Data Mining

UNIT-3 Classification

B SUDHAKAR
Department of Computer Science
GURU NANAK INSTISTUTE OF TECHNOLOGY

June 13, 2021 Data Mining: Concepts and Techniques 1

 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 2

 Classification vs. Prediction
 Classification
 predicts categorical class labels (discrete or nominal)

 classifies data (constructs a model) based on the

training set and the values (class labels) in a classifying

attribute and uses it in classifying new data
 Prediction
 models continuous-valued functions, i.e., predicts

unknown or missing values

 Typical applications
 Credit approval

 Target marketing

 Medical diagnosis

 Fraud detection

June 13, 2021 Data Mining: Concepts and Techniques 3

 Classification—A Two-Step Process
 Model construction: describing a set of predetermined classes
 Each tuple/sample is assumed to belong to a predefined class,

as determined by the class label attribute

 The set of tuples used for model construction is training set

 The model is represented as classification rules, decision trees,

or mathematical formulae
 Model usage: for classifying future or unknown objects
 Estimate accuracy of the model

 The known label of test sample is compared with the

classified result from the model

 Accuracy rate is the percentage of test set samples that are

correctly classified by the model

 Test set is independent of training set, otherwise over-fitting

will occur
 If the accuracy is acceptable, use the model to classify data

tuples whose class labels are not known

June 13, 2021 Data Mining: Concepts and Techniques 4
 Process (1): Model Construction

Classification
Algorithms
Training
Data

NAME RANK YEARS TENURED Classifier

Mike Assistant Prof 3 no (Model)
Mary Assistant Prof 7 yes
Bill Professor 2 yes
Jim Associate Prof 7 yes IF rank = ‘professor’
Dave Assistant Prof 6 no
OR years > 6
Anne Associate Prof 3 no
THEN tenured = ‘yes’
June 13, 2021 Data Mining: Concepts and Techniques 5
Process (2): Using the Model in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NAME RANK YEARS TENURED
Tom Assistant Prof 2 no Tenured?
Merlisa Associate Prof 7 no
George Professor 5 yes
Joseph Assistant Prof 7 yes
June 13, 2021 Data Mining: Concepts and Techniques 6
 Supervised vs. Unsupervised Learning

 Supervised learning (classification)

 Supervision: The training data (observations,
measurements, etc.) are accompanied by labels
indicating the class of the observations
 New data is classified based on the training set
 Unsupervised learning (clustering)
 The class labels of training data is unknown
 Given a set of measurements, observations, etc. with
the aim of establishing the existence of classes or
clusters in the data
June 13, 2021 Data Mining: Concepts and Techniques 7
 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 8

 Issues: Data Preparation

 Data cleaning
 Preprocess data in order to reduce noise and handle
missing values
 Relevance analysis (feature selection)
 Remove the irrelevant or redundant attributes
 Data transformation
 Generalize and/or normalize data

June 13, 2021 Data Mining: Concepts and Techniques 9

Issues: Evaluating Classification Methods
 Accuracy
 classifier accuracy: predicting class label

 predictor accuracy: guessing value of predicted

attributes
 Speed
 time to construct the model (training time)

 time to use the model (classification/prediction time)

 Robustness: handling noise and missing values

 Scalability: efficiency in disk-resident databases
 Interpretability
 understanding and insight provided by the model

 Other measures, e.g., goodness of rules, such as decision

tree size or compactness of classification rules
June 13, 2021 Data Mining: Concepts and Techniques 10
 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 11

Decision Tree Induction: Training Dataset

age income student credit_rating buys_computer

<=30 high no fair no
This <=30 high no excellent no
31…40 high no fair yes
follows an >40 medium no fair yes
example >40 low yes fair yes
of >40 low yes excellent no
31…40 low yes excellent yes
Quinlan’s <=30 medium no fair no
ID3 <=30 low yes fair yes
(Playing >40 medium yes fair yes
<=30 medium yes excellent yes
Tennis) 31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

June 13, 2021 Data Mining: Concepts and Techniques 12

 Output: A Decision Tree for “buys_computer”

age?

<=30 overcast
31..40 >40

student? yes credit rating?

no yes excellent fair

no yes no yes

June 13, 2021 Data Mining: Concepts and Techniques 13

Algorithm for Decision Tree Induction
 Basic algorithm (a greedy algorithm)
 Tree is constructed in a top-down recursive divide-and-conquer
manner
 At start, all the training examples are at the root
 Attributes are categorical (if continuous-valued, they are
discretized in advance)
 Examples are partitioned recursively based on selected attributes
 Test attributes are selected on the basis of a heuristic or
statistical measure (e.g., information gain)
 Conditions for stopping partitioning
 All samples for a given node belong to the same class
 There are no remaining attributes for further partitioning –
majority voting is employed for classifying the leaf
 There are no samples left
June 13, 2021 Data Mining: Concepts and Techniques 14
 Attribute Selection Measure:
Information Gain (ID3/C4.5)
 Select the attribute with the highest information gain
 Let pi be the probability that an arbitrary tuple in D
belongs to class Ci, estimated by |Ci, D|/|D|
 Expected information (entropy) needed to classify a tuple
in D: m
Info( D)   pi log 2 ( pi )
i 1

 Information needed (after using A to split D into v

v |D |
partitions) to classify D: Info A ( D)  
j
 I (D j )
j 1 | D |

 Information gained by branching on attribute A

Gain(A)  Info(D)  Info A(D)
June 13, 2021 Data Mining: Concepts and Techniques 15
 Attribute Selection: Information Gain
 Class P: buys_computer = “yes” 5 4
Infoage ( D )  I (2,3)  I (4,0)
 Class N: buys_computer = “no” 14 14
9 9 5 5 5
Info( D)  I (9,5)   log 2 ( )  log 2 ( ) 0.940  I (3,2)  0.694
14 14 14 14 14
age pi ni I(p i, n i) 5
I (2,3) means “age <=30” has 5
<=30 2 3 0.971 14
out of 14 samples, with 2 yes’es
31…40 4 0 0 and 3 no’s. Hence
>40 3 2 0.971
age income student credit_rating buys_computer Gain(age)  Info( D)  Infoage ( D)  0.246
<=30 high no fair no
<=30 high no excellent no
31…40 high no fair yes Similarly,
>40 medium no fair yes
>40 low yes fair yes
>40
31…40
low
low
yes
yes
excellent
excellent
no
yes
Gain(income)  0.029
Gain( student )  0.151
<=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30
31…40
medium
medium
yes
no
excellent
excellent
yes
yes
Gain(credit _ rating )  0.048
31…40 high yes fair yes
>40June 13, 2021
medium no excellent Data Mining:
no Concepts and Techniques 16
 Computing Information-Gain for
Continuous-Value Attributes
 Let attribute A be a continuous-valued attribute
 Must determine the best split point for A
 Sort the value A in increasing order
 Typically, the midpoint between each pair of adjacent
values is considered as a possible split point
 (ai+ai+1)/2 is the midpoint between the values of ai and ai+1
 The point with the minimum expected information
requirement for A is selected as the split-point for A
 Split:
 D1 is the set of tuples in D satisfying A ≤ split-point, and
D2 is the set of tuples in D satisfying A > split-point
June 13, 2021 Data Mining: Concepts and Techniques 17
Gain Ratio for Attribute Selection (C4.5)

 Information gain measure is biased towards attributes

with a large number of values
 C4.5 (a successor of ID3) uses gain ratio to overcome the
problem (normalization to information gain)
v | Dj | | Dj |
SplitInfo A ( D)    log 2 ( )
j 1 |D| |D|
 GainRatio(A) = Gain(A)/SplitInfo(A)
4 4 6 6 4 4
 Ex. SplitInfo A ( D )    log 2 ( )   log 2 ( )   log 2 ( )  0.926
14 14 14 14 14 14
 gain_ratio(income) = 0.029/0.926 = 0.031
 The attribute with the maximum gain ratio is selected as
the splitting attribute
June 13, 2021 Data Mining: Concepts and Techniques 18
Gini index (CART, IBM IntelligentMiner)
 If a data set D contains examples from n classes, gini index, gini(D) is
defined as n
gini( D)  1  p 2j
j 1
where pj is the relative frequency of class j in D
 If a data set D is split on A into two subsets D1 and D2, the gini index
gini(D) is defined as
|D1| |D |
gini A ( D)  gini( D1)  2 gini( D 2)
|D| |D|
 Reduction in Impurity:
gini( A)  gini(D)  giniA ( D)
 The attribute provides the smallest ginisplit(D) (or the largest reduction in
impurity) is chosen to split the node (need to enumerate all the possible
splitting points for each attribute)
June 13, 2021 Data Mining: Concepts and Techniques 19
Gini index (CART, IBM IntelligentMiner)
 Ex. D has 9 tuples in buys_computer = “yes” and 5 in “no”
2 2
   
9 5
gini ( D)  1        0.459
 14   14 
 Suppose the attribute income partitions D into 10 in D1: {low,
medium} and 4 in D2 giniincome{low,medium} ( D)   10 Gini( D1 )   4 Gini( D1 )
 14   14 

but gini{medium,high} is 0.30 and thus the best since it is the lowest
 All attributes are assumed continuous-valued
 May need other tools, e.g., clustering, to get the possible split values
 Can be modified for categorical attributes

June 13, 2021 Data Mining: Concepts and Techniques 20

Comparing Attribute Selection Measures

 The three measures, in general, return good results but

 Information gain:
 biased towards multivalued attributes
 Gain ratio:
 tends to prefer unbalanced splits in which one
partition is much smaller than the others
 Gini index:
 biased to multivalued attributes
 has difficulty when # of classes is large
 tends to favor tests that result in equal-sized
partitions and purity in both partitions
June 13, 2021 Data Mining: Concepts and Techniques 21
 Overfitting and Tree Pruning
 Overfitting: An induced tree may overfit the training data
 Too many branches, some may reflect anomalies due to noise or
outliers
 Poor accuracy for unseen samples
 Two approaches to avoid overfitting
 Prepruning: Halt tree construction early—do not split a node if this
would result in the goodness measure falling below a threshold
 Difficult to choose an appropriate threshold
 Postpruning: Remove branches from a “fully grown” tree—get a
sequence of progressively pruned trees
 Use a set of data different from the training data to decide
which is the “best pruned tree”
June 13, 2021 Data Mining: Concepts and Techniques 22
 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 23

 Bayesian Classification: Why?
 A statistical classifier: performs probabilistic prediction,
i.e., predicts class membership probabilities
 Foundation: Based on Bayes’ Theorem.
 Performance: A simple Bayesian classifier, naïve Bayesian
classifier, has comparable performance with decision tree
and selected neural network classifiers
 Incremental: Each training example can incrementally
increase/decrease the probability that a hypothesis is
correct — prior knowledge can be combined with
observed data
 Standard: Even when Bayesian methods are
computationally intractable, they can provide a standard
of optimal decision making against which other methods
can be measured
June 13, 2021 Data Mining: Concepts and Techniques 24
 Bayesian Theorem: Basics

 Let X be a data sample (“evidence”): class label is unknown

 Let H be a hypothesis that X belongs to class C
 Classification is to determine P(H|X), the probability that the
hypothesis holds given the observed data sample X
 P(H) (prior probability), the initial probability
 E.g., X will buy computer, regardless of age, income, …
 P(X): probability that sample data is observed
 P(X|H) (posteriori probability), the probability of observing
the sample X, given that the hypothesis holds
 E.g., Given that X will buy computer, the prob. that X is
31..40, medium income
June 13, 2021 Data Mining: Concepts and Techniques 25
 Bayesian Theorem

 Given training data X, posteriori probability of a

hypothesis H, P(H|X), follows the Bayes theorem

P( H | X)  P(X | H ) P(H )
P(X)
 Informally, this can be written as
posteriori = likelihood x prior/evidence
 Predicts X belongs to C2 iff the probability P(Ci|X) is the
highest among all the P(Ck|X) for all the k classes
 Practical difficulty: require initial knowledge of many
probabilities, significant computational cost
June 13, 2021 Data Mining: Concepts and Techniques 26
 Towards Naïve Bayesian Classifier
 Let D be a training set of tuples and their associated class
labels, and each tuple is represented by an n-D attribute
vector X = (x1, x2, …, xn)
 Suppose there are m classes C1, C2, …, Cm.
 Classification is to derive the maximum posteriori, i.e., the
maximal P(Ci|X)
 This can be derived from Bayes’ theorem
P(X | C )P(C )
P(C | X)  i i
i P(X)
 Since P(X) is constant for all classes, only
P(C | X)  P(X | C )P(C )
i i i

needs to be maximized
June 13, 2021 Data Mining: Concepts and Techniques 27
Derivation of Naïve Bayes Classifier
 A simplified assumption: attributes are conditionally
independent (i.e., no dependence relation between
attributes): n
P( X | C i )   P ( x | C i )  P( x | C i )  P( x | C i )  ... P( x | C i )
k 1 2 n
k 1
 This greatly reduces the computation cost: Only counts
the class distribution
 If Ak is categorical, P(xk|Ci) is the # of tuples in Ci having
value xk for Ak divided by |Ci, D| (# of tuples of Ci in D)
 If Ak is continous-valued, P(xk|Ci) is usually computed
based on Gaussian distribution with a mean μ and
standard deviation σ 1 
( x ) 2

g ( x,  ,  )  e 2 2
2 
and P(xk|Ci) is
P ( X | C i )  g ( xk ,  C i ,  C i )
June 13, 2021 Data Mining: Concepts and Techniques 28
Naïve Bayesian Classifier: Training Dataset
age income studentcredit_rating
buys_compu
<=30 high no fair no
<=30 high no excellent no
Class: 31…40 high no fair yes
C1:buys_computer = ‘yes’ >40 medium no fair yes
C2:buys_computer = ‘no’ >40 low yes fair yes
>40 low yes excellent no
Data sample
31…40 low yes excellent yes
X = (age <=30,
<=30 medium no fair no
Income = medium,
Student = yes <=30 low yes fair yes
Credit_rating = Fair) >40 medium yes fair yes
<=30 medium yes excellent yes
31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no
June 13, 2021 Data Mining: Concepts and Techniques 29
Naïve Bayesian Classifier: An Example
 P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643
P(buys_computer = “no”) = 5/14= 0.357

 Compute P(X|Ci) for each class

P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222
P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6
P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444
P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4
P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667
P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2
P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667
P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4

 X = (age <= 30 , income = medium, student = yes, credit_rating = fair)

P(X|Ci) : P(X|buys_computer = “yes”) = 0.222 x 0.444 x 0.667 x 0.667 = 0.044

P(X|buys_computer = “no”) = 0.6 x 0.4 x 0.2 x 0.4 = 0.019
P(X|Ci)*P(Ci) : P(X|buys_computer = “yes”) * P(buys_computer = “yes”) = 0.028
P(X|buys_computer = “no”) * P(buys_computer = “no”) = 0.007

Therefore, X belongs to class (“buys_computer = yes”)

June 13, 2021 Data Mining: Concepts and Techniques 30

 Avoiding the 0-Probability Problem
 Naïve Bayesian prediction requires each conditional prob. be non-
zero. Otherwise, the predicted prob. will be zero
n
P( X | C i)   P( x k | C i)
k 1
 Ex. Suppose a dataset with 1000 tuples, income=low (0), income=
medium (990), and income = high (10),
 Use Laplacian correction (or Laplacian estimator)
 Adding 1 to each case

Prob(income = low) = 1/1003

Prob(income = medium) = 991/1003
Prob(income = high) = 11/1003
 The “corrected” prob. estimates are close to their “uncorrected”

counterparts
June 13, 2021 Data Mining: Concepts and Techniques 31
Naïve Bayesian Classifier: Comments
 Advantages
 Easy to implement

 Good results obtained in most of the cases

 Disadvantages
 Assumption: class conditional independence, therefore loss

of accuracy
 Practically, dependencies exist among variables

 E.g., hospitals: patients: Profile: age, family history, etc.

Symptoms: fever, cough etc., Disease: lung cancer, diabetes, etc.
 Dependencies among these cannot be modeled by Naïve Bayesian

Classifier
 How to deal with these dependencies?
 Bayesian Belief Networks

June 13, 2021 Data Mining: Concepts and Techniques 32

 Bayesian Belief Networks

 Bayesian belief network allows a subset of the variables

conditionally independent
 A graphical model of causal relationships
 Represents dependency among the variables

 Gives a specification of joint probability distribution

 Nodes: random variables

 Links: dependency
X Y  X and Y are the parents of Z, and Y is
the parent of P
Z  No dependency between Z and P
P  Has no loops or cycles
June 13, 2021 Data Mining: Concepts and Techniques 33
Bayesian Belief Network: An Example

Family The conditional probability table

Smoker
History (CPT) for variable LungCancer:
(FH, S) (FH, ~S) (~FH, S) (~FH, ~S)

LC 0.8 0.5 0.7 0.1

LungCancer Emphysema ~LC 0.2 0.5 0.3 0.9

CPT shows the conditional probability for

each possible combination of its parents

PositiveXRay Dyspnea Derivation of the probability of a

particular combination of values of X,
from CPT:
n
Bayesian Belief Networks P ( x1 ,..., xn )   P ( x i | Parents (Y i ))
i 1
June 13, 2021 Data Mining: Concepts and Techniques 34
 Training Bayesian Networks
 Several scenarios:
 Given both the network structure and all variables

observable: learn only the CPTs

 Network structure known, some hidden variables:

gradient descent (greedy hill-climbing) method,

analogous to neural network learning
 Network structure unknown, all variables observable:

search through the model space to reconstruct

network topology
 Unknown structure, all hidden variables: No good

algorithms known for this purpose

 Ref. D. Heckerman: Bayesian networks for data mining

June 13, 2021 Data Mining: Concepts and Techniques 35

 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 36

 Lazy vs. Eager Learning
 Lazy vs. eager learning
 Lazy learning (e.g., instance-based learning): Simply

stores training data (or only minor processing) and

waits until it is given a test tuple
 Eager learning (the above discussed methods): Given a

set of training set, constructs a classification model

before receiving new (e.g., test) data to classify
 Lazy: less time in training but more time in predicting
 Accuracy
 Lazy method effectively uses a richer hypothesis space

since it uses many local linear functions to form its

implicit global approximation to the target function
 Eager: must commit to a single hypothesis that covers

the entire instance space

June 13, 2021 Data Mining: Concepts and Techniques 37
 Lazy Learner: Instance-Based Methods

 Instance-based learning:
 Store training examples and delay the processing

(“lazy evaluation”) until a new instance must be

classified
 Typical approaches
 k-nearest neighbor approach

 Instances represented as points in a Euclidean

space.
 Locally weighted regression

 Constructs local approximation

 Case-based reasoning

 Uses symbolic representations and knowledge-

based inference
June 13, 2021 Data Mining: Concepts and Techniques 38
 The k-Nearest Neighbor Algorithm
 All instances correspond to points in the n-D space
 The nearest neighbor are defined in terms of
Euclidean distance, dist(X1, X2)
 Target function could be discrete- or real- valued
 For discrete-valued, k-NN returns the most common
value among the k training examples nearest to xq
 Vonoroi diagram: the decision surface induced by 1-
NN for a typical set of training examples

_
_
_ _ .
+
_ .
+
xq + . . .
June 13, 2021
_ + .
Data Mining: Concepts and Techniques 39
 Discussion on the k-NN Algorithm

 k-NN for real-valued prediction for a given unknown tuple

 Returns the mean values of the k nearest neighbors
 Distance-weighted nearest neighbor algorithm
 Weight the contribution of each of the k neighbors
according to their distance to the query xq w 1
Give greater weight to closer neighbors d ( xq , x )2

i
 Robust to noisy data by averaging k-nearest neighbors
 Curse of dimensionality: distance between neighbors could
be dominated by irrelevant attributes
 To overcome it, axes stretch or elimination of the least
relevant attributes
June 13, 2021 Data Mining: Concepts and Techniques 40
 Case-Based Reasoning (CBR)
 CBR: Uses a database of problem solutions to solve new problems
 Store symbolic description (tuples or cases)—not points in a Euclidean
space
 Applications: Customer-service (product-related diagnosis), legal ruling
 Methodology
 Instances represented by rich symbolic descriptions (e.g., function
graphs)
 Search for similar cases, multiple retrieved cases may be combined
 Tight coupling between case retrieval, knowledge-based reasoning, and
problem solving
 Challenges
 Find a good similarity metric
 Indexing based on syntactic similarity measure, and when failure,
backtracking, and adapting to additional cases
June 13, 2021 Data Mining: Concepts and Techniques 41
 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 42

 C1 C2

Classifier Accuracy Measures C1 True positive False negative

C2 False positive True negative

classes buy_computer = yes buy_computer = no total recognition(%)

buy_computer = yes 6954 46 7000 99.34
buy_computer = no 412 2588 3000 86.27
total 7366 2634 10000 95.52
 Accuracy of a classifier M, acc(M): percentage of test set tuples that are
correctly classified by the model M
 Error rate (misclassification rate) of M = 1 – acc(M)

 Given m classes, CM , an entry in a confusion matrix, indicates # of

i,j
tuples in class i that are labeled by the classifier as class j
 Alternative accuracy measures (e.g., for cancer diagnosis)
sensitivity = t-pos/pos /* true positive recognition rate */
specificity = t-neg/neg /* true negative recognition rate */
precision = t-pos/(t-pos + f-pos)
accuracy = sensitivity * pos/(pos + neg) + specificity * neg/(pos + neg)
 This model can also be used for cost-benefit analysis

June 13, 2021 Data Mining: Concepts and Techniques 43

 Predictor Error Measures
 Measure predictor accuracy: measure how far off the predicted value is
from the actual known value
 Loss function: measures the error betw. yi and the predicted value yi’
 Absolute error: | yi – yi’|
 Squared error: (yi – yi’)2
 Test error (generalization error):
d the average loss over the test
d set
 Mean absolute error:  | y
i 1
i  yi ' |
Mean squared error:  ( y
i 1
i  yi ' ) 2

d d
d
d
 ( yi  yi ' ) 2
Relative absolute error: 
| y  y '|
 i 1 Relative squared error:
i i
i 1
d
d

| y  y |
i 1
i (y
i 1
i  y)2

The mean squared-error exaggerates the presence of outliers

Popularly use (square) root mean-square error, similarly, root relative
squared error
June 13, 2021 Data Mining: Concepts and Techniques 44
 Evaluating the Accuracy of a Classifier
or Predictor (I)
 Holdout method
 Given data is randomly partitioned into two independent sets

 Training set (e.g., 2/3) for model construction

 Test set (e.g., 1/3) for accuracy estimation

 Random sampling: a variation of holdout

 Repeat holdout k times, accuracy = avg. of the accuracies

obtained
 Cross-validation (k-fold, where k = 10 is most popular)
 Randomly partition the data into k mutually exclusive subsets,

each approximately equal size

 At i-th iteration, use D as test set and others as training set
i
 Leave-one-out: k folds where k = # of tuples, for small sized data
 Stratified cross-validation: folds are stratified so that class dist. in
each fold is approx. the same as that in the initial data
June 13, 2021 Data Mining: Concepts and Techniques 45
 Evaluating the Accuracy of a Classifier
or Predictor (II)
 Bootstrap
 Works well with small data sets
 Samples the given training tuples uniformly with replacement
 i.e., each time a tuple is selected, it is equally likely to be
selected again and re-added to the training set
 Several boostrap methods, and a common one is .632 boostrap
 Suppose we are given a data set of d tuples. The data set is sampled d
times, with replacement, resulting in a training set of d samples. The data
tuples that did not make it into the training set end up forming the test set.
About 63.2% of the original data will end up in the bootstrap, and the
remaining 36.8% will form the test set (since (1 – 1/d)d ≈ e-1 = 0.368)
 Repeat the sampling procedue k times, overall accuracy of the
model: k
acc( M )   (0.632  acc( M i ) test _ set 0.368  acc( M i ) train _ set )
i 1

June 13, 2021 Data Mining: Concepts and Techniques 46

 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 47

Ensemble Methods: Increasing the Accuracy

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

 Combine a series of k learned models, M , M , …, M ,

1 2 k
with the aim of creating an improved model M*
 Popular ensemble methods
 Bagging: averaging the prediction over a collection of

classifiers
 Boosting: weighted vote with a collection of classifiers

 Ensemble: combining a set of heterogeneous classifiers

June 13, 2021 Data Mining: Concepts and Techniques 48

 Bagging: Boostrap Aggregation
 Analogy: Diagnosis based on multiple doctors’ majority vote
 Training
 Given a set D of d tuples, at each iteration i, a training set D of d
i
tuples is sampled with replacement from D (i.e., boostrap)
 A classifier model M is learned for each training set D
i i

 Classification: classify an unknown sample X

 Each classifier M returns its class prediction
i
 The bagged classifier M* counts the votes and assigns the class
with the most votes to X
 Prediction: can be applied to the prediction of continuous values by
taking the average value of each prediction for a given test tuple
 Accuracy
 Often significant better than a single classifier derived from D

 For noise data: not considerably worse, more robust

 Proved improved accuracy in prediction

June 13, 2021 Data Mining: Concepts and Techniques 49

 Boosting
 Analogy: Consult several doctors, based on a combination of weighted
diagnoses—weight assigned based on the previous diagnosis accuracy
 How boosting works?
 Weights are assigned to each training tuple
 A series of k classifiers is iteratively learned
 After a classifier Mi is learned, the weights are updated to allow the
subsequent classifier, Mi+1, to pay more attention to the training
tuples that were misclassified by Mi
 The final M* combines the votes of each individual classifier, where
the weight of each classifier's vote is a function of its accuracy
 The boosting algorithm can be extended for the prediction of
continuous values
 Comparing with bagging: boosting tends to achieve greater accuracy,
but it also risks overfitting the model to misclassified data
June 13, 2021 Data Mining: Concepts and Techniques 50
Adaboost (Freund and Schapire, 1997)
 Given a set of d class-labeled tuples, (X1, y1), …, (Xd, yd)
 Initially, all the weights of tuples are set the same (1/d)
 Generate k classifiers in k rounds. At round i,
 Tuples from D are sampled (with replacement) to form a
training set Di of the same size
 Each tuple’s chance of being selected is based on its weight
 A classification model Mi is derived from Di
 Its error rate is calculated using Di as a test set
 If a tuple is misclssified, its weight is increased, o.w. it is
decreased
 Error rate: err(Xj) is the misclassification error of tuple Xj. Classifier
Mi error rate is the sum dof the weights of the misclassified tuples:
error ( M i )   w j  err ( X j )
j
1  error ( M i )
log
 The weight of classifier Mi’s vote is error ( M i )
June 13, 2021 Data Mining: Concepts and Techniques 51
 UNIT-3: Classification and Prediction

 What is classification? What is prediction?

 Issues regarding classification and prediction
 Classification by decision tree induction
 Bayesian classification
 Lazy learners (or learning from your neighbors)
 Accuracy and error measures
 Ensemble methods
 Summary

June 13, 2021 Data Mining: Concepts and Techniques 52

 Summary (I)
 Classification and prediction are two forms of data analysis that can be
used to extract models describing important data classes or to predict
future data trends.
 Effective and scalable methods have been developed for decision trees
induction, Naive Bayesian classification, Bayesian belief network, rule-
based classifier, Backpropagation, Support Vector Machine (SVM),
associative classification, nearest neighbor classifiers, and case-based
reasoning, and other classification methods such as genetic algorithms,
rough set and fuzzy set approaches.
 Linear, nonlinear, and generalized linear models of regression can be
used for prediction. Many nonlinear problems can be converted to linear
problems by performing transformations on the predictor variables.
Regression trees and model trees are also used for prediction.

June 13, 2021 Data Mining: Concepts and Techniques 53

 Summary (II)
 Stratified k-fold cross-validation is a recommended method for
accuracy estimation. Bagging and boosting can be used to increase
overall accuracy by learning and combining a series of individual
models.
 Significance tests and ROC curves are useful for model selection
 There have been numerous comparisons of the different classification
and prediction methods, and the matter remains a research topic
 No single method has been found to be superior over all others for all
data sets
 Issues such as accuracy, training time, robustness, interpretability, and
scalability must be considered and can involve trade-offs, further
complicating the quest for an overall superior method
June 13, 2021 Data Mining: Concepts and Techniques 54