the attribute mean for all samples belonging to the
same class: smarter
 the most probable value: inference-based such as
Bayesian formula or decision tree
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 Noisy Data
 Noise: random error or variance in a measured variable
 Incorrect attribute values may be due to
 faulty data collection instruments

 data entry problems

 data transmission problems

 technology limitation

 inconsistency in naming convention

 Other data problems which require data cleaning

 duplicate records

 incomplete data

 inconsistent data

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 How to Handle Noisy Data?

 Binning
 first sort data and partition into (equal-frequency) bins

 then one can smooth by bin means, smooth by bin

median, smooth by bin boundaries, etc.

 Regression
 smooth by fitting the data into regression functions

 Clustering
 detect and remove outliers

 Combined computer and human inspection

 detect suspicious values and check by human (e.g.,

deal with possible outliers)

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 Data Cleaning as a Process
 Data discrepancy detection
 Use metadata (e.g., domain, range, dependency, distribution)

 Check field overloading

 Use commercial tools

 Data scrubbing: use simple domain knowledge (e.g., postal

code, spell-check) to detect errors and make corrections

 Data auditing: by analyzing data to discover rules and

relationship to detect violators (e.g., correlation and clustering

to find outliers)
 Data migration and integration
 Data migration tools: allow transformations to be specified

 ETL (Extraction/Transformation/Loading) tools: allow users to

specify transformations through a graphical user interface
 Integration of the two processes
 Iterative and interactive (e.g., Potter’s Wheels)

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 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
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 Data Integration
 Data integration:
 Combines data from multiple sources into a coherent store
 Schema integration: e.g., [Link]-id ≡ [Link]-#
 Integrate metadata from different sources
 Entity identification problem:
 Identify real world entities from multiple data sources, e.g., Bill
Clinton = William Clinton
 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
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 Handling Redundancy in Data Integration

 Redundant data occur often when integration of multiple

databases
 Object identification: The same attribute or object
may have different names in different databases
 Derivable data: One attribute may be a “derived”
attribute in another table, e.g., annual revenue
 Redundant attributes may be able to be detected by
correlation analysis and covariance analysis
 Careful integration of the data from multiple sources may
help reduce/avoid redundancies and inconsistencies and
improve mining speed and quality
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 Correlation Analysis (Nominal Data)
 Χ2 (chi-square) test
(Observed − Expected ) 2
χ2 = ∑
Expected
 The larger the Χ2 value, the more likely the variables are
related
 The cells that contribute the most to the Χ2 value are
those whose actual count is very different from the
expected count
 Correlation does not imply causality
 # of hospitals and # of car-theft in a city are correlated
 Both are causally linked to the third variable: population

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 Chi-Square Calculation: An Example

Play chess Not play chess Sum (row)

Like science fiction 250(90) 200(360) 450

Not like science fiction 50(210) 1000(840) 1050

Sum(col.) 300 1200 1500

 Χ2 (chi-square) calculation (numbers in parenthesis are

expected counts calculated based on the data distribution
in the two categories)
(250 − 90) 2 (50 − 210) 2 (200 − 360) 2 (1000 − 840) 2
χ =
2
+ + + = 507.93
90 210 360 840
 It shows that like_science_fiction and play_chess are
correlated in the group
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 Correlation Analysis (Numeric Data)

 Correlation coefficient (also called Pearson’s product

moment coefficient)

∑i =1 (ai − A)(bi − B) ∑
n n
(ai bi ) − n AB
rA, B = = i =1
(n − 1)σ Aσ B (n − 1)σ Aσ B

where n is the number of tuples, A and B are the respective

means of A and B, σA and σB are the respective standard deviation
of A and B, and Σ(aibi) is the sum of the AB cross-product.
 If rA,B > 0, A and B are positively correlated (A’s values
increase as B’s). The higher, the stronger correlation.
 rA,B = 0: independent; rAB < 0: negatively correlated

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Visually Evaluating Correlation

Scatter plots
showing the
similarity from
–1 to 1.

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 Covariance (Numeric Data)
 Covariance is similar to correlation

Correlation coefficient:

where n is the number of tuples, A and B are the respective mean or

expected values of A and B, σA and σB are the respective standard
deviation of A and B.
 Positive covariance: If CovA,B > 0, then A and B both tend to be high or
low at the same time.
 Negative covariance: If CovA,B < 0 then: when one variable is high, the
other tends to be low.
 Independence: CovA,B = 0 but the converse is not true:
 Some pairs of random variables may have a covariance of 0 but are not
independent. Only under some additional assumptions (e.g., the data follow
multivariate normal distributions) does a covariance of 0 imply independence21
 Covariance: An Example

 It can be simplified in computation as

 Suppose two stocks A and B have the following values in one week:
(2, 5), (3, 8), (5, 10), (4, 11), (6, 14).

 Question: If the stocks are affected by the same industry trends, will
their prices rise or fall together?

 E(A) = (2 + 3 + 5 + 4 + 6)/ 5 = 20/5 = 4

 E(B) = (5 + 8 + 10 + 11 + 14) /5 = 48/5 = 9.6

 Cov(A,B) = (2×5+3×8+5×10+4×11+6×14)/5 − 4 × 9.6 = 4

 Thus, A and B rise together since Cov(A, B) > 0.

 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
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 Data Reduction Strategies
 Data reduction: Obtain a reduced representation of the data set that
is much smaller in volume but yet produces the same (or almost the
same) analytical results
 Why data reduction? — A database/data warehouse may store
terabytes of data. Complex data analysis may take a very long time to
run on the complete data set.
 Data reduction strategies
 Dimensionality reduction, e.g., remove unimportant attributes

 Wavelet transforms

 Principal Components Analysis (PCA)

 Feature subset selection, feature creation

 Numerosity reduction (some simply call it: Data Reduction)

 Regression and Log-Linear Models

 Histograms, clustering, sampling

 Data cube aggregation

 Data compression

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Data Reduction 1: Dimensionality Reduction
 Curse of dimensionality
 When dimensionality increases, data becomes increasingly sparse
 Density and distance between points, which is critical to clustering, outlier
analysis, becomes less meaningful
 The possible combinations of subspaces will grow exponentially
 Dimensionality reduction
 Avoid the curse of dimensionality
 Help eliminate irrelevant features and reduce noise
 Reduce time and space required in data processing
 Allow easier visualization
 Dimensionality reduction techniques
 Wavelet transforms
 Principal Component Analysis
 Supervised and nonlinear techniques (e.g., feature selection)

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 Mapping Data to a New Space
 Fourier transform
 Wavelet transform

Two Sine Waves Two Sine Waves + Noise Frequency

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 What Is Wavelet Transform?

 The transform maps the image data from the spatial domain to the
frequency domain (also called the spectral domain), where all the
pixels in the input (spatial domain) contribute to each value in the
output (frequency domain).
 Image transforms are designed to reduce image redundancy by
reducing the sizes of most pixels and to identify the less important
parts of the image by isolating the various frequencies of the image

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 What Is Wavelet Transform?

 A wavelet is a waveform of effectively limited duration that has an

average value of zero. However, wavelet is a “small wave” which has
its energy concentrated in time to give a tool for the analysis.
 Wavelet analysis represents a windowing technique with variable-sized
regions.
 Wavelet analysis allows the use of long-time intervals where we want
more precise low-frequency information, and shorter regions where we
want high frequency information

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 What Is Wavelet Transform?

 The smaller the scale factor, the more “compressed” the wavelet. The
effect of the scale factor is very easy to see.

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 What Is Wavelet Transform?
 Represents an alternative to the for time-frequency analysis classical
spectral analyses
 Decomposes a signal into different frequency sub-bands

 Applicable to n-dimensional signals

 Data are transformed to preserve relative distance between objects at

different levels of resolution
 Allow natural clusters to become more distinguishable

 Used for image compression

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What Is Wavelet Transform?

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 Principal Component Analysis (PCA)
 Find a projection that captures the largest amount of
variation in data
 The original data are projected onto a much smaller
space, resulting in dimensionality reduction. We find the
eigenvectors of the covariance matrix, and these
eigenvectors define the new space
x2

[Link] x1
principal-component-analysis 33
 Principal Component Analysis (Steps)
 Given N data vectors from n-dimensions, find k ≤ n orthogonal vectors
(principal components) that can be best used to represent data
Step 1: Standardization
Step 2: Covariance Matrix computation
Step 3: Compute the eigenvectors and eigenvalues of the
covariance matrix to identify the principal components
Step 4: Feature Vector

 Works for numeric data only

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 Attribute Subset Selection
 Another way to reduce dimensionality of data
 Redundant attributes
 Duplicate much or all of the information contained in
one or more other attributes
 E.g., purchase price of a product and the amount of
sales tax paid
 Irrelevant attributes
 Contain no information that is useful for the data
mining task at hand
 E.g., students' ID is often irrelevant to the task of
predicting students' GPA

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Decision Tree Induction (Supervised method)
Find a minimum set of attributes such that the
resulting probability distribution of the data classes
is as close as possible to the original distribution
obtained using all attributes.
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}

 Heuristic Search in Attribute Selection

 Several heuristic feature selection methods:

 Best single features under the feature

independence assumption: choose by significance

tests.
 Best step-wise feature selection:

 The best single-feature is picked first

 Then next best feature condition to the first, ...

 Step-wise feature elimination:

 Repeatedly eliminate the worst feature

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Attribute Creation (Feature Generation)
 Create new attributes (features) that can capture the
important information in a data set more effectively than
the original ones
 Three general methodologies
 Attribute extraction

 Domain-specific

 Mapping data to new space

 E.g., Fourier transformation, wavelet transformation

 Attribute construction

 Combining features

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Data Reduction 2: Numerosity Reduction
 Reduce data volume by choosing alternative, smaller
forms of data representation
 Parametric methods (e.g., regression)
 Assume the data fits some model, estimate model

parameters, store only the parameters, and discard

the data
 Non-parametric methods
 Do not assume models

 Major families: histograms, clustering, sampling, …

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 Parametric Data Reduction: Regression
and Log-Linear Models
 Linear regression
 Data 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

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 y
Regression Analysis
Y1

 Regression analysis: A collective name for

techniques for the modeling and analysis Y1’
y=x+1
of numerical data consisting of values of a
dependent variable (also called
response variable or measurement) and X1 x
of one or more independent variables
(aka.) ex planatory variables or
 Used for prediction
predictors (including forecasting of
 The parameters are estimated so as to give time-series data), inference,
a "best fit" of the data hypothesis testing, and
modeling of causal
 Most commonly the best fit is evaluated by
relationships
using the least squares m ethod , but
other criteria have also been used
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Regress Analysis and Log-Linear Models
 Linear regression: Y = w X + b
 Two regression coefficients, w and b, specify the line and are to be
estimated by using the data at hand
 Using the least squares criterion to the known values of Y1, Y2, …,
X1, X2, ….
 Multiple regression: Y = b0 + b1 X1 + b2 X2
 Many nonlinear functions can be transformed into the above
 Log-linear models:
 Approximate discrete multidimensional probability distributions
 Estimate the probability of each point (tuple) in a multi-dimensional
space for a set of discretized attributes, based on a smaller subset
of dimensional combinations
 Useful for dimensionality reduction and data smoothing
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 Histogram Analysis

 Divide data into buckets and

store average (sum) for each
bucket
 Partitioning rules:
 Equal-width: equal bucket
range w = (max – min) /
(no of bins)
 Equal-frequency (or equal-
depth bins that all have
the same number of
samples
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 Clustering
 Partition data set into clusters based on similarity, and
store cluster representation (e.g., centroid and diameter)
only
 Can be very effective if data is clustered
 Can have hierarchical clustering and be stored in multi-
dimensional index tree structures (Dendrogram)
 There are many choices of clustering definitions and
clustering algorithms

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 Types of Clusterings

 Important distinction between hierarchical and

partitional sets of clusters
 Partitional Clustering
 Division of data objects into non-overlapping
subsets (clusters) such that each data object
is in exactly one subset
 Hierarchical clustering
 A set of nested clusters organized as a
hierarchical tree (Dendrogram)

p1 p2 p3 p4
 Sampling

 Sampling: obtaining a small sample s to represent the

whole data set N
 Allow a mining algorithm to run in complexity that is
potentially sub-linear to the size of the data
 Key principle: Choose a representative subset of the data
 Simple random sampling may have very poor
performance in the presence of skew
 Develop adaptive sampling methods, e.g., stratified
sampling:
 Note: Sampling may not reduce database I/Os (page at a
time)
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 Types of Sampling

 Simple random sampling

 There is an equal probability of selecting any particular
item
 Sampling without replacement
 Once an object is selected, it is removed from the
population
 Sampling with replacement
 A selected object is not removed from the population

 Stratified sampling:
 Partition the data set, and draw samples from each
partition (proportionally, i.e., approximately the same
percentage of the data)

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Sampling: With or without Replacement

Raw Data
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Sampling: Cluster or Stratified Sampling

Raw Data Cluster/Stratified Sample

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 Data Reduction 3: 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

 Dimensionality and numerosity reduction may also be

considered as forms of data compression
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 Data Compression

Original Data Compressed

Data
lossless

Original Data
Approximated

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 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
54
 Data Transformation
 A function that maps the entire set of values of a given attribute to a
new set of replacement values s.t. each old value can be identified
with one of the new values
 Methods
 Smoothing: Remove noise from data
 Attribute/feature construction
 New attributes constructed from the given ones
 Aggregation: Summarization, data cube construction
 Normalization: Scaled to fall within a smaller, specified range
 min-max normalization
 z-score normalization
 normalization by decimal scaling
 Discretization: Concept hierarchy climbing 55
 Normalization
 Min-max normalization: to [new_minA, new_maxA]
v − minA
v' = (new _ maxA − new _ minA) + new _ minA
maxA − minA
 Ex. Let income range $12,000 to $98,000 normalized to [0.0,
73,600 − 12,000
1.0]. Then $73,600 is mapped to 98,000 − 12,000 (1.0 − 0) + 0 = 0.716
 Z-score normalization (μ: mean, σ: standard deviation):
v − µA
v' =
σ A

73,600 − 54,000
 Ex. Let μ = 54,000, σ = 16,000. Then 16,000
= 1.225

 Normalization by decimal scaling

v
v' = j
10
Where j is the smallest integer such that Max(|ν’|) < 1
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 Discretization
 Three types of attributes
 Nominal—values from an unordered set, e.g., color, profession
 Ordinal—values from an ordered set, e.g., military or academic
rank
 Numeric—real numbers, e.g., integer or real numbers
 Discretization: Divide the range of a continuous attribute into
intervals
 Interval labels can then be used to replace actual data values
 Reduce data size by discretization
 Supervised vs. unsupervised
 Split (top-down) vs. merge (bottom-up)
 Discretization can be performed recursively on an attribute

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 Data Discretization Methods
 Typical methods: All the methods can be applied recursively
 Binning
 Top-down split, unsupervised
 Histogram analysis
 Top-down split, unsupervised
 Clustering analysis (unsupervised, top-down split or
bottom-up merge)
 Decision-tree analysis (supervised, top-down split)
 Correlation (e.g., χ2) analysis (unsupervised, bottom-up
merge)

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 Simple Discretization: Binning

 Equal-width (distance) partitioning

 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

 Divides the range into N intervals, each containing approximately
same number of samples
 Good data scaling
 Managing categorical attributes can be tricky
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 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 equal-frequency (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
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 Concept Hierarchy Generation

 Concept hierarchy organizes concepts (i.e., attribute values)

hierarchically and is usually associated with each dimension in a data
warehouse
 Concept hierarchies facilitate drilling and rolling in data warehouses to
view data in multiple granularity
 Concept hierarchy formation: Recursively reduce the data by collecting
and replacing low level concepts (such as numeric values for age) by
higher level concepts (such as youth, adult, or senior)
 Concept hierarchies can be explicitly specified by domain experts
and/or data warehouse designers
 Concept hierarchy can be automatically formed for both numeric and
nominal data. For numeric data, use discretization methods shown.

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 Chapter 3: Data Preprocessing

 Data Preprocessing: An Overview

 Data Quality

 Major Tasks in Data Preprocessing

 Data Cleaning

 Data Integration

 Data Reduction

 Data Transformation and Data Discretization

 Summary
63
 Summary
 Data quality: accuracy, completeness, consistency, timeliness,
believability, interpretability
 Data cleaning: e.g. missing/noisy values, outliers
 Data integration from multiple sources:
 Entity identification problem

 Remove redundancies

 Detect inconsistencies

 Data reduction
 Dimensionality reduction

 Numerosity reduction

 Data compression

 Data transformation and data discretization

 Normalization

 Concept hierarchy generation

64
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ACM, 42:73-78, 1999
 A. Bruce, D. Donoho, and H.-Y. Gao. Wavelet analysis. IEEE Spectrum, Oct 1996
 T. Dasu and T. Johnson. Exploratory Data Mining and Data Cleaning. John Wiley, 2003
 J. Devore and R. Peck. Statistics: The Exploration and Analysis of Data. Duxbury Press, 1997.
 H. Galhardas, D. Florescu, D. Shasha, E. Simon, and C.-A. Saita. Declarative data cleaning:
Language, model, and algorithms. VLDB'01
 M. Hua and J. Pei. Cleaning disguised missing data: A heuristic approach. KDD'07
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 H. Liu and H. Motoda (eds.). Feature Extraction, Construction, and Selection: A Data Mining
Perspective. Kluwer Academic, 1998
 J. E. Olson. Data Quality: The Accuracy Dimension. Morgan Kaufmann, 2003
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 V. Raman and J. Hellerstein. Potters Wheel: An Interactive Framework for Data Cleaning and
Transformation, VLDB’2001
 T. Redman. Data Quality: The Field Guide. Digital Press (Elsevier), 2001
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