ContentsPreface vii1 Introduction 11.1 What .docx

Contents
Preface vii
1 Introduction 1
1.1 What Is Data Mining? . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Motivating Challenges . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 The Origins of Data Mining . . . . . . . . . . . . . . . . . . . . 6
1.4 Data Mining Tasks . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5 Scope and Organization of the Book . . . . . . . . . . . . . . . 11
1.6 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Data 19
2.1 Types of Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.1.1 Attributes and Measurement . . . . . . . . . . . . . . . 23
2.1.2 Types of Data Sets . . . . . . . . . . . . . . . . . . . . . 29
2.2 Data Quality . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.2.1 Measurement and Data Collection Issues . . . . . . . . . 37
2.2.2 Issues Related to Applications . . . . . . . . . . . . . . 43
2.3 Data Preprocessing . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.3.1 Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.3.2 Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.3.3 Dimensionality Reduction . . . . . . . . . . . . . . . . . 50
2.3.4 Feature Subset Selection . . . . . . . . . . . . . . . . . . 52

2.3.5 Feature Creation . . . . . . . . . . . . . . . . . . . . . . 55
2.3.6 Discretization and Binarization . . . . . . . . . . . . . . 57
2.3.7 Variable Transformation . . . . . . . . . . . . . . . . . . 63
2.4 Measures of Similarity and Dissimilarity . . . . . . . . . . . . .
65
2.4.1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.4.2 Similarity and Dissimilarity between Simple Attributes .
67
2.4.3 Dissimilarities between Data Objects . . . . . . . . . . . 69
2.4.4 Similarities between Data Objects . . . . . . . . . . . . 72
xiv Contents
2.4.5 Examples of Proximity Measures . . . . . . . . . . . . . 73
2.4.6 Issues in Proximity Calculation . . . . . . . . . . . . . . 80
2.4.7 Selecting the Right Proximity Measure . . . . . . . . . . 83
2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3 Exploring Data 97
3.1 The Iris Data Set . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.2 Summary Statistics . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.2.1 Frequencies and the Mode . . . . . . . . . . . . . . . . . 99
3.2.2 Percentiles . . . . . . . . . . . . . . . . . . . . . . . . . 100
3.2.3 Measures of Location: Mean and Median . . . . . . . . 101
3.2.4 Measures of Spread: Range and Variance . . . . . . . . 102
3.2.5 Multivariate Summary Statistics . . . . . . . . . . . . . 104
3.2.6 Other Ways to Summarize the Data . . . . . . . . . . . 105
3.3 Visualization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.3.1 Motivations for Visualization . . . . . . . . . . . . . . . 105
3.3.2 General Concepts . . . . . . . . . . . . . . . . . . . . . . 106
3.3.3 Techniques . . . . . . . . . . . . . . . . . . . . . . . . . 110

3.3.4 Visualizing Higher-Dimensional Data . . . . . . . . . . . 124
3.3.5 Do’s and Don’ts . . . . . . . . . . . . . . . . . . . . . . 130
3.4 OLAP and Multidimensional Data Analysis . . . . . . . . . . .
131
3.4.1 Representing Iris Data as a Multidimensional Array . . 131
3.4.2 Multidimensional Data: The General Case . . . . . . . . 133
3.4.3 Analyzing Multidimensional Data . . . . . . . . . . . . 135
3.4.4 Final Comments on Multidimensional Data Analysis . .
139
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4 Classification:
Basic Concepts, Decision Trees, and Model Evaluation 145
4.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
4.2 General Approach to Solving a Classification Problem . . . .
. 148
4.3 Decision Tree Induction . . . . . . . . . . . . . . . . . . . . . . 150
4.3.1 How a Decision Tree Works . . . . . . . . . . . . . . . . 150
4.3.2 How to Build a Decision Tree . . . . . . . . . . . . . . . 151
4.3.3 Methods for Expressing Attribute Test Conditions . . . 155
4.3.4 Measures for Selecting the Best Split . . . . . . . . . . . 158
4.3.5 Algorithm for Decision Tree Induction . . . . . . . . . . 164
4.3.6 An Example: Web Robot Detection . . . . . . . . . . . 166
Contents
Preface vii
1 Introduction 1
1.1 What Is Data Mining? . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 Motivating Challenges . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 The Origins of Data Mining . . . . . . . . . . . . . . . . . . . . 6
1.4 Data Mining Tasks . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5 Scope and Organization of the Book . . . . . . . . . . . . . . . 11
1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Data 19
2.1 Types of Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.1.1 Attributes and Measurement . . . . . . . . . . . . . . . 23
2.1.2 Types of Data Sets . . . . . . . . . . . . . . . . . . . . . 29
2.2 Data Quality . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.2.1 Measurement and Data Collection Issues . . . . . . . . . 37
2.2.2 Issues Related to Applications . . . . . . . . . . . . . . 43
2.3 Data Preprocessing . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.3.1 Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.3.2 Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.3.3 Dimensionality Reduction . . . . . . . . . . . . . . . . . 50
2.3.4 Feature Subset Selection . . . . . . . . . . . . . . . . . . 52
2.3.5 Feature Creation . . . . . . . . . . . . . . . . . . . . . . 55
2.3.6 Discretization and Binarization . . . . . . . . . . . . . . 57
2.3.7 Variable Transformation . . . . . . . . . . . . . . . . . . 63
2.4 Measures of Similarity and Dissimilarity . . . . . . . . . . . . .
65
2.4.1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.4.2 Similarity and Dissimilarity between Simple Attributes .
67
2.4.3 Dissimilarities between Data Objects . . . . . . . . . . . 69
2.4.4 Similarities between Data Objects . . . . . . . . . . . . 72
xiv Contents

2.4.5 Examples of Proximity Measures . . . . . . . . . . . . . 73
2.4.6 Issues in Proximity Calculation . . . . . . . . . . . . . . 80
2.4.7 Selecting the Right Proximity Measure . . . . . . . . . . 83
2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3 Exploring Data 97
3.1 The Iris Data Set . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.2 Summary Statistics . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.2.1 Frequencies and the Mode . . . . . . . . . . . . . . . . . 99
3.2.2 Percentiles . . . . . . . . . . . . . . . . . . . . . . . . . 100
3.2.3 Measures of Location: Mean and Median . . . . . . . . 101
3.2.4 Measures of Spread: Range and Variance . . . . . . . . 102
3.2.5 Multivariate Summary Statistics . . . . . . . . . . . . . 104
3.2.6 Other Ways to Summarize the Data . . . . . . . . . . . 105
3.3 Visualization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.3.1 Motivations for Visualization . . . . . . . . . . . . . . . 105
3.3.2 General Concepts . . . . . . . . . . . . . . . . . . . . . . 106
3.3.3 Techniques . . . . . . . . . . . . . . . . . . . . . . . . . 110
3.3.4 Visualizing Higher-Dimensional Data . . . . . . . . . . . 124
3.3.5 Do’s and Don’ts . . . . . . . . . . . . . . . . . . . . . . 130
3.4 OLAP and Multidimensional Data Analysis . . . . . . . . . . .
131
3.4.1 Representing Iris Data as a Multidimensional Array . . 131
3.4.2 Multidimensional Data: The General Case . . . . . . . . 133
3.4.3 Analyzing Multidimensional Data . . . . . . . . . . . . 135
3.4.4 Final Comments on Multidimensional Data Analysis . .
139
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

4 Classification:
Basic Concepts, Decision Trees, and Model Evaluation 145
4.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
4.2 General Approach to Solving a Classification Problem . . . .
. 148
4.3 Decision Tree Induction . . . . . . . . . . . . . . . . . . . . . . 150
4.3.1 How a Decision Tree Works . . . . . . . . . . . . . . . . 150
4.3.2 How to Build a Decision Tree . . . . . . . . . . . . . . . 151
4.3.3 Methods for Expressing Attribute Test Conditions . . . 155
4.3.4 Measures for Selecting the Best Split . . . . . . . . . . . 158
4.3.5 Algorithm for Decision Tree Induction . . . . . . . . . . 164
4.3.6 An Example: Web Robot Detection . . . . . . . . . . . 166
Contents xv
4.3.7 Characteristics of Decision Tree Induction . . . . . . . . 168
4.4 Model Overfitting . . . . . . . . . . . . . . . . . . . . . . . . . . 172
4.4.1 Overfitting Due to Presence of Noise . . . . . . . . . . . 175
4.4.2 Overfitting Due to Lack of Representative Samples . . .
177
4.4.3 Overfitting and the Multiple Comparison Procedure . . 178
4.4.4 Estimation of Generalization Errors . . . . . . . . . . . 179
4.4.5 Handling Overfitting in Decision Tree Induction . . . . 184
4.5 Evaluating the Performance of a Classifier . . . . . . . . . . . .
186
4.5.1 Holdout Method . . . . . . . . . . . . . . . . . . . . . . 186
4.5.2 Random Subsampling . . . . . . . . . . . . . . . . . . . 187
4.5.3 Cross-Validation . . . . . . . . . . . . . . . . . . . . . . 187
4.5.4 Bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . 188
4.6 Methods for Comparing Classifiers . . . . . . . . . . . . . . . .

188
4.6.1 Estimating a Confidence Interval for Accuracy . . . . . 189
4.6.2 Comparing the Performance of Two Models . . . . . . . 191
4.6.3 Comparing the Performance of Two Classifiers . . . . . 192
4.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
5 Classification: Alternative Techniques 207
5.1 Rule-Based Classifier . . . . . . . . . . . . . . . . . . . . . . . . 207
5.1.1 How a Rule-Based Classifier Works . . . . . . . . . . . . 209
5.1.2 Rule-Ordering Schemes . . . . . . . . . . . . . . . . . . 211
5.1.3 How to Build a Rule-Based Classifier . . . . . . . . . . . 212
5.1.4 Direct Methods for Rule Extraction . . . . . . . . . . . 213
5.1.5 Indirect Methods for Rule Extraction . . . . . . . . . . 221
5.1.6 Characteristics of Rule-Based Classifiers . . . . . . . . . 223
5.2 Nearest-Neighbor classifiers . . . . . . . . . . . . . . . . . . . . 223
5.2.1 Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . 225
5.2.2 Characteristics of Nearest-Neighbor Classifiers . . . . . 226
5.3 Bayesian Classifiers . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.3.1 Bayes Theorem . . . . . . . . . . . . . . . . . . . . . . . 228
5.3.2 Using the Bayes Theorem for Classification . . . . . . . 229
5.3.3 Näıve Bayes Classifier . . . . . . . . . . . . . . . . . . . 231
5.3.4 Bayes Error Rate . . . . . . . . . . . . . . . . . . . . . . 238
5.3.5 Bayesian Belief Networks . . . . . . . . . . . . . . . . . 240
5.4 Artificial Neural Network (ANN) . . . . . . . . . . . . . . . . . 246
5.4.1 Perceptron . . . . . . . . . . . . . . . . . . . . . . . . . 247
5.4.2 Multilayer Artificial Neural Network . . . . . . . . . . . 251
5.4.3 Characteristics of ANN . . . . . . . . . . . . . . . . . . 255
xvi Contents

5.5 Support Vector Machine (SVM) . . . . . . . . . . . . . . . . . . 256
5.5.1 Maximum Margin Hyperplanes . . . . . . . . . . . . . . 256
5.5.2 Linear SVM: Separable Case . . . . . . . . . . . . . . . 259
5.5.3 Linear SVM: Nonseparable Case . . . . . . . . . . . . . 266
5.5.4 Nonlinear SVM . . . . . . . . . . . . . . . . . . . . . . . 270
5.5.5 Characteristics of SVM . . . . . . . . . . . . . . . . . . 276
5.6 Ensemble Methods . . . . . . . . . . . . . . . . . . . . . . . . . 276
5.6.1 Rationale for Ensemble Method . . . . . . . . . . . . . . 277
5.6.2 Methods for Constructing an Ensemble Classifier . . . .
278
5.6.3 Bias-Variance Decomposition . . . . . . . . . . . . . . . 281
5.6.4 Bagging . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
5.6.5 Boosting . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
5.6.6 Random Forests . . . . . . . . . . . . . . . . . . . . . . 290
5.6.7 Empirical Comparison among Ensemble Methods . . . . 294
5.7 Class Imbalance Problem . . . . . . . . . . . . . . . . . . . . . 294
5.7.1 Alternative Metrics . . . . . . . . . . . . . . . . . . . . . 295
5.7.2 The Receiver Operating Characteristic Curve . . . . . . 298
5.7.3 Cost-Sensitive Learning . . . . . . . . . . . . . . . . . . 302
5.7.4 Sampling-Based Approaches . . . . . . . . . . . . . . . . 305
5.8 Multiclass Problem . . . . . . . . . . . . . . . . . . . . . . . . . 306
5.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
6 Association Analysis: Basic Concepts and Algorithms 327
6.1 Problem Definition . . . . . . . . . . . . . . . . . . . . . . . . . 328
6.2 Frequent Itemset Generation . . . . . . . . . . . . . . . . . . . 332
6.2.1 The Apriori Principle . . . . . . . . . . . . . . . . . . . 333
6.2.2 Frequent Itemset Generation in the Apriori Algorithm .
335
6.2.3 Candidate Generation and Pruning . . . . . . . . . . . . 338
6.2.4 Support Counting . . . . . . . . . . . . . . . . . . . . . 342

6.2.5 Computational Complexity . . . . . . . . . . . . . . . . 345
6.3 Rule Generation . . . . . . . . . . . . . . . . . . . . . . . . . . 349
6.3.1 Confidence-Based Pruning . . . . . . . . . . . . . . . . . 350
6.3.2 Rule Generation in Apriori Algorithm . . . . . . . . . . 350
6.3.3 An Example: Congressional Voting Records . . . . . . . 352
6.4 Compact Representation of Frequent Itemsets . . . . . . . . . .
353
6.4.1 Maximal Frequent Itemsets . . . . . . . . . . . . . . . . 354
6.4.2 Closed Frequent Itemsets . . . . . . . . . . . . . . . . . 355
6.5 Alternative Methods for Generating Frequent Itemsets . . . .
. 359
6.6 FP-Growth Algorithm . . . . . . . . . . . . . . . . . . . . . . . 363
Contents xv
4.3.7 Characteristics of Decision Tree Induction . . . . . . . . 168
4.4 Model Overfitting . . . . . . . . . . . . . . . . . . . . . . . . . . 172
4.4.1 Overfitting Due to Presence of Noise . . . . . . . . . . . 175
4.4.2 Overfitting Due to Lack of Representative Samples . . .
177
4.4.3 Overfitting and the Multiple Comparison Procedure . . 178
4.4.4 Estimation of Generalization Errors . . . . . . . . . . . 179
4.4.5 Handling Overfitting in Decision Tree Induction . . . . 184
4.5 Evaluating the Performance of a Classifier . . . . . . . . . . . .
186
4.5.1 Holdout Method . . . . . . . . . . . . . . . . . . . . . . 186
4.5.2 Random Subsampling . . . . . . . . . . . . . . . . . . . 187
4.5.3 Cross-Validation . . . . . . . . . . . . . . . . . . . . . . 187
4.5.4 Bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . 188

4.6 Methods for Comparing Classifiers . . . . . . . . . . . . . . . .
188
4.6.1 Estimating a Confidence Interval for Accuracy . . . . . 189
4.6.2 Comparing the Performance of Two Models . . . . . . . 191
4.6.3 Comparing the Performance of Two Classifiers . . . . . 192
4.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
5 Classification: Alternative Techniques 207
5.1 Rule-Based Classifier . . . . . . . . . . . . . . . . . . . . . . . . 207
5.1.1 How a Rule-Based Classifier Works . . . . . . . . . . . . 209
5.1.2 Rule-Ordering Schemes . . . . . . . . . . . . . . . . . . 211
5.1.3 How to Build a Rule-Based Classifier . . . . . . . . . . . 212
5.1.4 Direct Methods for Rule Extraction . . . . . . . . . . . 213
5.1.5 Indirect Methods for Rule Extraction . . . . . . . . . . 221
5.1.6 Characteristics of Rule-Based Classifiers . . . . . . . . . 223
5.2 Nearest-Neighbor classifiers . . . . . . . . . . . . . . . . . . . . 223
5.2.1 Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . 225
5.2.2 Characteristics of Nearest-Neighbor Classifiers . . . . . 226
5.3 Bayesian Classifiers . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.3.1 Bayes Theorem . . . . . . . . . . . . . . . . . . . . . . . 228
5.3.2 Using the Bayes Theorem for Classification . . . . . . . 229
5.3.3 Näıve Bayes Classifier . . . . . . . . . . . . . . . . . . . 231
5.3.4 Bayes Error Rate . . . . . . . . . . . . . . . . . . . . . . 238
5.3.5 Bayesian Belief Networks . . . . . . . . . . . . . . . . . 240
5.4 Artificial Neural Network (ANN) . . . . . . . . . . . . . . . . . 246
5.4.1 Perceptron . . . . . . . . . . . . . . . . . . . . . . . . . 247
5.4.2 Multilayer Artificial Neural Network . . . . . . . . . . . 251
5.4.3 Characteristics of ANN . . . . . . . . . . . . . . . . . . 255

xvi Contents
5.5 Support Vector Machine (SVM) . . . . . . . . . . . . . . . . . . 256
5.5.1 Maximum Margin Hyperplanes . . . . . . . . . . . . . . 256
5.5.2 Linear SVM: Separable Case . . . . . . . . . . . . . . . 259
5.5.3 Linear SVM: Nonseparable Case . . . . . . . . . . . . . 266
5.5.4 Nonlinear SVM . . . . . . . . . . . . . . . . . . . . . . . 270
5.5.5 Characteristics of SVM . . . . . . . . . . . . . . . . . . 276
5.6 Ensemble Methods . . . . . . . . . . . . . . . . . . . . . . . . . 276
5.6.1 Rationale for Ensemble Method . . . . . . . . . . . . . . 277
5.6.2 Methods for Constructing an Ensemble Classifier . . . .
278
5.6.3 Bias-Variance Decomposition . . . . . . . . . . . . . . . 281
5.6.4 Bagging . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
5.6.5 Boosting . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
5.6.6 Random Forests . . . . . . . . . . . . . . . . . . . . . . 290
5.6.7 Empirical Comparison among Ensemble Methods . . . . 294
5.7 Class Imbalance Problem . . . . . . . . . . . . . . . . . . . . . 294
5.7.1 Alternative Metrics . . . . . . . . . . . . . . . . . . . . . 295
5.7.2 The Receiver Operating Characteristic Curve . . . . . . 298
5.7.3 Cost-Sensitive Learning . . . . . . . . . . . . . . . . . . 302
5.7.4 Sampling-Based Approaches . . . . . . . . . . . . . . . . 305
5.8 Multiclass Problem . . . . . . . . . . . . . . . . . . . . . . . . . 306
5.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
6 Association Analysis: Basic Concepts and Algorithms 327
6.1 Problem Definition . . . . . . . . . . . . . . . . . . . . . . . . . 328
6.2 Frequent Itemset Generation . . . . . . . . . . . . . . . . . . . 332
6.2.1 The Apriori Principle . . . . . . . . . . . . . . . . . . . 333
6.2.2 Frequent Itemset Generation in the Apriori Algorithm .
335

6.2.3 Candidate Generation and Pruning . . . . . . . . . . . . 338
6.2.5 Computational Complexity . . . . . . . . . . . . . . . . 345
6.3 Rule Generation . . . . . . . . . . . . . . . . . . . . . . . . . . 349
6.3.1 Confidence-Based Pruning . . . . . . . . . . . . . . . . . 350
6.3.2 Rule Generation in Apriori Algorithm . . . . . . . . . . 350
6.3.3 An Example: Congressional Voting Records . . . . . . . 352
6.4 Compact Representation of Frequent Itemsets . . . . . . . . . .
353
6.4.1 Maximal Frequent Itemsets . . . . . . . . . . . . . . . . 354
6.4.2 Closed Frequent Itemsets . . . . . . . . . . . . . . . . . 355
6.5 Alternative Methods for Generating Frequent Itemsets . . . .
. 359
6.6 FP-Growth Algorithm . . . . . . . . . . . . . . . . . . . . . . . 363
Contents xvii
6.6.1 FP-Tree Representation . . . . . . . . . . . . . . . . . . 363
6.6.2 Frequent Itemset Generation in FP-Growth Algorithm .
366
6.7 Evaluation of Association Patterns . . . . . . . . . . . . . . . . 370
6.7.1 Objective Measures of Interestingness . . . . . . . . . . 371
6.7.2 Measures beyond Pairs of Binary Variables . . . . . . . 382
6.7.3 Simpson’s Paradox . . . . . . . . . . . . . . . . . . . . . 384
6.8 Effect of Skewed Support Distribution . . . . . . . . . . . . . .
386
6.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404

7 Association Analysis: Advanced Concepts 415
7.1 Handling Categorical Attributes . . . . . . . . . . . . . . . . . 415
7.2 Handling Continuous Attributes . . . . . . . . . . . . . . . . . 418
7.2.1 Discretization-Based Methods . . . . . . . . . . . . . . . 418
7.2.2 Statistics-Based Methods . . . . . . . . . . . . . . . . . 422
7.2.3 Non-discretization Methods . . . . . . . . . . . . . . . . 424
7.3 Handling a Concept Hierarchy . . . . . . . . . . . . . . . . . . 426
7.4 Sequential Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 429
7.4.1 Problem Formulation . . . . . . . . . . . . . . . . . . . 429
7.4.2 Sequential Pattern Discovery . . . . . . . . . . . . . . . 431
7.4.3 Timing Constraints . . . . . . . . . . . . . . . . . . . . . 436
7.4.4 Alternative Counting Schemes . . . . . . . . . . . . . . 439
7.5 Subgraph Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 442
7.5.1 Graphs and Subgraphs . . . . . . . . . . . . . . . . . . . 443
7.5.2 Frequent Subgraph Mining . . . . . . . . . . . . . . . . 444
7.5.3 Apriori-like Method . . . . . . . . . . . . . . . . . . . . 447
7.5.4 Candidate Generation . . . . . . . . . . . . . . . . . . . 448
7.5.5 Candidate Pruning . . . . . . . . . . . . . . . . . . . . . 453
7.6 Infrequent Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 457
7.6.1 Negative Patterns . . . . . . . . . . . . . . . . . . . . . 458
7.6.2 Negatively Correlated Patterns . . . . . . . . . . . . . . 458
7.6.3 Comparisons among Infrequent Patterns, Negative Pat-
terns, and Negatively Correlated Patterns . . . . . . . . 460
7.6.4 Techniques for Mining Interesting Infrequent Patterns .
461
7.6.5 Techniques Based on Mining Negative Patterns . . . . . 463
7.6.6 Techniques Based on Support Expectation . . . . . . . . 465

7.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 473
xviii Contents
8 Cluster Analysis: Basic Concepts and Algorithms 487
8.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
8.1.1 What Is Cluster Analysis? . . . . . . . . . . . . . . . . . 490
8.1.2 Different Types of Clusterings . . . . . . . . . . . . . . . 491
8.1.3 Different Types of Clusters . . . . . . . . . . . . . . . . 493
8.2 K-means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
8.2.1 The Basic K-means Algorithm . . . . . . . . . . . . . . 497
8.2.2 K-means: Additional Issues . . . . . . . . . . . . . . . . 506
8.2.3 Bisecting K-means . . . . . . . . . . . . . . . . . . . . . 508
8.2.4 K-means and Different Types of Clusters . . . . . . . . 510
8.2.5 Strengths and Weaknesses . . . . . . . . . . . . . . . . . 510
8.2.6 K-means as an Optimization Problem . . . . . . . . . . 513
8.3 Agglomerative Hierarchical Clustering . . . . . . . . . . . . . .
515
8.3.1 Basic Agglomerative Hierarchical Clustering Algorithm
516
8.3.2 Specific Techniques . . . . . . . . . . . . . . . . . . . . . 518
8.3.3 The Lance-Williams Formula for Cluster Proximity . . .
524
8.3.4 Key Issues in Hierarchical Clustering . . . . . . . . . . . 524
8.4 DBSCAN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 526
8.4.1 Traditional Density: Center-Based Approach . . . . . . 527
8.4.2 The DBSCAN Algorithm . . . . . . . . . . . . . . . . . 528
8.5 Cluster Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . 532
8.5.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . 533

8.5.2 Unsupervised Cluster Evaluation Using Cohesion and
Separation . . . . . . . . . . . . . . . . . . . . . . . . . 536
8.5.3 Unsupervised Cluster Evaluation Using the Proximity
Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
8.5.4 Unsupervised Evaluation of Hierarchical Clustering . . .
544
8.5.5 Determining the Correct Number of Clusters . . . . . . 546
8.5.6 Clustering Tendency . . . . . . . . . . . . . . . . . . . . 547
8.5.7 Supervised Measures of Cluster Validity . . . . . . . . . 548
8.5.8 Assessing the Significance of Cluster Validity Measures .
553
8.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
9 Cluster Analysis: Additional Issues and Algorithms 569
9.1 Characteristics of Data, Clusters, and Clustering Algorithms
. 570
9.1.1 Example: Comparing K-means and DBSCAN . . . . . . 570
9.1.2 Data Characteristics . . . . . . . . . . . . . . . . . . . . 571
Contents xvii
6.6.1 FP-Tree Representation . . . . . . . . . . . . . . . . . . 363
6.6.2 Frequent Itemset Generation in FP-Growth Algorithm .
366
6.7 Evaluation of Association Patterns . . . . . . . . . . . . . . . . 370
6.7.1 Objective Measures of Interestingness . . . . . . . . . . 371
6.7.2 Measures beyond Pairs of Binary Variables . . . . . . . 382
6.7.3 Simpson’s Paradox . . . . . . . . . . . . . . . . . . . . . 384

6.8 Effect of Skewed Support Distribution . . . . . . . . . . . . . .
386
6.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
7 Association Analysis: Advanced Concepts 415
7.1 Handling Categorical Attributes . . . . . . . . . . . . . . . . . 415
7.2 Handling Continuous Attributes . . . . . . . . . . . . . . . . . 418
7.2.1 Discretization-Based Methods . . . . . . . . . . . . . . . 418
7.2.2 Statistics-Based Methods . . . . . . . . . . . . . . . . . 422
7.2.3 Non-discretization Methods . . . . . . . . . . . . . . . . 424
7.3 Handling a Concept Hierarchy . . . . . . . . . . . . . . . . . . 426
7.4 Sequential Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 429
7.4.1 Problem Formulation . . . . . . . . . . . . . . . . . . . 429
7.4.2 Sequential Pattern Discovery . . . . . . . . . . . . . . . 431
7.4.3 Timing Constraints . . . . . . . . . . . . . . . . . . . . . 436
7.4.4 Alternative Counting Schemes . . . . . . . . . . . . . . 439
7.5 Subgraph Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 442
7.5.1 Graphs and Subgraphs . . . . . . . . . . . . . . . . . . . 443
7.5.2 Frequent Subgraph Mining . . . . . . . . . . . . . . . . 444
7.5.3 Apriori-like Method . . . . . . . . . . . . . . . . . . . . 447
7.5.4 Candidate Generation . . . . . . . . . . . . . . . . . . . 448
7.5.5 Candidate Pruning . . . . . . . . . . . . . . . . . . . . . 453
7.6 Infrequent Patterns . . . . . . . . . . . . . . . . . . . . . . . . . 457
7.6.1 Negative Patterns . . . . . . . . . . . . . . . . . . . . . 458
7.6.2 Negatively Correlated Patterns . . . . . . . . . . . . . . 458
7.6.3 Comparisons among Infrequent Patterns, Negative Pat-
terns, and Negatively Correlated Patterns . . . . . . . . 460

7.6.4 Techniques for Mining Interesting Infrequent Patterns .
461
7.6.5 Techniques Based on Mining Negative Patterns . . . . . 463
7.6.6 Techniques Based on Support Expectation . . . . . . . . 465
7.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 473
xviii Contents
8 Cluster Analysis: Basic Concepts and Algorithms 487
8.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
8.1.1 What Is Cluster Analysis? . . . . . . . . . . . . . . . . . 490
8.1.2 Different Types of Clusterings . . . . . . . . . . . . . . . 491
8.1.3 Different Types of Clusters . . . . . . . . . . . . . . . . 493
8.2 K-means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
8.2.1 The Basic K-means Algorithm . . . . . . . . . . . . . . 497
8.2.2 K-means: Additional Issues . . . . . . . . . . . . . . . . 506
8.2.3 Bisecting K-means . . . . . . . . . . . . . . . . . . . . . 508
8.2.4 K-means and Different Types of Clusters . . . . . . . . 510
8.2.6 K-means as an Optimization Problem . . . . . . . . . . 513
8.3 Agglomerative Hierarchical Clustering . . . . . . . . . . . . . .
515
8.3.1 Basic Agglomerative Hierarchical Clustering Algorithm
516
8.3.2 Specific Techniques . . . . . . . . . . . . . . . . . . . . . 518
8.3.3 The Lance-Williams Formula for Cluster Proximity . . .
524
8.3.4 Key Issues in Hierarchical Clustering . . . . . . . . . . . 524
8.4 DBSCAN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 526

8.4.1 Traditional Density: Center-Based Approach . . . . . . 527
8.4.2 The DBSCAN Algorithm . . . . . . . . . . . . . . . . . 528
8.5 Cluster Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . 532
8.5.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . 533
8.5.2 Unsupervised Cluster Evaluation Using Cohesion and
Separation . . . . . . . . . . . . . . . . . . . . . . . . . 536
8.5.3 Unsupervised Cluster Evaluation Using the Proximity
Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
8.5.4 Unsupervised Evaluation of Hierarchical Clustering . . .
544
8.5.5 Determining the Correct Number of Clusters . . . . . . 546
8.5.6 Clustering Tendency . . . . . . . . . . . . . . . . . . . . 547
8.5.7 Supervised Measures of Cluster Validity . . . . . . . . . 548
8.5.8 Assessing the Significance of Cluster Validity Measures .
553
8.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
9 Cluster Analysis: Additional Issues and Algorithms 569
9.1 Characteristics of Data, Clusters, and Clustering Algorithms
. 570
9.1.1 Example: Comparing K-means and DBSCAN . . . . . . 570
9.1.2 Data Characteristics . . . . . . . . . . . . . . . . . . . . 571
Contents xix
9.1.3 Cluster Characteristics . . . . . . . . . . . . . . . . . . . 573
9.1.4 General Characteristics of Clustering Algorithms . . . . 575

9.2 Prototype-Based Clustering . . . . . . . . . . . . . . . . . . . . 577
9.2.1 Fuzzy Clustering . . . . . . . . . . . . . . . . . . . . . . 577
9.2.2 Clustering Using Mixture Models . . . . . . . . . . . . . 583
9.2.3 Self-Organizing Maps (SOM) . . . . . . . . . . . . . . . 594
9.3 Density-Based Clustering . . . . . . . . . . . . . . . . . . . . . 600
9.3.1 Grid-Based Clustering . . . . . . . . . . . . . . . . . . . 601
9.3.2 Subspace Clustering . . . . . . . . . . . . . . . . . . . . 604
9.3.3 DENCLUE: A Kernel-Based Scheme for Density-Based
Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . 608
9.4 Graph-Based Clustering . . . . . . . . . . . . . . . . . . . . . . 612
9.4.1 Sparsification . . . . . . . . . . . . . . . . . . . . . . . . 613
9.4.2 Minimum Spanning Tree (MST) Clustering . . . . . . . 614
9.4.3 OPOSSUM: Optimal Partitioning of Sparse Similarities
Using METIS . . . . . . . . . . . . . . . . . . . . . . . . 616
9.4.4 Chameleon: Hierarchical Clustering with Dynamic
Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . 616
9.4.5 Shared Nearest Neighbor Similarity . . . . . . . . . . . 622
9.4.6 The Jarvis-Patrick Clustering Algorithm . . . . . . . . . 625
9.4.7 SNN Density . . . . . . . . . . . . . . . . . . . . . . . . 627
9.4.8 SNN Density-Based Clustering . . . . . . . . . . . . . . 629
9.5 Scalable Clustering Algorithms . . . . . . . . . . . . . . . . . . 630
9.5.1 Scalability: General Issues and Approaches . . . . . . . 630
9.5.2 BIRCH . . . . . . . . . . . . . . . . . . . . . . . . . . . 633
9.5.3 CURE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 635
9.6 Which Clustering Algorithm? . . . . . . . . . . . . . . . . . . . 639
9.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647

10 Anomaly Detection 651
10.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
10.1.1 Causes of Anomalies . . . . . . . . . . . . . . . . . . . . 653
10.1.2 Approaches to Anomaly Detection . . . . . . . . . . . . 654
10.1.3 The Use of Class Labels . . . . . . . . . . . . . . . . . . 655
10.1.4 Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
10.2 Statistical Approaches . . . . . . . . . . . . . . . . . . . . . . . 658
10.2.1 Detecting Outliers in a Univariate Normal Distribution
659
10.2.2 Outliers in a Multivariate Normal Distribution . . . . . 661
10.2.3 A Mixture Model Approach for Anomaly Detection . . .
662
xx Contents
10.3 Proximity-Based Outlier Detection . . . . . . . . . . . . . . . .
666
10.4 Density-Based Outlier Detection . . . . . . . . . . . . . . . . .
668
10.4.1 Detection of Outliers Using Relative Density . . . . . . 669
10.5 Clustering-Based Techniques . . . . . . . . . . . . . . . . . . . 671
10.5.1 Assessing the Extent to Which an Object Belongs to a
Cluster . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
10.5.2 Impact of Outliers on the Initial Clustering . . . . . . . 674
10.5.3 The Number of Clusters to Use . . . . . . . . . . . . . . 674

10.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 680
Appendix A Linear Algebra 685
A.1 Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
A.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . 685
A.1.2 Vector Addition and Multiplication by a Scalar . . . . . 685
A.1.3 Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . 687
A.1.4 The Dot Product, Orthogonality, and Orthogonal
Projections . . . . . . . . . . . . . . . . . . . . . . . . . 688
A.1.5 Vectors and Data Analysis . . . . . . . . . . . . . . . . 690
A.2 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 691
A.2.1 Matrices: Definitions . . . . . . . . . . . . . . . . . . . . 691
A.2.2 Matrices: Addition and Multiplication by a Scalar . . . 692
A.2.3 Matrices: Multiplication . . . . . . . . . . . . . . . . . . 693
A.2.4 Linear Transformations and Inverse Matrices . . . . . . 695
A.2.5 Eigenvalue and Singular Value Decomposition . . . . . .
697
A.2.6 Matrices and Data Analysis . . . . . . . . . . . . . . . . 699
A.3 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . 700
Appendix B Dimensionality Reduction 701
B.1 PCA and SVD . . . . . . . . . . . . . . . . . . . . . . . . . . . 701
B.1.1 Principal Components Analysis (PCA) . . . . . . . . . . 701
B.1.2 SVD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 706
B.2 Other Dimensionality Reduction Techniques . . . . . . . . . . .
708
B.2.1 Factor Analysis . . . . . . . . . . . . . . . . . . . . . . . 708
B.2.2 Locally Linear Embedding (LLE) . . . . . . . . . . . . . 710
B.2.3 Multidimensional Scaling, FastMap, and ISOMAP . . . 712

Contents xix
9.1.3 Cluster Characteristics . . . . . . . . . . . . . . . . . . . 573
9.1.4 General Characteristics of Clustering Algorithms . . . . 575
9.2 Prototype-Based Clustering . . . . . . . . . . . . . . . . . . . . 577
9.2.1 Fuzzy Clustering . . . . . . . . . . . . . . . . . . . . . . 577
9.2.2 Clustering Using Mixture Models . . . . . . . . . . . . . 583
9.2.3 Self-Organizing Maps (SOM) . . . . . . . . . . . . . . . 594
9.3 Density-Based Clustering . . . . . . . . . . . . . . . . . . . . . 600
9.3.1 Grid-Based Clustering . . . . . . . . . . . . . . . . . . . 601
9.3.2 Subspace Clustering . . . . . . . . . . . . . . . . . . . . 604
9.3.3 DENCLUE: A Kernel-Based Scheme for Density-Based
Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . 608
9.4 Graph-Based Clustering . . . . . . . . . . . . . . . . . . . . . . 612
9.4.1 Sparsification . . . . . . . . . . . . . . . . . . . . . . . . 613
9.4.2 Minimum Spanning Tree (MST) Clustering . . . . . . . 614
9.4.3 OPOSSUM: Optimal Partitioning of Sparse Similarities
Using METIS . . . . . . . . . . . . . . . . . . . . . . . . 616
9.4.4 Chameleon: Hierarchical Clustering with Dynamic
Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . 616
9.4.5 Shared Nearest Neighbor Similarity . . . . . . . . . . . 622
9.4.6 The Jarvis-Patrick Clustering Algorithm . . . . . . . . . 625
9.4.7 SNN Density . . . . . . . . . . . . . . . . . . . . . . . . 627
9.4.8 SNN Density-Based Clustering . . . . . . . . . . . . . . 629
9.5 Scalable Clustering Algorithms . . . . . . . . . . . . . . . . . . 630
9.5.1 Scalability: General Issues and Approaches . . . . . . . 630

9.5.2 BIRCH . . . . . . . . . . . . . . . . . . . . . . . . . . . 633
9.5.3 CURE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 635
9.6 Which Clustering Algorithm? . . . . . . . . . . . . . . . . . . . 639
9.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647
10 Anomaly Detection 651
10.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
10.1.1 Causes of Anomalies . . . . . . . . . . . . . . . . . . . . 653
10.1.2 Approaches to Anomaly Detection . . . . . . . . . . . . 654
10.1.3 The Use of Class Labels . . . . . . . . . . . . . . . . . . 655
10.1.4 Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
10.2 Statistical Approaches . . . . . . . . . . . . . . . . . . . . . . . 658
10.2.1 Detecting Outliers in a Univariate Normal Distribution
659
10.2.2 Outliers in a Multivariate Normal Distribution . . . . . 661
10.2.3 A Mixture Model Approach for Anomaly Detection . . .
662
xx Contents
10.3 Proximity-Based Outlier Detection . . . . . . . . . . . . . . . .
666
10.4 Density-Based Outlier Detection . . . . . . . . . . . . . . . . .
668
10.4.1 Detection of Outliers Using Relative Density . . . . . . 669
10.5 Clustering-Based Techniques . . . . . . . . . . . . . . . . . . . 671

10.5.1 Assessing the Extent to Which an Object Belongs to a
Cluster . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
10.5.2 Impact of Outliers on the Initial Clustering . . . . . . . 674
10.5.3 The Number of Clusters to Use . . . . . . . . . . . . . . 674
10.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 680
Appendix A Linear Algebra 685
A.1 Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
A.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . 685
A.1.2 Vector Addition and Multiplication by a Scalar . . . . . 685
A.1.3 Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . 687
A.1.4 The Dot Product, Orthogonality, and Orthogonal
Projections . . . . . . . . . . . . . . . . . . . . . . . . . 688
A.1.5 Vectors and Data Analysis . . . . . . . . . . . . . . . . 690
A.2 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 691
A.2.1 Matrices: Definitions . . . . . . . . . . . . . . . . . . . . 691
A.2.2 Matrices: Addition and Multiplication by a Scalar . . . 692
A.2.3 Matrices: Multiplication . . . . . . . . . . . . . . . . . . 693
A.2.4 Linear Transformations and Inverse Matrices . . . . . . 695
A.2.5 Eigenvalue and Singular Value Decomposition . . . . . .
697
A.2.6 Matrices and Data Analysis . . . . . . . . . . . . . . . . 699
A.3 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . 700
Appendix B Dimensionality Reduction 701
B.1 PCA and SVD . . . . . . . . . . . . . . . . . . . . . . . . . . . 701
B.1.1 Principal Components Analysis (PCA) . . . . . . . . . . 701

B.1.2 SVD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 706
B.2 Other Dimensionality Reduction Techniques . . . . . . . . . . .
708
B.2.1 Factor Analysis . . . . . . . . . . . . . . . . . . . . . . . 708
B.2.2 Locally Linear Embedding (LLE) . . . . . . . . . . . . . 710
B.2.3 Multidimensional Scaling, FastMap, and ISOMAP . . . 712
Contents xxi
B.2.4 Common Issues . . . . . . . . . . . . . . . . . . . . . . . 715
B.3 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . 716
Appendix C Probability and Statistics 719
C.1 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 719
C.1.1 Expected Values . . . . . . . . . . . . . . . . . . . . . . 722
C.2 Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 723
C.2.1 Point Estimation . . . . . . . . . . . . . . . . . . . . . . 724
C.2.2 Central Limit Theorem . . . . . . . . . . . . . . . . . . 724
C.2.3 Interval Estimation . . . . . . . . . . . . . . . . . . . . . 725
C.3 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . 726
Appendix D Regression 729
D.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 729
D.2 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . 730
D.2.1 Least Square Method . . . . . . . . . . . . . . . . . . . 731
D.2.2 Analyzing Regression Errors . . . . . . . . . . . . . . . 733
D.2.3 Analyzing Goodness of Fit . . . . . . . . . . . . . . . . 735
D.3 Multivariate Linear Regression . . . . . . . . . . . . . . . . . . 736

D.4 Alternative Least-Square Regression Methods . . . . . . . . . .
737
Appendix E Optimization 739
E.1 Unconstrained Optimization . . . . . . . . . . . . . . . . . . . . 739
E.1.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . 742
E.2 Constrained Optimization . . . . . . . . . . . . . . . . . . . . . 746
E.2.1 Equality Constraints . . . . . . . . . . . . . . . . . . . . 746
E.2.2 Inequality Constraints . . . . . . . . . . . . . . . . . . . 747
Author Index 750
Subject Index 758
Copyright Permissions 769
Contents xxi
B.2.4 Common Issues . . . . . . . . . . . . . . . . . . . . . . . 715
B.3 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . 716
Appendix C Probability and Statistics 719
C.1 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 719
C.1.1 Expected Values . . . . . . . . . . . . . . . . . . . . . . 722
C.2 Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 723
C.2.1 Point Estimation . . . . . . . . . . . . . . . . . . . . . . 724
C.2.2 Central Limit Theorem . . . . . . . . . . . . . . . . . . 724
C.2.3 Interval Estimation . . . . . . . . . . . . . . . . . . . . . 725
C.3 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . 726

Appendix D Regression 729
D.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 729
D.2 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . 730
D.2.1 Least Square Method . . . . . . . . . . . . . . . . . . . 731
D.2.2 Analyzing Regression Errors . . . . . . . . . . . . . . . 733
D.2.3 Analyzing Goodness of Fit . . . . . . . . . . . . . . . . 735
D.3 Multivariate Linear Regression . . . . . . . . . . . . . . . . . . 736
D.4 Alternative Least-Square Regression Methods . . . . . . . . . .
737
Appendix E Optimization 739
E.1 Unconstrained Optimization . . . . . . . . . . . . . . . . . . . . 739
E.1.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . 742
E.2 Constrained Optimization . . . . . . . . . . . . . . . . . . . . . 746
E.2.1 Equality Constraints . . . . . . . . . . . . . . . . . . . . 746
E.2.2 Inequality Constraints . . . . . . . . . . . . . . . . . . . 747
Author Index 750
Subject Index 758
Copyright Permissions 769

© Tan,Steinbach, Kumar Introduction to Data Mining
4/18/2004 ‹#›
Dr. Oner Celepcikay
ITS 632
Data Mining
Summer 2019Week 3: Data and Data Exploration
4/18/2004 ‹#›
Chapter 2: Data

4/18/2004 ‹#›
What is Data?
● Collection of data objects and
their attributes
● An attribute is a property or
characteristic of an object
– Examples: eye color of a
person, temperature, etc.
– Attribute is also known as
variable, field, characteristic,
or feature
● A collection of attributes
describe an object
– Object is also known as
record, point, case, sample,
entity, or instance
Tid Refund Marital
Status
Taxable
Income Cheat
1 Yes Single 125K No
2 No Married 100K No
3 No Single 70K No

4 Yes Married 120K No
5 No Divorced 95K Yes
6 No Married 60K No
7 Yes Divorced 220K No
8 No Single 85K Yes
9 No Married 75K No
10 No Single 90K Yes
10
Attributes
Objects
4/18/2004 ‹#›
Attribute Values
● Attribute values are numbers or symbols assigned
to an attribute
● Distinction between attributes and attribute values
– Same attribute can be mapped to different attribute
values
u Example: height can be measured in feet or meters

– Different attributes can be mapped to the same set of
values
u Example: Attribute values for ID and age are integers
u But properties of attribute values can be different
– ID has no limit but age has a maximum and minimum value
– Some operations are meaningful on age but meaningless on ID
4/18/2004 ‹#›
Types of Attributes
● There are different types of attributes
– Nominal
u Examples: ID numbers, eye color, zip codes
– Ordinal
u Examples: rankings (e.g., taste of potato chips on a scale
from 1-10), grades, height in {tall, medium, short}
– Interval
u Examples: calendar dates, temperatures in Celsius or
Fahrenheit.
– Ratio

u Examples: temperature in Kelvin, length, time, counts
Attribute
Type
Description Examples Operations
Nominal The values of a nominal attribute are
just different names, i.e., nominal
attributes provide only enough
information to distinguish one object
from another. (=, ¹)
zip codes, employee
ID numbers, eye color,
sex: {male, female}
mode, entropy,
contingency
correlation, c2 test
Ordinal The values of an ordinal attribute
provide enough information to order
objects. (<, >)
hardness of minerals,
{good, better, best},
grades, street numbers
median, percentiles,
rank correlation,
run tests, sign tests
Interval For interval attributes, the

differences between values are
meaningful, i.e., a unit of
measurement exists.
(+, - )
calendar dates,
temperature in Celsius
or Fahrenheit
mean, standard
deviation, Pearson's
correlation, t and F
tests
Ratio For ratio variables, both differences
and ratios are meaningful. (*, /)
temperature in Kelvin,
monetary quantities,
counts, age, mass,
length, electrical
current
geometric mean,
harmonic mean,
percent variation
Attribute
Level
Transformation Comments
Nominal Any permutation of values If all employee ID numbers
were reassigned, would it

make any difference?
Ordinal An order preserving change of
values, i.e.,
new_value = f(old_value)
where f is a monotonic function.
An attribute encompassing
the notion of good, better
best can be represented
equally well by the values
{1, 2, 3} or by { 0.5, 1,
10}.
Interval new_value =a * old_value + b
where a and b are constants
Thus, the Fahrenheit and
Celsius temperature scales
differ in terms of where
their zero value is and the
size of a unit (degree).
Ratio new_value = a * old_value Length can be measured in
meters or feet.
4/18/2004 ‹#›
Properties of Attribute Values
● The type of an attribute depends on which of the
following properties it possesses:

– Distinctness: = ¹
– Order: < >
– Addition: + -
– Multiplication: * /
– Nominal attribute: distinctness
– Ordinal attribute: distinctness & order
– Interval attribute: distinctness, order & addition
– Ratio attribute: all 4 properties
4/18/2004 ‹#›
Discrete and Continuous Attributes
● Discrete Attribute
– Has only a finite or countably infinite set of values
– Examples: zip codes, counts, or the set of words in a
collection of
documents
– Often represented as integer variables.
– Note: binary attributes are a special case of discrete attributes
● Continuous Attribute
– Has real numbers as attribute values
– Examples: temperature, height, or weight.
– Practically, real values can only be measured and represented

using a finite number of digits.
– Continuous attributes are typically represented as floating-
point
variables.
4/18/2004 ‹#›
Types of data sets
● Record
– Data Matrix
– Document Data
– Transaction Data
● Graph
– World Wide Web
– Molecular Structures
● Ordered
– Spatial Data
– Temporal Data
– Sequential Data
– Genetic Sequence Data
4/18/2004 ‹#›
Important Characteristics of Structured Data

– Dimensionality
u Curse of Dimensionality
– Sparsity
u Only presence counts
– Resolution
u Patterns depend on the scale
– Examples: Texas data, Aleks, Simpson’s Paradox
4/18/2004 ‹#›
Record Data
● Data that consists of a collection of records, each
of which consists of a fixed set of attributes
Tid Refund Marital
Status
Taxable
Income Cheat
1 Yes Single 125K No
2 No Married 100K No
3 No Single 70K No
4 Yes Married 120K No
5 No Divorced 95K Yes

6 No Married 60K No
7 Yes Divorced 220K No
8 No Single 85K Yes
9 No Married 75K No
10 No Single 90K Yes
10
4/18/2004 ‹#›
Data Matrix
● If data objects have the same fixed set of numeric
attributes, then the data objects can be thought of as
points in a multi-dimensional space, where each
dimension represents a distinct attribute
● Such data set can be represented by an m by n matrix,
where there are m rows, one for each object, and n
columns, one for each attribute
1.12.216.226.2512.65

1.22.715.225.2710.23
Thickness LoadDistanceProjection
of y load
Projection
of x Load
1.12.216.226.2512.65
1.22.715.225.2710.23
Thickness LoadDistanceProjection
of y load
Projection
of x Load
4/18/2004 ‹#›
Document Data
● Each document becomes a `term' vector,
– each term is a component (attribute) of the vector,
– the value of each component is the number of times the
corresponding term occurs in the document.
– In practice only non-0 is stored
Document 1
season

tim
eout
lost
w
in
gam
e
score
ball
play
coach
team
Document 2
Document 3
3 0 5 0 2 6 0 2 0 2
0
0
7 0 2 1 0 0 3 0 0
1 0 0 1 2 2 0 3 0

4/18/2004 ‹#›
Transaction Data
● A special type of record data, where
– each record (transaction) involves a set of items.
– For example, consider a grocery store. The set of
products purchased by a customer during one
shopping trip constitute a transaction, while the
individual products that were purchased are the items.
TID Items
1 Bread, Coke, Milk
2 Beer, Bread
3 Beer, Coke, Diaper, Milk
4 Beer, Bread, Diaper, Milk
5 Coke, Diaper, Milk
4/18/2004 ‹#›
Graph Data

● Examples: Generic graph and HTML Links
● Data objects are nodes, links are properties
5
2
1
2
5
<a href="papers/papers.html#bbbb">
Data Mining </a>
<li>
<a href="papers/papers.html#aaaa">
Graph Partitioning </a>
<li>
<a href="papers/papers.html#aaaa">
Parallel
Solution
of Sparse Linear System of Equations </a>
<li>
<a href="papers/papers.html#ffff">
N-Body Computation and Dense Linear System Solvers

4/18/2004 ‹#›
Chemical Data
● Benzene Molecule: C6H6
● Nodes are atoms, links are chemical bonds
● helps to identify substructures.
4/18/2004 ‹#›
Ordered Data
● Sequences of transactions
An element of
the sequence
Items/Events

4/18/2004 ‹#›
Ordered Data
● Genomic sequence data
● Similar to sequential data but no time stamps
GGTTCCGCCTTCAGCCCCGCGCC
CGCAGGGCCCGCCCCGCGCCGTC
GAGAAGGGCCCGCCTGGCGGGCG
GGGGGAGGCGGGGCCGCCCGAGC
CCAACCGAGTCCGACCAGGTGCC
CCCTCTGCTCGGCCTAGACCTGA
GCTCATTAGGCGGCAGCGGACAG
GCCAAGTAGAACACGCGAAGCGC
TGGGCTGCCTGCTGCGACCAGGG
4/18/2004 ‹#›

Ordered Data
● Spatio-Temporal Data
Average Monthly
Temperature of
land and ocean
4/18/2004 ‹#›
Data Quality
● What kinds of data quality problems?
● How can we detect problems with the data?
● What can we do about these problems?
● Examples of data quality problems:
– Noise and outliers

– missing values
– duplicate data
4/18/2004 ‹#›
Data Quality
● Precision: The closeness of repeated measurements (of
the same quantity) to other measurements.
● Bias: A systematic variation of measurements from the
quantity being measured.
● Accuracy: The closeness of measurements to the true
value of the quantity being measurement.
4/18/2004 ‹#›

Noise
● Noise refers to modification of original values
– Examples: distortion of a person�s voice when talking
on a poor phone and �snow� on television screen
Two Sine Waves Two Sine Waves + Noise
4/18/2004 ‹#›
Outliers
● Outliers are data objects with characteristics that
are considerably different than most of the other
data objects in the data set (diff. than noise)
4/18/2004 ‹#›

Missing Values
● Reasons for missing values
– Information is not collected
(e.g., people decline to give their age and weight)
– Attributes may not be applicable to all cases
(e.g., annual income is not applicable to children)
● Handling missing values
– Eliminate Data Objects (unless many missing)
– Estimate Missing Values (avg., most common val.)
– Ignore the Missing Value During Analysis
– Replace with all possible values (weighted by their
probabilities)

4/18/2004 ‹#›
Duplicate Data
● Data set may include data objects that are
duplicates, or almost duplicates of one another
– Major issue when merging data from heterogeous
sources
– Also attention needed to avoid combining 2 very
similar objects into 1.
● Examples:
– Same person with multiple email addresses
● Data cleaning
– Process of dealing with duplicate data issues
4/18/2004 ‹#›

Data Preprocessing
● Aggregation
● Sampling
● Dimensionality Reduction
● Feature subset selection
● Feature creation
● Discretization and Binarization
● Attribute Transformation
4/18/2004 ‹#›
Aggregation
● Combining two or more attributes (or objects) into

a single attribute (or object)
● Purpose
– Data reduction
u Reduce the number of attributes or objects
– Change of scale
u Cities aggregated into regions, states, countries, etc
– More �stable� data
u Aggregated data tends to have less variability
4/18/2004 ‹#›
Aggregation-Why?
● Less memory & less processing times
– Aggregation allows to use very expensive Algorithms
● High level view of the data
– Store example

● Behavior of groups of objects often more stable
than individual objects.
– A disadvantage of this is losing information or
patterns,
– e.g. if you aggregate days into months, you might
miss the sales peak in Valentine’s Day.
4/18/2004 ‹#›
Aggregation
Standard Deviation of Average
Monthly Precipitation
Standard Deviation of Average
Yearly Precipitation
Variation of Precipitation in Australia

4/18/2004 ‹#›
Sampling
● Sampling is the main technique employed for data selection.
– It is often used for both the preliminary investigation of the
data
and the final data analysis.
● Statisticians sample because obtaining the entire set of data
of interest is too expensive or time consuming.
● Sampling is used in data mining because processing the
entire set of data of interest is too expensive or time
consuming.
4/18/2004 ‹#›
Sampling …

● The key principle for effective sampling is the
following:
– using a sample will work almost as well as using the
entire data sets, if the sample is representative
– A sample is representative if it has approximately the
same property (of interest) as the original set of data
– If mean is of interest then the mean of the sample,
should be similar to mean of the full data.
4/18/2004 ‹#›
Types of Sampling
● Simple Random Sampling

– There is an equal probability of selecting any particular item
● Sampling without replacement
– As each item is selected, it is removed from the population
● Sampling with replacement
– Objects are not removed from the population as they are
selected for the sample.
u In sampling with replacement, the same object can be picked
up
more than once (easier to analyze, probability is constant)
● Stratified sampling
– Split the data into several partitions; then draw random
samples
from each partition (handles representation of less freq. objects)
4/18/2004 ‹#›
Sample Size

8000 points 2000 Points 500 Points
4/18/2004 ‹#›
Sample Size
● What sample size is necessary to get at least one
object from each of 10 groups.
4/18/2004 ‹#›
Curse of Dimensionality
● When dimensionality
increases, data becomes
increasingly sparse in the
space that it occupies

● Definitions of density and
distance between points,
which is critical for
clustering and outlier
detection, become less
meaningful
• Randomly generate 500 points
• Compute difference between max and min
distance between any pair of points
4/18/2004 ‹#›
Dimensionality Reduction
● Purpose:
– Avoid curse of dimensionality
– Reduce amount of time and memory required by data
mining algorithms
– Allow data to be more easily visualized

– May help to eliminate irrelevant features or reduce
noise
● Techniques
– Principle Component Analysis
– Singular Value Decomposition
– Others: supervised and non-linear techniques
4/18/2004 ‹#›
Dimensionality Reduction: PCA
● Goal is to find a projection that captures the
largest amount of variation in data
x2
x1
e

4/18/2004 ‹#›
● Find the eigenvectors of the covariance matrix
● The eigenvectors define the new space
● Tends to identify strongest patterns in data.
x2
x1
e
4/18/2004 ‹#›
Dimensions = 10Dimensions = 40Dimensions = 80Dimensions =

120Dimensions = 160Dimensions = 206
4/18/2004 ‹#›
Face detection and recognition
Detection Recognition “Sally”
4/18/2004 ‹#›
Feature Subset Selection
● Another way to reduce dimensionality of data
● Redundant features
– duplicate much or all of the information contained in

one or more other attributes
– Example: purchase price of a product and the amount
of sales tax paid
● Irrelevant features
– contain no information that is useful for the data
mining task at hand
– Example: students' ID is often irrelevant to the task of
predicting students' GPA
4/18/2004 ‹#›
● Techniques:
– Brute-force approch:
uTry all possible feature subsets as input to data mining
algorithm

– Embedded approaches:
u Feature selection occurs naturally as part of the data mining
algorithm
– Filter approaches:
u Features are selected before data mining algorithm is run
– Wrapper approaches:
u Use the data mining algorithm as a black box to find best
subset
of attributes
4/18/2004 ‹#›
4/18/2004 ‹#›

Feature Creation
● Create new attributes that can capture the
important information in a data set much more
efficiently than the original attributes
● Three general methodologies:
– Feature Extraction
u domain-specific
– Mapping Data to New Space
– Feature Construction
u combining features (pixels à edges for face recognition)
u e.g. using density instead of mass, volume in identifying
artifacts such as gold, bronze, clay, etc…
4/18/2004 ‹#›
Similarity and Dissimilarity

● Similarity
– Numerical measure of how alike two data objects are.
– Is higher when objects are more alike.
– Often falls in the range [0,1]
● Dissimilarity
– Numerical measure of how different are two data
objects
– Lower when objects are more alike
– Minimum dissimilarity is often 0
– Upper limit varies
● Proximity refers to a similarity or dissimilarity
4/18/2004 ‹#›
Similarity/Dissimilarity for Simple Attributes
p and q are the attribute values for two data objects.

4/18/2004 ‹#›
Similarity/Dissimilarity for Simple Attributes
● An example: quality of a product (e.g. candy)
{poor, fair, OK, good, wonderful}
● P1->Wonderful, P->2 good, P3->OK
● P1 is closer to P2 than it is to P3
● Map ordinal attributes into integers:
{poor=0, fair=1, OK=2, good=3, wonderful=4}
● Estimate the distance values for each pair.
● Normalize if you want [1,1] interval
4/18/2004 ‹#›
Euclidean Distance
● Euclidean Distance

Where n is the number of dimensions (attributes) and pk and qk
are, respectively, the kth attributes (components) or data
objects p and q.
● Standardization is necessary, if scales differ.
å
=
-=
n
k
kk qpdist
1
2)(
4/18/2004 ‹#›

Euclidean Distance
0
1
2
3
0 1 2 3 4 5 6
p1
p2
p3 p4
point x y
p1 0 2
p2 2 0
p3 3 1
p4 5 1
Distance Matrix

p1 p2 p3 p4
p1 0 2.828 3.162 5.099
p2 2.828 0 1.414 3.162
p3 3.162 1.414 0 2
p4 5.099 3.162 2 0
4/18/2004 ‹#›
Minkowski Distance
● Minkowski Distance is a generalization of Euclidean
Distance
Where r is a parameter, n is the number of dimensions
(attributes) and pk and qk are, respectively, the kth attributes
(components) or data objects p and q.
r
n

k
r
kk qpdist
1
1
)||( å
=
-=
4/18/2004 ‹#›
Minkowski Distance: Examples
● r = 1. City block (Manhattan, taxicab, L1 norm) distance.
– A common example of this is the Hamming distance, which is
just the
number of bits that are different between two binary vectors

● r = 2. Euclidean distance
● r ® ¥. �supremum� (Lmax norm, L¥ norm) distance.
– This is the maximum difference between any component of
the vectors
● Do not confuse r with n, i.e., all these distances are
defined for all numbers of dimensions.
4/18/2004 ‹#›
Minkowski Distance
Distance Matrix
point x y
p1 0 2
p2 2 0
p3 3 1
p4 5 1

L1 p1 p2 p3 p4
p1 0 4 4 6
p2 4 0 2 4
p3 4 2 0 2
p4 6 4 2 0
L2 p1 p2 p3 p4
p1 0 2.828 3.162 5.099
p2 2.828 0 1.414 3.162
p3 3.162 1.414 0 2
p4 5.099 3.162 2 0
L¥ p1 p2 p3 p4
p1 0 2 3 5
p2 2 0 1 3
p3 3 1 0 2
p4 5 3 2 0
4/18/2004 ‹#›
Common Properties of a Distance

● Distances, such as the Euclidean distance,
have some well known properties.
1. d(p, q) ³ 0 for all p and q and d(p, q) = 0 only if
p = q. (Positive definiteness)
2. d(p, q) = d(q, p) for all p and q. (Symmetry)
3. d(p, r) £ d(p, q) + d(q, r) for all points p, q, and r.
(Triangle Inequality)
where d(p, q) is the distance (dissimilarity) between
points (data objects), p and q.
● A distance that satisfies these properties is a
metric
● Examples 2.14 and 2.15
4/18/2004 ‹#›

Common Properties of a Similarity
● Similarities, also have some well known
properties.
1. s(p, q) = 1 (or maximum similarity) only if p = q.
2. s(p, q) = s(q, p) for all p and q. (Symmetry)
where s(p, q) is the similarity between points (data
objects), p and q.
4/18/2004 ‹#›
SMC versus Jaccard: Example
p = 1 0 0 0 0 0 0 0 0 0
q = 0 0 0 0 0 0 1 0 0 1
M01 = 2 (the number of attributes where p was 0 and q was 1)

SMC = (M11 + M00)/(M01 + M10 + M11 + M00) = (0+7) /
(2+1+0+7) = 0.7
J = (M11) / (M01 + M10 + M11) = 0 / (2 + 1 + 0) = 0
4/18/2004 ‹#›
Cosine Similarity
● If d1 and d2 are two document vectors, then
cos( d1, d2 ) = (d1 • d2) / ||d1|| ||d2|| ,
where • indicates vector dot product and || d || is the length of
vector d.
● Example:
d1 = 3 2 0 5 0 0 0 2 0 0
d2 = 1 0 0 0 0 0 0 1 0 2

d1 • d2= 3*1 + 2*0 + 0*0 + 5*0 + 0*0 + 0*0 + 0*0 + 2*1 + 0*0
+ 0*2 = 5
||d1|| = (3*3+2*2+0*0+5*5+0*0+0*0+0*0+2*2+0*0+0*0)0.5 =
(42) 0.5 = 6.481
||d2|| = (1*1+0*0+0*0+0*0+0*0+0*0+0*0+1*1+0*0+2*2) 0.5 =
(6) 0.5 = 2.245
cos( d1, d2 ) = .3150
4/18/2004 ‹#›
Correlation
● Correlation measures the linear relationship
between objects
● To compute correlation, we standardize data
objects, p and q, and then take their dot product
)(/))(( pstdpmeanpp kk -=¢

)(/))(( qstdqmeanqq kk -=¢
qpqpncorrelatio ¢•¢=),(
4/18/2004 ‹#›
Correlation
● Correlation measures the linear relationship
between objects
● To compute correlation, we standardize data
objects, p and q, and then take their dot product
4/18/2004 ‹#›
Visually Evaluating Correlation

Scatter plots
showing the
similarity from
–1 to 1.
4/18/2004 ‹#›
Density
● Density-based clustering require a notion of
density
● Examples:
– Euclidean density
u Euclidean density = number of points per unit volume
– Probability density
– Graph-based density

4/18/2004 ‹#›
Euclidean Density – Cell-based
● Simplest approach is to divide region into a
number of rectangular cells of equal volume and
define density as # of points the cell contains
4/18/2004 ‹#›
Euclidean Density – Center-based
● Euclidean density is the number of points within a
specified radius of the point
ITS-632 Intro to Data Mining

Dr. Oner Celepcikay
Dept. of Information Technology &
School of Computer and Information Sciences
University of the Cumberlands
Chapter 2 Assignment
1. What's noise? How can noise be reduced in a dataset?
2. Define outlier. Describe 2 different approaches to detect
outliers in a dataset.
3. Give 2 examples in which aggregation is useful.
4. What's stratified sampling? Why is it preferred?
5. Provide a brief description of what Principal Components

Analysis (PCA) does. [Hint: See
Appendix A and your lecture notes.] State what's the input and
what the output of PCA is.
6. What's the difference between dimensionality reduction and
feature selection?
7. What's the difference between feature selection and feature
extraction?
8. Give two examples of data in which feature extraction would
be useful.
9. What's data discretization and when is it needed?
10. How are the Correlation and Covariance, used in data pre-
processing (see pp. 76-78).

ContentsPreface vii1 Introduction 11.1 What .docx

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