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Mining Data Streams
Machine Learning and Data Mining (Unit 18)




Prof. Pier Luca Lanzi
References                                    2




  Jiawei Han and Micheline Kamber,
  quot;Data Mining: Concepts and
  Techniquesquot;, The Morgan Kaufmann
  Series in Data Management Systems
  (Second Edition)

  Chapter 8, part 1




                      Prof. Pier Luca Lanzi
Mining Data Streams                         3



  What is stream data?
  Why Stream Data Systems?
  Stream data management systems: Issues and solutions
  Stream data cube and multidimensional OLAP analysis
  Stream frequent pattern analysis
  Stream classification
  Stream cluster analysis
  Research issues




                 Prof. Pier Luca Lanzi
Characteristics of Data Streams                     4



  Data Streams vs DBMS
     Data streams
     continuous, ordered, changing, fast, huge amount
     Traditional DBMS
     data stored in finite, persistent data sets

  Characteristics
     Huge volumes of continuous data, possibly infinite
     Fast changing and requires fast, real-time response
     Data stream captures nicely our data processing needs of today
     Random access is expensive
     single scan algorithm (can only have one look)
     Store only the summary of the data seen thus far
     Most stream data are at pretty low-level or multi-dimensional in
     nature, needs multi-level and multi-dimensional processing



                    Prof. Pier Luca Lanzi
What are the Applications?                    5



  Telecommunication calling records
  Business: credit card transaction flows
  Network monitoring and traffic engineering
  Financial market: stock exchange
  Engineering & industrial processes: power supply &
  manufacturing
  Sensor, monitoring & surveillance: video streams, RFIDs
  Security monitoring
  Web logs and Web page click streams
  Massive data sets (even saved but random access is too
  expensive)




                  Prof. Pier Luca Lanzi
DBMS versus DSMS                                                6



  Persistent relations              Transient streams
  One-time queries                  Continuous queries
  Random access                     Sequential access
  “Unbounded” disk store            Bounded main memory
  Only current state matters        Historical data is important
  No real-time services             Real-time requirements
  Relatively low update rate        Possibly multi-GB arrival rate
  Data at any granularity           Data at fine granularity
  Assume precise data               Data stale/imprecise
  Access plan determined by query   Unpredictable/variable data
processor, physical DB design     arrival and characteristics




                                             Ack. From Motwani’s PODS tutorial slides
                     Prof. Pier Luca Lanzi
The Architecture of Stream                               7
    Query Processing

                                                 User/Applications
SDMS
(Stream Data Management System)


                      Continuous
                        Query
                                                                 Results
 Multiple streams
                                                  Stream Query
                                                    Processor




         Scratch Space
   (Main memory and/or Disk)
                         Prof. Pier Luca Lanzi
What are Challenges of                         8
Stream Data Processing?

  Multiple, continuous, rapid, time-varying, ordered streams
  Main memory computations
  Queries are often continuous
    Evaluated continuously as stream data arrives
    Answer updated over time
  Queries are often complex
    Beyond element-at-a-time processing
    Beyond stream-at-a-time processing
    Beyond relational queries (scientific, data mining, OLAP)
  Multi-level/multi-dimensional processing and data mining
    Most stream data are at low-level or multi-dimensional in
    nature




                  Prof. Pier Luca Lanzi
Processing Stream Queries                          9



  Query types
     One-time query vs. continuous query (being evaluated
     continuously as stream continues to arrive)
     Predefined query vs. ad-hoc query (issued on-line)

  Unbounded memory requirements
     For real-time response, main memory algorithm should be used
     Memory requirement is unbounded if one will join future tuples

  Approximate query answering
     With bounded memory, it is not always possible
     to produce exact answers
     High-quality approximate answers are desired
     Data reduction and synopsis construction methods:
     Sketches, random sampling, histograms, wavelets, etc.




                    Prof. Pier Luca Lanzi
What the Methodologies for                        10
Stream Data Processing?
  Major challenges
     Keep track of a large universe,
     e.g., pairs of IP address, not ages

  Methodology
     Synopses (trade-off between accuracy and storage)
     Use synopsis data structure, much smaller (O(logk N) space)
     than their base data set (O(N) space)
     Compute an approximate answer within a small error range
     (factor ε of the actual answer)

  Major methods
     Random sampling
     Histograms
     Sliding windows
     Multi-resolution model
     Sketches
     Radomized algorithms



                     Prof. Pier Luca Lanzi
Stream Data Processing Methods (1)                        11



  Random sampling (but without knowing the total length in advance)
     Reservoir sampling: maintain a set of s candidates in the reservoir,
     which form a true random sample of the element seen so far in the
     stream. As the data stream flow, every new element has a certain
     probability (s/N) of replacing an old element in the reservoir.

  Sliding windows
      Make decisions based only on recent data of sliding window size w
      An element arriving at time t expires at time t + w

  Histograms
      Approximate the frequency distribution of element values in a stream
      Partition data into a set of contiguous buckets
      Equal-width (equal value range for buckets) vs. V-optimal (minimizing
      frequency variance within each bucket)

  Multi-resolution models
      Popular models: balanced binary trees, micro-clusters, and wavelets




                       Prof. Pier Luca Lanzi
Stream Data Processing Methods (2)                12



  Sketches
     Histograms and wavelets require multi-passes over the
     data but sketches can operate in a single pass
     Frequency moments of a stream A = {a1, …, aN}, Fk:
                                     v

                                  ∑m
                     Fk =
                                              k
                                          i
                                   i =1
     where v: the universe or domain size, mi: the frequency
     of i in the sequence
     Given N elts and v values, sketches can approximate F0,
     F1, F2 in O(log v + log N) space




                  Prof. Pier Luca Lanzi
Stream Data Processing Methods (3)                   13



  Randomized algorithms
    Monte Carlo algorithm: bound on running time but may
    not return correct result

    Chebyshev’s inequality: Let X be a random variable with
    mean μ and standard deviation σ
                                         σ       2
                   P (| X − μ |> k ) ≤
                                             k2
    Chernoff bound:
     • Let X be the sum of independent Poisson trials X1, …,
       Xn, δ in (0, 1]
     • The probability decreases expoentially as we move
       from the mean
                                             − μδ 2 / 4
                  P[ X < (1 + δ ) μ |] < e

                 Prof. Pier Luca Lanzi
Approximate Query Answering in Streams                  14



  Sliding windows
      Only over sliding windows of recent stream data
      Approximation but often more desirable in applications

  Batched processing, sampling and synopses
     Batched if update is fast but computing is slow
       • Compute periodically, not very timely
     Sampling if update is slow but computing is fast
       • Compute using sample data, but not good for joins, etc.
     Synopsis data structures
       • Maintain a small synopsis or sketch of data
       • Good for querying historical data

  Blocking operators, e.g., sorting, avg, min, etc.
     Blocking if unable to produce the first output until seeing the
     entire input



                      Prof. Pier Luca Lanzi
Projects on DSMS (Data Stream               15
Management System)

  Research projects and system prototypes
     STREAM (Stanford): A general-purpose DSMS
     Cougar (Cornell): sensors
     Aurora (Brown/MIT): sensor monitoring, dataflow
     Hancock (AT&T): telecom streams
     Niagara (OGI/Wisconsin): Internet XML databases
     OpenCQ (Georgia Tech): triggers, incr. view maintenance
     Tapestry (Xerox): pub/sub content-based filtering
     Telegraph (Berkeley): adaptive engine for sensors
     Tradebot (www.tradebot.com): stock tickers & streams
     Tribeca (Bellcore): network monitoring
     MAIDS (UIUC/NCSA): Mining Alarming Incidents in Data
     Streams



                  Prof. Pier Luca Lanzi
Stream Data Mining vs. Stream Querying          16



  Stream mining—A more challenging task in many cases
     It shares most of the difficulties with stream querying
     But often requires less “precision”,
     e.g., no join, grouping, sorting
     Patterns are hidden and more general than querying
     It may require exploratory analysis,
     not necessarily continuous queries

  Stream data mining tasks
     Multi-dimensional on-line analysis of streams
     Mining outliers and unusual patterns in stream data
     Clustering data streams
     Classification of stream data



                   Prof. Pier Luca Lanzi
Challenges for Mining Dynamics                 17
in Data Streams

  Most stream data are at pretty low-level or multi-
  dimensional in nature: needs ML/MD processing

  Analysis requirements
    Multi-dimensional trends and unusual patterns
    Capturing important changes at multi-dimensions/levels
    Fast, real-time detection and response
    Comparing with data cube: Similarity and differences

  Stream (data) cube or stream OLAP: Is this feasible?
     Can we implement it efficiently?




                   Prof. Pier Luca Lanzi
Multi-Dimensional Stream Analysis:              18
Examples

  Analysis of Web click streams
    Raw data at low levels: seconds, web page addresses,
    user IP addresses, …
    Analysts want: changes, trends, unusual patterns, at
    reasonable levels of details
    E.g., Average clicking traffic in North America on sports in
    the last 15 minutes is 40% higher than that in the last 24
    hours.”

  Analysis of power consumption streams
    Raw data: power consumption flow for every household,
    every minute
    Patterns one may find: average hourly power
    consumption surges up 30% for manufacturing companies
    in Chicago in the last 2 hours today than that of the same
    day a week ago


                   Prof. Pier Luca Lanzi
A Stream Cube Architecture                      19



  A tilted time frame
      Different time granularities:
      second, minute, quarter, hour, day, week, …
  Critical layers
      Minimum interest layer (m-layer)
      Observation layer (o-layer)
      User: watches at o-layer and occasionally needs to drill-
      down down to m-layer
  Partial materialization of stream cubes
      Full materialization: too space and time consuming
      No materialization: slow response at query time
      Partial materialization: what do we mean “partial”?




                   Prof. Pier Luca Lanzi
A Titled Time Model (1)                                    20



  Natural tilted time frame:
     Example: Minimal: quarter, then 4 quarters → 1 hour, 24
     hours → day, …

                                                                4 qtrs
                                                24 hours
       12 months            31 days
                                                                          time

  Logarithmic tilted time frame:
     Example: Minimal: 1 minute, then 1, 2, 4, 8, 16, 32, …

             64t 32t 16t              8t   4t   2t    t         t
                                                                         Time



                   Prof. Pier Luca Lanzi
A Titled Time Model (2)                                    21



  Pyramidal tilted time frame
     Example: Suppose there are 5 frames and each takes
     maximal 3 snapshots
     Given a snapshot number N, if N mod 2d = 0, insert into
     the frame number d. If there are more than 3 snapshots,
     “kick out” the oldest one.

               Frame no.       Snapshots (by clock time)

                    0                      69 67 65

                    1                      70 66 62

                    2                      68 60 52

                    3                      56 40 24

                    4                       48 16

                    5                       64 32




                   Prof. Pier Luca Lanzi
Two Critical Layers in the Stream Cube                   22




                  (*, theme, quarter)
                                          o-layer (observation)




             (user-group, URL-group, minute)
                                          m-layer (minimal interest)

              (individual-user, URL, second)
                                         (primitive) stream data layer

                 Prof. Pier Luca Lanzi
On-Line Partial Materialization vs.                23
OLAP Processing

  On-line materialization
    Materialization takes precious space and time
      • Only incremental materialization (with tilted time frame)
     Only materialize “cuboids” of the critical layers?
      • Online computation may take too much time
     Preferred solution:
      • popular-path approach: Materializing those along the popular
        drilling paths
      • H-tree structure: Such cuboids can be computed and stored
        efficiently using the H-tree structure

  Online aggregation vs. query-based computation
     Online computing while streaming:
     aggregating stream cubes
     Query-based computation:
     using computed cuboids


                   Prof. Pier Luca Lanzi
Stream Cube Structure:                                  24
From m-layer to o-layer



                           (A1, *, C1)

       (A1, *, C2)           (A1, B1, C1) (A2, *, C1)

                    (A1, B2, C1)
(A1, B1, C2)                                 (A2, *, C2) (A2, B1, C1)

                                                   (A2, B2, C1)
     (A1, B2, C2)            (A2, B1, C2)


                             (A2, B2, C2)
                     Prof. Pier Luca Lanzi
25
    An H-Tree Cubing Structure



                                              root

   Observation layer
                                                      Urbana   Springfield
                                  Chicago


                                                               .gov
                         .com                         .com
                                           .edu




Minimal int. layer                                      Elec          Bio
                       Elec                 Chem
                                                                      6:00AM-7:00AM 156
                                                                      7:00AM-8:00AM 201
                                                                      8:00AM-9:00AM 235
                                                                      ……


                              Prof. Pier Luca Lanzi
Benefits of H-Tree and H-Cubing                     26



  H-tree and H-cubing
     Developed for computing data cubes and ice-berg cubes
     Fast cubing, space preserving in cube computation

  Using H-tree for stream cubing
     Space preserving: intermediate aggregates can be computed
     incrementally and saved in tree nodes
     Facilitate computing other cells and multi-dimensional analysis
     H-tree with computed cells can be viewed as stream cube




                    Prof. Pier Luca Lanzi
Frequent Patterns for Stream Data                   27



  Frequent pattern mining is valuable in stream applications
     e.g., network intrusion mining

  Mining precise freq. patterns in stream data: unrealistic
     Even store them in a compressed form, such as FPtree

  How to mine frequent patterns with good approximation?
    Approximate frequent patterns (Manku & Motwani VLDB’02)
    Keep only current frequent patterns? No changes can be
    detected

  Mining evolution freq. patterns
  (C. Giannella, J. Han, X. Yan, P.S. Yu, 2003)
      Use tilted time window frame
      Mining evolution and dramatic changes of frequent patterns

  Space-saving computation of frequent and top-k elements
  (Metwally, Agrawal, and El Abbadi, ICDT'05)



                    Prof. Pier Luca Lanzi
Mining Approximate Frequent Patterns                28



  Mining precise freq. patterns in stream data: unrealistic
     Even store them in a compressed form, such as FPtree

  Approximate answers are often sufficient
  (e.g., trend/pattern analysis)

  Example: a router is interested in all flows:
     whose frequency is at least 1% (σ) of the entire traffic stream
     seen so far
     and feels that 1/10 of σ (ε = 0.1%) error is comfortable

  How to mine frequent patterns with good approximation?
    Lossy Counting Algorithm (Manku & Motwani, VLDB’02)
    Major ideas: not tracing items until it becomes frequent
    Adv: guaranteed error bound
    Disadv: keep a large set of traces



                    Prof. Pier Luca Lanzi
Lossy Counting for Frequent Items                29




   Bucket 1          Bucket 2              Bucket 3




Divide Stream into ‘Buckets’ (bucket size is 1/ ε = 1000)

                   Prof. Pier Luca Lanzi
First Bucket of Stream                   30




  Empty
               +
  (summary)




 At bucket boundary, decrease all counters by 1



                 Prof. Pier Luca Lanzi
Next Bucket of Stream                    31




             +



At bucket boundary, decrease all counters by 1



                 Prof. Pier Luca Lanzi
Approximation Guarantee                            32



  Given
     (1) support threshold: σ,
     (2) error threshold: ε, and
     (3) stream length N

  Output: items with frequency counts exceeding (σ – ε) N

  How much do we undercount?
    If (stream length seen so far = N)
    and (bucket-size = 1/ε)
    then frequency count error ≤ #buckets = εN

  Approximation guarantee
     No false negatives
     False positives have true frequency count at least (σ–ε)N
     Frequency count underestimated by at most εN
     The space requirement is limited to 1/ε log(εN)




                    Prof. Pier Luca Lanzi
Lossy Counting For Frequent Itemsets                    33




              Divide Stream into ‘Buckets’ as for frequent items
      But fill as many buckets as possible in main memory one time


  Bucket 1              Bucket 2              Bucket 3




If we put 3 buckets of data into main memory one time,
Then decrease each frequency count by 3

                      Prof. Pier Luca Lanzi
Update of Summary Data Structure                         34




          2                           4              3
          2                           4              3
          1
                  +
          2                           10             9
          1                           2
          1                           2
          1                           0



                       3 bucket data          summary data
   summary data
                        in memory

 Itemset ( ) is deleted.
 That’s why we choose a large number of buckets
 – delete more
                      Prof. Pier Luca Lanzi
Pruning Itemsets – Apriori Rule                    35




                                            1
                2
                 2
                             +
                    1

                    1




                                   3 bucket data
        summary data
                                    in memory

If we find itemset (  ) is not frequent itemset,
Then we needn’t consider its superset


                    Prof. Pier Luca Lanzi
Summary of Lossy Counting                         36



  Strength
     A simple idea
     Can be extended to frequent itemsets

  Weakness:
    Space Bound is not good
    For frequent itemsets, they do scan each record many times
    The output is based on all previous data. But sometimes, we are
    only interested in recent data

  A space-saving method for stream frequent item mining
     Metwally, Agrawal and El Abbadi, ICDT'05




                   Prof. Pier Luca Lanzi
Mining Evolution of Frequent Patterns         37
for Stream Data

  Approximate frequent patterns (Manku & Motwani VLDB’02)
    Keep only current frequent patterns:
    No changes can be detected

  Mining evolution and dramatic changes of frequent patterns
  (Giannella, Han, Yan, Yu, 2003)
     Use tilted time window frame
     Use compressed form to store significant (approximate)
     frequent patterns and their time-dependent traces

  Note: To mine precise counts, one has to trace/keep a fixed
  (and small) set of items




                  Prof. Pier Luca Lanzi
Two Structures for Mining Frequent Patterns   38
 with Tilted-Time Window (1)




 FP-Trees store Frequent
Patterns, rather than Transactions
 Tilted-time major: An FP-tree for
each tilted time frame

                    Prof. Pier Luca Lanzi
Two Structures for Mining Frequent Patterns         39
with Tilted-Time Window (2)



 The second data structure:
     Observation: FP-Trees of different time units are similar
     Pattern-tree major: each node is associated with a tilted-time
     window




                    Prof. Pier Luca Lanzi
Classification in Data Streams                   40
What are the issues?

  It is impossible to store the whole data set,
  as traditional classification algorithms require

  It is usually not possible to perform multiple scans
  of the input data

  Data streams are time-varying!
  There is concept drift.




                   Prof. Pier Luca Lanzi
Classification for Dynamic Data Streams         41



  Decision tree induction for stream data classification
    VFDT (Very Fast Decision Tree)/CVFDT

  Is decision-tree good for modeling fast changing data, e.g.,
  stock market analysis?

  Other stream classification methods
     Instead of decision-trees, consider other models:
     Naïve Bayesian,
     Ensemble (Wang, Fan, Yu, Han. KDD’03)
     K-nearest neighbors (Aggarwal, Han, Wang, Yu. KDD’04)
     Tilted time framework, incremental updating, dynamic
     maintenance, and model construction
     Comparing of models to find changes


                   Prof. Pier Luca Lanzi
Hoeffding Tree                                        42



  Initially introduced to analyze click-streams
  With high probability, classifies tuples the same
  Only uses small sample
      Based on Hoeffding Bound principle

  Hoeffding Bound (Additive Chernoff Bound)
     r: random variable representing the attribute selection method
     R: range of r
     n: # independent observations
     Mean of r is at least ravg – ε, with probability 1 – δ




                                       ln( 1 / δ )
                                   2
                               R
                 ε=
                                         2n

                     Prof. Pier Luca Lanzi
Hoeffding Tree Algorithm                     43



  The algorithm uses the bound to determin, with high
  probability the smallest number N of examples needed at a
  node to select the splitting attribute




                  Prof. Pier Luca Lanzi
Hoeffding Tree Algorithm                                 44



  Hoeffding Tree Input
     S: sequence of examples
     X: attributes
     G( ): evaluation function
     δ: desired accuracy

  for each example in S
     retrieve G(Xa) and G(Xb)               //two highest G(Xi)
     if ( G(Xa) – G(Xb) > ε )
      split on Xa
      recurse to next node
      break


  Complexity is O(ldvc) where l is the depth, d is the number of
  attributes, v is the maximum number of attributes, c is the number
  of classes

                    Prof. Pier Luca Lanzi
Decision-Tree Induction                                          45
with Data Streams

                   Packets > 10
                                                        Data Stream
                   yes          no


                                   Protocol = http




                       Packets > 10
                                                        Data Stream
                       yes        no
     Bytes > 60K

                                      Protocol = http
            yes


      Protocol = ftp              From Gehrke’s SIGMOD tutorial slides
                         Prof. Pier Luca Lanzi
Hoeffding Tree:                             46
Strengths and Weaknesses

Strengths
   Scales better than traditional methods
      Sublinear with sampling
      Very small memory utilization
   Incremental
      Make class predictions in parallel
      New examples are added as they come

Weaknesses
  Could spend a lot of time with ties
  Memory used with tree expansion
  Number of candidate attributes




                   Prof. Pier Luca Lanzi
VFDT (Very Fast Decision Tree)                       47



  Modifications to Hoeffding Tree
    Near-ties broken more aggressively
    G computed every nmin
    Deactivates certain leaves to save memory
    Poor attributes dropped
    Initialize with traditional learner (helps learning curve)

  Compare to Hoeffding Tree: Better time and memory

  Compare to traditional decision tree
    Similar accuracy
    Better runtime with 1.61 million examples
       • 21 minutes for VFDT
       • 24 hours for C4.5

  Still does not handle concept drift



                     Prof. Pier Luca Lanzi
CVFDT (Concept-adapting VFDT)                    48



  Concept Drift
    Time-changing data streams
    Incorporate new and eliminate old

  CVFDT
    Increments count with new example
    Decrement old example
      • Sliding window
      • Nodes assigned monotonically increasing IDs
    Grows alternate subtrees
    When alternate more accurate, then replace old
    O(w) better runtime than VFDT-window




                   Prof. Pier Luca Lanzi
Ensemble of Classifiers Algorithm              49



  H. Wang, W. Fan, P. S. Yu, and J. Han, “Mining Concept-
  Drifting Data Streams using Ensemble Classifiers”, KDD'03.

  Method (derived from the ensemble idea in classification)

   train K classifiers from K chunks
   for each subsequent chunk
        train a new classifier
        test other classifiers against the chunk
        assign weight to each classifier
        select top K classifiers




                  Prof. Pier Luca Lanzi
Clustering Evolving Data Streams                 50
What methodologies?

  Compute and store summaries of past data
  Apply a divide-and-conquer strategy
  Incremental clustering of incoming data streams
  Perform microclustering as well as macroclustering anlysis
  Explore multiple time granularity for the analysis of cluster
  evolution
  Divide stream clustering into on-line and off-line processes




                   Prof. Pier Luca Lanzi
Clustering Data Streams                            51



  Base on the k-median method
     Data stream points from metric space
     Find k clusters in the stream s.t. the sum of distances
     from data points to their closest center is minimized

  Constant factor approximation algorithm
  In small space, a simple two step algorithm:

   1. For each set of M records, Si,
      find O(k) centers in S1, …, Sl
      Local clustering: Assign each point in Si to its closest
      center

   2. Let S’ be centers for S1, …, Sl with each
      center weighted by number of points assigned to it
      Cluster S’ to find k centers


                    Prof. Pier Luca Lanzi
Hierarchical Clustering Tree                        52




                                            level-(i+1) medians


                                                         level-i medians




                              data points

                  Prof. Pier Luca Lanzi
Hierarchical Tree and Drawbacks                 53



  Method
    Maintain at most m level-i medians
    On seeing m of them, generate O(k) level-(i+1) medians
    of weight equal to the sum of the weights of the
    intermediate medians assigned to them

  Drawbacks
     Low quality for evolving data streams
     (register only k centers)
     Limited functionality in discovering and exploring clusters
     over different portions of the stream over time




                   Prof. Pier Luca Lanzi
Clustering for Mining Stream Dynamics            54



  Network intrusion detection: one example
     Detect bursts of activities or abrupt changes in real time—
     by on-line clustering

  The methodology
  by C. Agarwal, J. Han, J. Wang, P.S. Yu, VLDB’03
     Tilted time frame work:
     o.w. dynamic changes cannot be found
     Micro-clustering: better quality than k-means/k-median
      • incremental, online processing and maintenance)
     Two stages: micro-clustering and macro-clustering
     With limited “overhead” to achieve high efficiency,
     scalability, quality of results and power of
     evolution/change detection



                   Prof. Pier Luca Lanzi
CluStream: A Framework                            55
for Clustering Evolving Data Streams

  Design goal
    High quality for clustering evolving data streams with
    greater functionality
    While keep the stream mining requirement in mind
      • One-pass over the original stream data
      • Limited space usage and high efficiency


  CluStream: A framework for clustering evolving data streams
     Divide the clustering process into online and offline
     components
     Online component: periodically stores summary statistics
     about the stream data
     Offline component: answers various user questions based
     on the stored summary statistics



                   Prof. Pier Luca Lanzi
The CluStream Framework                              56



  Micro-cluster
     Statistical information about data locality
     Temporal extension of the cluster-feature vector
      • Multi-dimensional points X1 … Xk …
        with time stamps T1 … Tk …
      • Each point contains d dimensions, i.e., X = (x1 … xd)
      • A micro-cluster for n points is defined as a (2.d + 3) tuple


                  (CF 2 , CF1 , CF 2 , CF1 , n)
                            x           x   t    t



  Pyramidal time frame
     Decide at what moments the snapshots of the statistical
     information are stored away on disk




                    Prof. Pier Luca Lanzi
CluStream: Pyramidal Time Frame                 57



  Snapshots of a set of micro-clusters are stored following the
  pyramidal pattern

  They are stored at differing levels of granularity depending
  on the recency

  Snapshots are classified into different orders
  varying from 1 to log(T)
     The i-th order snapshots occur at intervals
     of αi where α ≥ 1
     Only the last (α + 1) snapshots are stored




                   Prof. Pier Luca Lanzi
CluStream: Clustering On-line Streams                    58



  Online micro-cluster maintenance
     Initial creation of q micro-clusters
      • q is usually significantly larger than
        the number of natural clusters
     Online incremental update of micro-clusters
      • If new point is within max-boundary, insert into the micro-cluster
      • O.w., create a new cluster
      • May delete obsolete micro-cluster or merge two closest ones


  Query-based macro-clustering
     Based on a user-specified time-horizon h and the number of
     macro-clusters K, compute macroclusters using the k-means
     algorithm




                      Prof. Pier Luca Lanzi
Stream Data Mining:                                  59
What are the Research Issues?

  Mining   sequential patterns in data streams
  Mining   partial periodicity in data streams
  Mining   notable gradients in data streams
  Mining   outliers and unusual patterns in data streams

  Stream clustering
     Multi-dimensional clustering analysis?
     Cluster not confined to 2-D metric space, how to incorporate
     other features, especially non-numerical properties
     Stream clustering with other clustering approaches?
     Constraint-based cluster analysis with data streams?




                      Prof. Pier Luca Lanzi
Summary: Stream Data Mining                        60



  Stream Data Mining is a rich and on-going research field

  Current research focus in database community:
     DSMS system architecture
     Continuous query processing
     Supporting mechanisms

  Stream data mining and stream OLAP analysis
     Powerful tools for finding general and unusual patterns
     Effectiveness, efficiency and scalability:
     lots of open problems

  Philosophy on stream data analysis and mining
      A multi-dimensional stream analysis framework
      Time is a special dimension: Tilted time frame
      What to compute and what to save?—Critical layers
      Partial materialization and precomputation
      Mining dynamics of stream data


                    Prof. Pier Luca Lanzi
References on Stream Data Mining (1)                      61



  C. Aggarwal, J. Han, J. Wang, P. S. Yu. A Framework for Clustering Data
  Streams, VLDB'03
  C. C. Aggarwal, J. Han, J. Wang and P. S. Yu. On-Demand Classification of
  Evolving Data Streams, KDD'04
  C. Aggarwal, J. Han, J. Wang, and P. S. Yu. A Framework for Projected
  Clustering of High Dimensional Data Streams, VLDB'04
  S. Babu and J. Widom. Continuous Queries over Data Streams. SIGMOD
  Record, Sept. 2001
  B. Babcock, S. Babu, M. Datar, R. Motwani and J. Widom. Models and Issues
  in Data Stream Systems”, PODS'02. (Conference tutorial)
  Y. Chen, G. Dong, J. Han, B. W. Wah, and J. Wang. quot;Multi-Dimensional
  Regression Analysis of Time-Series Data Streams, VLDB'02
  P. Domingos and G. Hulten, “Mining high-speed data streams”, KDD'00
  A. Dobra, M. N. Garofalakis, J. Gehrke, R. Rastogi. Processing Complex
  Aggregate Queries over Data Streams, SIGMOD’02
  J. Gehrke, F. Korn, D. Srivastava. On computing correlated aggregates over
  continuous data streams. SIGMOD'01
  C. Giannella, J. Han, J. Pei, X. Yan and P.S. Yu. Mining frequent patterns in
  data streams at multiple time granularities, Kargupta, et al. (eds.), Next
  Generation Data Mining’04




                       Prof. Pier Luca Lanzi
References on Stream Data Mining (2)                      62



  S. Guha, N. Mishra, R. Motwani, and L. O'Callaghan. Clustering Data
  Streams, FOCS'00
  G. Hulten, L. Spencer and P. Domingos: Mining time-changing data streams.
  KDD 2001
  S. Madden, M. Shah, J. Hellerstein, V. Raman, Continuously Adaptive
  Continuous Queries over Streams, SIGMOD02
  G. Manku, R. Motwani. Approximate Frequency Counts over Data Streams,
  VLDB’02
  A. Metwally, D. Agrawal, and A. El Abbadi. Efficient Computation of Frequent
  and Top-k Elements in Data Streams. ICDT'05
  S. Muthukrishnan, Data streams: algorithms and applications, Proceedings
  of the fourteenth annual ACM-SIAM symposium on Discrete algorithms,
  2003
  R. Motwani and P. Raghavan, Randomized Algorithms, Cambridge Univ.
  Press, 1995
  S. Viglas and J. Naughton, Rate-Based Query Optimization for Streaming
  Information Sources, SIGMOD’02
  Y. Zhu and D. Shasha. StatStream: Statistical Monitoring of Thousands of
  Data Streams in Real Time, VLDB’02
  H. Wang, W. Fan, P. S. Yu, and J. Han, Mining Concept-Drifting Data
  Streams using Ensemble Classifiers, KDD'03




                      Prof. Pier Luca Lanzi

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18 Data Streams

  • 1. Mining Data Streams Machine Learning and Data Mining (Unit 18) Prof. Pier Luca Lanzi
  • 2. References 2 Jiawei Han and Micheline Kamber, quot;Data Mining: Concepts and Techniquesquot;, The Morgan Kaufmann Series in Data Management Systems (Second Edition) Chapter 8, part 1 Prof. Pier Luca Lanzi
  • 3. Mining Data Streams 3 What is stream data? Why Stream Data Systems? Stream data management systems: Issues and solutions Stream data cube and multidimensional OLAP analysis Stream frequent pattern analysis Stream classification Stream cluster analysis Research issues Prof. Pier Luca Lanzi
  • 4. Characteristics of Data Streams 4 Data Streams vs DBMS Data streams continuous, ordered, changing, fast, huge amount Traditional DBMS data stored in finite, persistent data sets Characteristics Huge volumes of continuous data, possibly infinite Fast changing and requires fast, real-time response Data stream captures nicely our data processing needs of today Random access is expensive single scan algorithm (can only have one look) Store only the summary of the data seen thus far Most stream data are at pretty low-level or multi-dimensional in nature, needs multi-level and multi-dimensional processing Prof. Pier Luca Lanzi
  • 5. What are the Applications? 5 Telecommunication calling records Business: credit card transaction flows Network monitoring and traffic engineering Financial market: stock exchange Engineering & industrial processes: power supply & manufacturing Sensor, monitoring & surveillance: video streams, RFIDs Security monitoring Web logs and Web page click streams Massive data sets (even saved but random access is too expensive) Prof. Pier Luca Lanzi
  • 6. DBMS versus DSMS 6 Persistent relations Transient streams One-time queries Continuous queries Random access Sequential access “Unbounded” disk store Bounded main memory Only current state matters Historical data is important No real-time services Real-time requirements Relatively low update rate Possibly multi-GB arrival rate Data at any granularity Data at fine granularity Assume precise data Data stale/imprecise Access plan determined by query Unpredictable/variable data processor, physical DB design arrival and characteristics Ack. From Motwani’s PODS tutorial slides Prof. Pier Luca Lanzi
  • 7. The Architecture of Stream 7 Query Processing User/Applications SDMS (Stream Data Management System) Continuous Query Results Multiple streams Stream Query Processor Scratch Space (Main memory and/or Disk) Prof. Pier Luca Lanzi
  • 8. What are Challenges of 8 Stream Data Processing? Multiple, continuous, rapid, time-varying, ordered streams Main memory computations Queries are often continuous Evaluated continuously as stream data arrives Answer updated over time Queries are often complex Beyond element-at-a-time processing Beyond stream-at-a-time processing Beyond relational queries (scientific, data mining, OLAP) Multi-level/multi-dimensional processing and data mining Most stream data are at low-level or multi-dimensional in nature Prof. Pier Luca Lanzi
  • 9. Processing Stream Queries 9 Query types One-time query vs. continuous query (being evaluated continuously as stream continues to arrive) Predefined query vs. ad-hoc query (issued on-line) Unbounded memory requirements For real-time response, main memory algorithm should be used Memory requirement is unbounded if one will join future tuples Approximate query answering With bounded memory, it is not always possible to produce exact answers High-quality approximate answers are desired Data reduction and synopsis construction methods: Sketches, random sampling, histograms, wavelets, etc. Prof. Pier Luca Lanzi
  • 10. What the Methodologies for 10 Stream Data Processing? Major challenges Keep track of a large universe, e.g., pairs of IP address, not ages Methodology Synopses (trade-off between accuracy and storage) Use synopsis data structure, much smaller (O(logk N) space) than their base data set (O(N) space) Compute an approximate answer within a small error range (factor ε of the actual answer) Major methods Random sampling Histograms Sliding windows Multi-resolution model Sketches Radomized algorithms Prof. Pier Luca Lanzi
  • 11. Stream Data Processing Methods (1) 11 Random sampling (but without knowing the total length in advance) Reservoir sampling: maintain a set of s candidates in the reservoir, which form a true random sample of the element seen so far in the stream. As the data stream flow, every new element has a certain probability (s/N) of replacing an old element in the reservoir. Sliding windows Make decisions based only on recent data of sliding window size w An element arriving at time t expires at time t + w Histograms Approximate the frequency distribution of element values in a stream Partition data into a set of contiguous buckets Equal-width (equal value range for buckets) vs. V-optimal (minimizing frequency variance within each bucket) Multi-resolution models Popular models: balanced binary trees, micro-clusters, and wavelets Prof. Pier Luca Lanzi
  • 12. Stream Data Processing Methods (2) 12 Sketches Histograms and wavelets require multi-passes over the data but sketches can operate in a single pass Frequency moments of a stream A = {a1, …, aN}, Fk: v ∑m Fk = k i i =1 where v: the universe or domain size, mi: the frequency of i in the sequence Given N elts and v values, sketches can approximate F0, F1, F2 in O(log v + log N) space Prof. Pier Luca Lanzi
  • 13. Stream Data Processing Methods (3) 13 Randomized algorithms Monte Carlo algorithm: bound on running time but may not return correct result Chebyshev’s inequality: Let X be a random variable with mean μ and standard deviation σ σ 2 P (| X − μ |> k ) ≤ k2 Chernoff bound: • Let X be the sum of independent Poisson trials X1, …, Xn, δ in (0, 1] • The probability decreases expoentially as we move from the mean − μδ 2 / 4 P[ X < (1 + δ ) μ |] < e Prof. Pier Luca Lanzi
  • 14. Approximate Query Answering in Streams 14 Sliding windows Only over sliding windows of recent stream data Approximation but often more desirable in applications Batched processing, sampling and synopses Batched if update is fast but computing is slow • Compute periodically, not very timely Sampling if update is slow but computing is fast • Compute using sample data, but not good for joins, etc. Synopsis data structures • Maintain a small synopsis or sketch of data • Good for querying historical data Blocking operators, e.g., sorting, avg, min, etc. Blocking if unable to produce the first output until seeing the entire input Prof. Pier Luca Lanzi
  • 15. Projects on DSMS (Data Stream 15 Management System) Research projects and system prototypes STREAM (Stanford): A general-purpose DSMS Cougar (Cornell): sensors Aurora (Brown/MIT): sensor monitoring, dataflow Hancock (AT&T): telecom streams Niagara (OGI/Wisconsin): Internet XML databases OpenCQ (Georgia Tech): triggers, incr. view maintenance Tapestry (Xerox): pub/sub content-based filtering Telegraph (Berkeley): adaptive engine for sensors Tradebot (www.tradebot.com): stock tickers & streams Tribeca (Bellcore): network monitoring MAIDS (UIUC/NCSA): Mining Alarming Incidents in Data Streams Prof. Pier Luca Lanzi
  • 16. Stream Data Mining vs. Stream Querying 16 Stream mining—A more challenging task in many cases It shares most of the difficulties with stream querying But often requires less “precision”, e.g., no join, grouping, sorting Patterns are hidden and more general than querying It may require exploratory analysis, not necessarily continuous queries Stream data mining tasks Multi-dimensional on-line analysis of streams Mining outliers and unusual patterns in stream data Clustering data streams Classification of stream data Prof. Pier Luca Lanzi
  • 17. Challenges for Mining Dynamics 17 in Data Streams Most stream data are at pretty low-level or multi- dimensional in nature: needs ML/MD processing Analysis requirements Multi-dimensional trends and unusual patterns Capturing important changes at multi-dimensions/levels Fast, real-time detection and response Comparing with data cube: Similarity and differences Stream (data) cube or stream OLAP: Is this feasible? Can we implement it efficiently? Prof. Pier Luca Lanzi
  • 18. Multi-Dimensional Stream Analysis: 18 Examples Analysis of Web click streams Raw data at low levels: seconds, web page addresses, user IP addresses, … Analysts want: changes, trends, unusual patterns, at reasonable levels of details E.g., Average clicking traffic in North America on sports in the last 15 minutes is 40% higher than that in the last 24 hours.” Analysis of power consumption streams Raw data: power consumption flow for every household, every minute Patterns one may find: average hourly power consumption surges up 30% for manufacturing companies in Chicago in the last 2 hours today than that of the same day a week ago Prof. Pier Luca Lanzi
  • 19. A Stream Cube Architecture 19 A tilted time frame Different time granularities: second, minute, quarter, hour, day, week, … Critical layers Minimum interest layer (m-layer) Observation layer (o-layer) User: watches at o-layer and occasionally needs to drill- down down to m-layer Partial materialization of stream cubes Full materialization: too space and time consuming No materialization: slow response at query time Partial materialization: what do we mean “partial”? Prof. Pier Luca Lanzi
  • 20. A Titled Time Model (1) 20 Natural tilted time frame: Example: Minimal: quarter, then 4 quarters → 1 hour, 24 hours → day, … 4 qtrs 24 hours 12 months 31 days time Logarithmic tilted time frame: Example: Minimal: 1 minute, then 1, 2, 4, 8, 16, 32, … 64t 32t 16t 8t 4t 2t t t Time Prof. Pier Luca Lanzi
  • 21. A Titled Time Model (2) 21 Pyramidal tilted time frame Example: Suppose there are 5 frames and each takes maximal 3 snapshots Given a snapshot number N, if N mod 2d = 0, insert into the frame number d. If there are more than 3 snapshots, “kick out” the oldest one. Frame no. Snapshots (by clock time) 0 69 67 65 1 70 66 62 2 68 60 52 3 56 40 24 4 48 16 5 64 32 Prof. Pier Luca Lanzi
  • 22. Two Critical Layers in the Stream Cube 22 (*, theme, quarter) o-layer (observation) (user-group, URL-group, minute) m-layer (minimal interest) (individual-user, URL, second) (primitive) stream data layer Prof. Pier Luca Lanzi
  • 23. On-Line Partial Materialization vs. 23 OLAP Processing On-line materialization Materialization takes precious space and time • Only incremental materialization (with tilted time frame) Only materialize “cuboids” of the critical layers? • Online computation may take too much time Preferred solution: • popular-path approach: Materializing those along the popular drilling paths • H-tree structure: Such cuboids can be computed and stored efficiently using the H-tree structure Online aggregation vs. query-based computation Online computing while streaming: aggregating stream cubes Query-based computation: using computed cuboids Prof. Pier Luca Lanzi
  • 24. Stream Cube Structure: 24 From m-layer to o-layer (A1, *, C1) (A1, *, C2) (A1, B1, C1) (A2, *, C1) (A1, B2, C1) (A1, B1, C2) (A2, *, C2) (A2, B1, C1) (A2, B2, C1) (A1, B2, C2) (A2, B1, C2) (A2, B2, C2) Prof. Pier Luca Lanzi
  • 25. 25 An H-Tree Cubing Structure root Observation layer Urbana Springfield Chicago .gov .com .com .edu Minimal int. layer Elec Bio Elec Chem 6:00AM-7:00AM 156 7:00AM-8:00AM 201 8:00AM-9:00AM 235 …… Prof. Pier Luca Lanzi
  • 26. Benefits of H-Tree and H-Cubing 26 H-tree and H-cubing Developed for computing data cubes and ice-berg cubes Fast cubing, space preserving in cube computation Using H-tree for stream cubing Space preserving: intermediate aggregates can be computed incrementally and saved in tree nodes Facilitate computing other cells and multi-dimensional analysis H-tree with computed cells can be viewed as stream cube Prof. Pier Luca Lanzi
  • 27. Frequent Patterns for Stream Data 27 Frequent pattern mining is valuable in stream applications e.g., network intrusion mining Mining precise freq. patterns in stream data: unrealistic Even store them in a compressed form, such as FPtree How to mine frequent patterns with good approximation? Approximate frequent patterns (Manku & Motwani VLDB’02) Keep only current frequent patterns? No changes can be detected Mining evolution freq. patterns (C. Giannella, J. Han, X. Yan, P.S. Yu, 2003) Use tilted time window frame Mining evolution and dramatic changes of frequent patterns Space-saving computation of frequent and top-k elements (Metwally, Agrawal, and El Abbadi, ICDT'05) Prof. Pier Luca Lanzi
  • 28. Mining Approximate Frequent Patterns 28 Mining precise freq. patterns in stream data: unrealistic Even store them in a compressed form, such as FPtree Approximate answers are often sufficient (e.g., trend/pattern analysis) Example: a router is interested in all flows: whose frequency is at least 1% (σ) of the entire traffic stream seen so far and feels that 1/10 of σ (ε = 0.1%) error is comfortable How to mine frequent patterns with good approximation? Lossy Counting Algorithm (Manku & Motwani, VLDB’02) Major ideas: not tracing items until it becomes frequent Adv: guaranteed error bound Disadv: keep a large set of traces Prof. Pier Luca Lanzi
  • 29. Lossy Counting for Frequent Items 29 Bucket 1 Bucket 2 Bucket 3 Divide Stream into ‘Buckets’ (bucket size is 1/ ε = 1000) Prof. Pier Luca Lanzi
  • 30. First Bucket of Stream 30 Empty + (summary) At bucket boundary, decrease all counters by 1 Prof. Pier Luca Lanzi
  • 31. Next Bucket of Stream 31 + At bucket boundary, decrease all counters by 1 Prof. Pier Luca Lanzi
  • 32. Approximation Guarantee 32 Given (1) support threshold: σ, (2) error threshold: ε, and (3) stream length N Output: items with frequency counts exceeding (σ – ε) N How much do we undercount? If (stream length seen so far = N) and (bucket-size = 1/ε) then frequency count error ≤ #buckets = εN Approximation guarantee No false negatives False positives have true frequency count at least (σ–ε)N Frequency count underestimated by at most εN The space requirement is limited to 1/ε log(εN) Prof. Pier Luca Lanzi
  • 33. Lossy Counting For Frequent Itemsets 33 Divide Stream into ‘Buckets’ as for frequent items But fill as many buckets as possible in main memory one time Bucket 1 Bucket 2 Bucket 3 If we put 3 buckets of data into main memory one time, Then decrease each frequency count by 3 Prof. Pier Luca Lanzi
  • 34. Update of Summary Data Structure 34 2 4 3 2 4 3 1 + 2 10 9 1 2 1 2 1 0 3 bucket data summary data summary data in memory Itemset ( ) is deleted. That’s why we choose a large number of buckets – delete more Prof. Pier Luca Lanzi
  • 35. Pruning Itemsets – Apriori Rule 35 1 2 2 + 1 1 3 bucket data summary data in memory If we find itemset ( ) is not frequent itemset, Then we needn’t consider its superset Prof. Pier Luca Lanzi
  • 36. Summary of Lossy Counting 36 Strength A simple idea Can be extended to frequent itemsets Weakness: Space Bound is not good For frequent itemsets, they do scan each record many times The output is based on all previous data. But sometimes, we are only interested in recent data A space-saving method for stream frequent item mining Metwally, Agrawal and El Abbadi, ICDT'05 Prof. Pier Luca Lanzi
  • 37. Mining Evolution of Frequent Patterns 37 for Stream Data Approximate frequent patterns (Manku & Motwani VLDB’02) Keep only current frequent patterns: No changes can be detected Mining evolution and dramatic changes of frequent patterns (Giannella, Han, Yan, Yu, 2003) Use tilted time window frame Use compressed form to store significant (approximate) frequent patterns and their time-dependent traces Note: To mine precise counts, one has to trace/keep a fixed (and small) set of items Prof. Pier Luca Lanzi
  • 38. Two Structures for Mining Frequent Patterns 38 with Tilted-Time Window (1) FP-Trees store Frequent Patterns, rather than Transactions Tilted-time major: An FP-tree for each tilted time frame Prof. Pier Luca Lanzi
  • 39. Two Structures for Mining Frequent Patterns 39 with Tilted-Time Window (2) The second data structure: Observation: FP-Trees of different time units are similar Pattern-tree major: each node is associated with a tilted-time window Prof. Pier Luca Lanzi
  • 40. Classification in Data Streams 40 What are the issues? It is impossible to store the whole data set, as traditional classification algorithms require It is usually not possible to perform multiple scans of the input data Data streams are time-varying! There is concept drift. Prof. Pier Luca Lanzi
  • 41. Classification for Dynamic Data Streams 41 Decision tree induction for stream data classification VFDT (Very Fast Decision Tree)/CVFDT Is decision-tree good for modeling fast changing data, e.g., stock market analysis? Other stream classification methods Instead of decision-trees, consider other models: Naïve Bayesian, Ensemble (Wang, Fan, Yu, Han. KDD’03) K-nearest neighbors (Aggarwal, Han, Wang, Yu. KDD’04) Tilted time framework, incremental updating, dynamic maintenance, and model construction Comparing of models to find changes Prof. Pier Luca Lanzi
  • 42. Hoeffding Tree 42 Initially introduced to analyze click-streams With high probability, classifies tuples the same Only uses small sample Based on Hoeffding Bound principle Hoeffding Bound (Additive Chernoff Bound) r: random variable representing the attribute selection method R: range of r n: # independent observations Mean of r is at least ravg – ε, with probability 1 – δ ln( 1 / δ ) 2 R ε= 2n Prof. Pier Luca Lanzi
  • 43. Hoeffding Tree Algorithm 43 The algorithm uses the bound to determin, with high probability the smallest number N of examples needed at a node to select the splitting attribute Prof. Pier Luca Lanzi
  • 44. Hoeffding Tree Algorithm 44 Hoeffding Tree Input S: sequence of examples X: attributes G( ): evaluation function δ: desired accuracy for each example in S retrieve G(Xa) and G(Xb) //two highest G(Xi) if ( G(Xa) – G(Xb) > ε ) split on Xa recurse to next node break Complexity is O(ldvc) where l is the depth, d is the number of attributes, v is the maximum number of attributes, c is the number of classes Prof. Pier Luca Lanzi
  • 45. Decision-Tree Induction 45 with Data Streams Packets > 10 Data Stream yes no Protocol = http Packets > 10 Data Stream yes no Bytes > 60K Protocol = http yes Protocol = ftp From Gehrke’s SIGMOD tutorial slides Prof. Pier Luca Lanzi
  • 46. Hoeffding Tree: 46 Strengths and Weaknesses Strengths Scales better than traditional methods Sublinear with sampling Very small memory utilization Incremental Make class predictions in parallel New examples are added as they come Weaknesses Could spend a lot of time with ties Memory used with tree expansion Number of candidate attributes Prof. Pier Luca Lanzi
  • 47. VFDT (Very Fast Decision Tree) 47 Modifications to Hoeffding Tree Near-ties broken more aggressively G computed every nmin Deactivates certain leaves to save memory Poor attributes dropped Initialize with traditional learner (helps learning curve) Compare to Hoeffding Tree: Better time and memory Compare to traditional decision tree Similar accuracy Better runtime with 1.61 million examples • 21 minutes for VFDT • 24 hours for C4.5 Still does not handle concept drift Prof. Pier Luca Lanzi
  • 48. CVFDT (Concept-adapting VFDT) 48 Concept Drift Time-changing data streams Incorporate new and eliminate old CVFDT Increments count with new example Decrement old example • Sliding window • Nodes assigned monotonically increasing IDs Grows alternate subtrees When alternate more accurate, then replace old O(w) better runtime than VFDT-window Prof. Pier Luca Lanzi
  • 49. Ensemble of Classifiers Algorithm 49 H. Wang, W. Fan, P. S. Yu, and J. Han, “Mining Concept- Drifting Data Streams using Ensemble Classifiers”, KDD'03. Method (derived from the ensemble idea in classification) train K classifiers from K chunks for each subsequent chunk train a new classifier test other classifiers against the chunk assign weight to each classifier select top K classifiers Prof. Pier Luca Lanzi
  • 50. Clustering Evolving Data Streams 50 What methodologies? Compute and store summaries of past data Apply a divide-and-conquer strategy Incremental clustering of incoming data streams Perform microclustering as well as macroclustering anlysis Explore multiple time granularity for the analysis of cluster evolution Divide stream clustering into on-line and off-line processes Prof. Pier Luca Lanzi
  • 51. Clustering Data Streams 51 Base on the k-median method Data stream points from metric space Find k clusters in the stream s.t. the sum of distances from data points to their closest center is minimized Constant factor approximation algorithm In small space, a simple two step algorithm: 1. For each set of M records, Si, find O(k) centers in S1, …, Sl Local clustering: Assign each point in Si to its closest center 2. Let S’ be centers for S1, …, Sl with each center weighted by number of points assigned to it Cluster S’ to find k centers Prof. Pier Luca Lanzi
  • 52. Hierarchical Clustering Tree 52 level-(i+1) medians level-i medians data points Prof. Pier Luca Lanzi
  • 53. Hierarchical Tree and Drawbacks 53 Method Maintain at most m level-i medians On seeing m of them, generate O(k) level-(i+1) medians of weight equal to the sum of the weights of the intermediate medians assigned to them Drawbacks Low quality for evolving data streams (register only k centers) Limited functionality in discovering and exploring clusters over different portions of the stream over time Prof. Pier Luca Lanzi
  • 54. Clustering for Mining Stream Dynamics 54 Network intrusion detection: one example Detect bursts of activities or abrupt changes in real time— by on-line clustering The methodology by C. Agarwal, J. Han, J. Wang, P.S. Yu, VLDB’03 Tilted time frame work: o.w. dynamic changes cannot be found Micro-clustering: better quality than k-means/k-median • incremental, online processing and maintenance) Two stages: micro-clustering and macro-clustering With limited “overhead” to achieve high efficiency, scalability, quality of results and power of evolution/change detection Prof. Pier Luca Lanzi
  • 55. CluStream: A Framework 55 for Clustering Evolving Data Streams Design goal High quality for clustering evolving data streams with greater functionality While keep the stream mining requirement in mind • One-pass over the original stream data • Limited space usage and high efficiency CluStream: A framework for clustering evolving data streams Divide the clustering process into online and offline components Online component: periodically stores summary statistics about the stream data Offline component: answers various user questions based on the stored summary statistics Prof. Pier Luca Lanzi
  • 56. The CluStream Framework 56 Micro-cluster Statistical information about data locality Temporal extension of the cluster-feature vector • Multi-dimensional points X1 … Xk … with time stamps T1 … Tk … • Each point contains d dimensions, i.e., X = (x1 … xd) • A micro-cluster for n points is defined as a (2.d + 3) tuple (CF 2 , CF1 , CF 2 , CF1 , n) x x t t Pyramidal time frame Decide at what moments the snapshots of the statistical information are stored away on disk Prof. Pier Luca Lanzi
  • 57. CluStream: Pyramidal Time Frame 57 Snapshots of a set of micro-clusters are stored following the pyramidal pattern They are stored at differing levels of granularity depending on the recency Snapshots are classified into different orders varying from 1 to log(T) The i-th order snapshots occur at intervals of αi where α ≥ 1 Only the last (α + 1) snapshots are stored Prof. Pier Luca Lanzi
  • 58. CluStream: Clustering On-line Streams 58 Online micro-cluster maintenance Initial creation of q micro-clusters • q is usually significantly larger than the number of natural clusters Online incremental update of micro-clusters • If new point is within max-boundary, insert into the micro-cluster • O.w., create a new cluster • May delete obsolete micro-cluster or merge two closest ones Query-based macro-clustering Based on a user-specified time-horizon h and the number of macro-clusters K, compute macroclusters using the k-means algorithm Prof. Pier Luca Lanzi
  • 59. Stream Data Mining: 59 What are the Research Issues? Mining sequential patterns in data streams Mining partial periodicity in data streams Mining notable gradients in data streams Mining outliers and unusual patterns in data streams Stream clustering Multi-dimensional clustering analysis? Cluster not confined to 2-D metric space, how to incorporate other features, especially non-numerical properties Stream clustering with other clustering approaches? Constraint-based cluster analysis with data streams? Prof. Pier Luca Lanzi
  • 60. Summary: Stream Data Mining 60 Stream Data Mining is a rich and on-going research field Current research focus in database community: DSMS system architecture Continuous query processing Supporting mechanisms Stream data mining and stream OLAP analysis Powerful tools for finding general and unusual patterns Effectiveness, efficiency and scalability: lots of open problems Philosophy on stream data analysis and mining A multi-dimensional stream analysis framework Time is a special dimension: Tilted time frame What to compute and what to save?—Critical layers Partial materialization and precomputation Mining dynamics of stream data Prof. Pier Luca Lanzi
  • 61. References on Stream Data Mining (1) 61 C. Aggarwal, J. Han, J. Wang, P. S. Yu. A Framework for Clustering Data Streams, VLDB'03 C. C. Aggarwal, J. Han, J. Wang and P. S. Yu. On-Demand Classification of Evolving Data Streams, KDD'04 C. Aggarwal, J. Han, J. Wang, and P. S. Yu. A Framework for Projected Clustering of High Dimensional Data Streams, VLDB'04 S. Babu and J. Widom. Continuous Queries over Data Streams. SIGMOD Record, Sept. 2001 B. Babcock, S. Babu, M. Datar, R. Motwani and J. Widom. Models and Issues in Data Stream Systems”, PODS'02. (Conference tutorial) Y. Chen, G. Dong, J. Han, B. W. Wah, and J. Wang. quot;Multi-Dimensional Regression Analysis of Time-Series Data Streams, VLDB'02 P. Domingos and G. Hulten, “Mining high-speed data streams”, KDD'00 A. Dobra, M. N. Garofalakis, J. Gehrke, R. Rastogi. Processing Complex Aggregate Queries over Data Streams, SIGMOD’02 J. Gehrke, F. Korn, D. Srivastava. On computing correlated aggregates over continuous data streams. SIGMOD'01 C. Giannella, J. Han, J. Pei, X. Yan and P.S. Yu. Mining frequent patterns in data streams at multiple time granularities, Kargupta, et al. (eds.), Next Generation Data Mining’04 Prof. Pier Luca Lanzi
  • 62. References on Stream Data Mining (2) 62 S. Guha, N. Mishra, R. Motwani, and L. O'Callaghan. Clustering Data Streams, FOCS'00 G. Hulten, L. Spencer and P. Domingos: Mining time-changing data streams. KDD 2001 S. Madden, M. Shah, J. Hellerstein, V. Raman, Continuously Adaptive Continuous Queries over Streams, SIGMOD02 G. Manku, R. Motwani. Approximate Frequency Counts over Data Streams, VLDB’02 A. Metwally, D. Agrawal, and A. El Abbadi. Efficient Computation of Frequent and Top-k Elements in Data Streams. ICDT'05 S. Muthukrishnan, Data streams: algorithms and applications, Proceedings of the fourteenth annual ACM-SIAM symposium on Discrete algorithms, 2003 R. Motwani and P. Raghavan, Randomized Algorithms, Cambridge Univ. Press, 1995 S. Viglas and J. Naughton, Rate-Based Query Optimization for Streaming Information Sources, SIGMOD’02 Y. Zhu and D. Shasha. StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time, VLDB’02 H. Wang, W. Fan, P. S. Yu, and J. Han, Mining Concept-Drifting Data Streams using Ensemble Classifiers, KDD'03 Prof. Pier Luca Lanzi