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Data Mining CS57300 / STAT 59800-024 Purdue University January 13, 2009 1 Introduction • What is data mining? • Why now? • Data mining process • Example 2

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Page 1: Data Mining

Data Mining

CS57300 / STAT 59800-024

Purdue University

January 13, 2009

1

Introduction

• What is data mining?

• Why now?

• Data mining process

• Example

2

Page 2: Data Mining

What is data mining?

“... the non-trivial extraction of implicit, previously

unknown, and potentially useful information from data.”Frawley, Piatetsky-Shapiro, and Matheus (1992)

“... a new paradigm that focuses on computerized

exploration of large amounts of data and on discovery of

relevant and interesting patterns within them.”Feldman and Dagan (1995)

3

What is data mining?

Databases

Artificial Intelligence

Visualization

Statistics Data

Mining

Also known as: knowledge discovery, exploratory data analysis, applied

statistics, machine learning

4

Page 3: Data Mining

Why now?

http://images.forbes.com/images/forbes/2004/1213/113_chart.gif

5

How much information?Lyman and Varian, UCBerkeley (2003)

• ~5 exabytes of new information stored in 2002

• 1 Exabyte = 1000 petabytes = 1 mil terabytes = 1 bil gigabytes

• The amount of new information stored has about doubled in the last

three years

• Almost 18 exabytes of information flowed through electronic channels

in 2002

• 98% percent of this total is the information sent and received in

telephone calls

6

Page 4: Data Mining

Data mining process

6

CS590D 12

Data Mining: Classification Schemes

• General functionality

– Descriptive data mining

– Predictive data mining

• Different views, different classifications

– Kinds of data to be mined

– Kinds of knowledge to be discovered

– Kinds of techniques utilized

– Kinds of applications adapted

CS590D 13

adapted from:

U. Fayyad, et al. (1995), “From Knowledge Discovery to Data

Mining: An Overview,” Advances in Knowledge Discovery and

Data Mining, U. Fayyad et al. (Eds.), AAAI/MIT Press

DataTarget

Data

Selection

KnowledgeKnowledge

Preprocessed

Data

Patterns

Data Mining

Interpretation/

Evaluation

Knowledge Discovery in Databases: Process

Preprocessing

7

Data mining process

1.Application setup:

• Acquire relevant domain

knowledge

• Assess user goals

2.Data selection

• Choose data sources

• Identify relevant attributes

• Sample data

3.Data preprocessing

• Remove noise or outliers

• Handle missing values

• Account for time or other

changes

4.Data transformation

• Find useful features

• Reduce dimensionality

8

Page 5: Data Mining

Data mining process

5.Data mining:

• Choose task (e.g.,

classification, regression,

clustering)

• Choose algorithms for

learning and inference

• Set parameters

• Apply algorithms to search for

patterns of interest

6.Interpretation/evaluation

• Assess accuracy of model/

results

• Interpret model for end-users

• Consolidate knowledge

7.Repeat...

9

Example

6

Example

Example problem

10

Page 6: Data Mining

Example rule (1)

6

Example

Example problem

11

Example rule (2)

6

Example

Example problem

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Page 7: Data Mining

How did you devise rules?

• Look for characteristics of one set but not the other?

• Reject potential rules that didn’t cover enough examples?

• Examine several potential rules?

• Consider simple rules first?

13

This is data mining...

• Data representation: Describe the data

• Task specification: Outline the goal(s)

• Knowledge representation: Describe the rules

• Learning technique:

• Search: Identify a rule

• Evaluation function: Estimate confidence

• Inference technique: Apply the rule

• Data mining system: Do above in combination

14

Page 8: Data Mining

Complexities

• Data size: vastly larger or changing rapidly

• Data representation: can affect ability to learn and interpret models

• Knowledge representation: needs to capture more subtle forms of

probabilistic dependence

• Search space: vastly larger

• Evaluation functions: difficult to assess confidence in model utility

15

Course overview

16

Page 9: Data Mining

Goals

• Identify key elements of data mining systems and the knowledge

discovery process

• Understand how algorithmic elements interact

• Recognize various types of data mining tasks

• Familiarity with standard models/algorithms

• Implement and apply basic algorithms

• Understand how to evaluate performance

17

Topics

• Elements of data mining algorithms

• Data preparation and exploration

• Statistical foundations

• Predictive modeling

• Descriptive modeling

• Pattern mining and anomaly detection

• Data mining systems

• Current research topics (as time permits)

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Page 10: Data Mining

Logistics

• Time and location: TTh 12:00-1:15, Lawson 1106

• Instructor: Jennifer Neville

[email protected], LWSN 2142D, office hours: By appt

• Teaching assistant: Rongjing Xiang

[email protected], LWSN B116, office hours: TBA

• Webpage: http://www.cs.purdue.edu/~neville/courses/CS573.html

• Email list: [email protected]

• Prerequisites: introductory statistics course (e.g., STAT 516), basic

programming skills (e.g., CS381, STAT598G)

19

Registration

• The course is currently at capacity

• Waiting list procedure:

• Go to CS department website ⇒ Courses ⇒ Registration

• Fill out form to request registration (due to lack of space)

• Use CS course number 57300,

if you want to register for ST59800-024 include “(STAT)” afterward

• Students will be admitted on a first-come, first-serve basis as space

becomes available

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Page 11: Data Mining

Workload

• Readings

• Principles of Data Mining,

Hand, Mannila, and Smyth, MIT Press, 2001.

• Additional readings: TBA

• Homeworks

• Five homeworks including written exercises, programming

assignments, analysis in R

• Late policy: 10% off per day late, maximum of 5 days;

four extension days can be applied anytime during semester

21

Workload (cont.)

• Review report

• Select three recent conference papers on a subtopic of data mining/

machine learning

• Write a 3 page report outlining the main ideas of papers and relate

them to the context of the course

• Project (details to follow)

• Exams

• Midterm exam: Mar 10, 8-10pm Lawson B151

• Final exam: No final exam, CS qualifying exam will be cover full

semester

22

Page 12: Data Mining

Project

• Goal: Experience the process of data mining

• Data preparation

• Task definition

• Feature identification/construction

• Algorithm selection, parameter tuning

• Experimental application and evaluation

• Iterative refinement

23

Project (cont.)

• Focus of project

• Choose data, apply !2 existing methods and compare performance,

explore reasons for underlying performance

• Choose data, formulate novel task, design new method or extend

existing methods, evaluate on data

• Hypothesis testing: You must formulate and test at least two specific

hypotheses in your project.

• Project proposal: due Feb 17

• Final report: due Apr 30

24

Page 13: Data Mining

Grading

25%

25%

35%

10%5%

Participation Presentation Homework Midterm Project

25

Acknowledgements

• Some of the lecture material is drawn from other data mining courses, which

use PDM:

• Professor David Jensen at UMass Amherst (CS591Y)

• Professor Lise Getoor at UMaryland College Park (CS828G)

26

Page 14: Data Mining

Next class

• Reading: Chapter 1 PDM

• Topic: Elements of data mining algorithms

27