Lecture 2.3.1-2.3.3
Lecture 2.3.1-2.3.3
(CSE)
DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING
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COURSE OUTCOMES
On completion of this course, the students shall be
able to
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Data Preprocessing
• Data Preprocessing: An Overview
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary 4
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Data Quality: Why Preprocess the Data?
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Major Tasks in Data Preprocessing
• Data cleaning
• Fill in missing values, smooth noisy data, identify or remove outliers,
and resolve inconsistencies
• Data integration
• Integration of multiple databases, data cubes, or files
• Data reduction
• Dimensionality reduction
• Numerosity reduction
• Data compression
• Data transformation and data discretization
• Normalization
• Concept hierarchy generation 6
Data Preprocessing
• Data Preprocessing: An Overview
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary 7
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Data Cleaning
• Data in the Real World Is Dirty: Lots of potentially incorrect data, e.g., instrument faulty, human or computer
error, transmission error
• incomplete: lacking attribute values, lacking certain attributes of interest, or containing only aggregate data
• e.g., Occupation=“ ” (missing data)
• noisy: containing noise, errors, or outliers
• e.g., Salary=“−10” (an error)
• inconsistent: containing discrepancies in codes or names, e.g.,
• Age=“42”, Birthday=“03/07/2010”
• Was rating “1, 2, 3”, now rating “A, B, C”
• discrepancy between duplicate records
• Intentional (e.g., disguised missing data)
• Jan. 1 as everyone’s birthday?
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Incomplete (Missing) Data
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How to Handle Noisy Data?
• Binning
• first sort data and partition into (equal-frequency) bins
• then one can smooth by bin means, smooth by bin median,
smooth by bin boundaries, etc.
• Regression
• smooth by fitting the data into regression functions
• Clustering
• detect and remove outliers
• Combined computer and human inspection
• detect suspicious values and check by human (e.g., deal with
possible outliers)
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Data Cleaning as a Process
• Data discrepancy detection
• Use metadata (e.g., domain, range, dependency, distribution)
• Check field overloading
• Check uniqueness rule, consecutive rule and null rule
• Use commercial tools
• Data scrubbing: use simple domain knowledge (e.g., postal code,
spell-check) to detect errors and make corrections
• Data auditing: by analyzing data to discover rules and relationship to
detect violators (e.g., correlation and clustering to find outliers)
• Data migration and integration
• Data migration tools: allow transformations to be specified
• ETL (Extraction/Transformation/Loading) tools: allow users to specify
transformations through a graphical user interface
• Integration of the two processes
• Iterative and interactive (e.g., Potter’s Wheels)
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Data Preprocessing
• Data Preprocessing: An Overview
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary 14
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Data Integration
• Data integration:
• Combines data from multiple sources into a coherent store
• Χ2 (chi-square) test
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(Observed Expected )
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Expected
• The larger the Χ2 value, the more likely the variables are related
• The cells that contribute the most to the Χ2 value are those
whose actual count is very different from the expected count
• Correlation does not imply causality
• # of hospitals and # of car-theft in a city are correlated
• Both are causally linked to the third variable: population
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Chi-Square Calculation: An Example
i 1 (ai A)(bi B)
n n
(ai bi ) n AB
rA, B i 1
(n 1) A B (n 1) A B
Scatter plots
showing the
similarity from
–1 to 1.
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Correlation (viewed as linear relationship)
Correlation coefficient:
where n is the number of tuples, and A are the Brespective mean or expected
values of A and B, σA and σB are the respective standard deviation of A and B.
• Positive covariance: If CovA,B > 0, then A and B both tend to be larger than their
expected values.
• Negative covariance: If CovA,B < 0 then if A is larger than its expected value, B is likely to
be smaller than its expected value.
• Independence: CovA,B = 0 but the converse is not true:
• Some pairs of random variables may have a covariance of 0 but are not independent. Only
under some additional assumptions (e.g., the data follow multivariate normal distributions)
does a covariance of 0 imply independence 22
Co-Variance: An Example
• Suppose two stocks A and B have the following values in one week: (2, 5), (3, 8),
(5, 10), (4, 11), (6, 14).
• Question: If the stocks are affected by the same industry trends, will their prices
rise or fall together?
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary
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Data Reduction Strategies
• Data reduction: Obtain a reduced representation of the data set that is much
smaller in volume but yet produces the same (or almost the same) analytical
results
• Why data reduction? — A database/data warehouse may store terabytes of
data. Complex data analysis may take a very long time to run on the complete
data set.
• Data reduction strategies
• Dimensionality reduction, e.g., remove unimportant attributes
• Wavelet transforms
• Principal Components Analysis (PCA)
• Feature subset selection, feature creation
• Numerosity reduction (some simply call it: Data Reduction)
• Regression and Log-Linear Models
• Histograms, clustering, sampling
• Data cube aggregation
• Data compression 25
Data Reduction 1: Dimensionality Reduction
• Curse of dimensionality
• When dimensionality increases, data becomes increasingly sparse
• Density and distance between points, which is critical to clustering, outlier
analysis, becomes less meaningful
• The possible combinations of subspaces will grow exponentially
• Dimensionality reduction
• Avoid the curse of dimensionality
• Help eliminate irrelevant features and reduce noise
• Reduce time and space required in data mining
• Allow easier visualization
• Dimensionality reduction techniques
• Wavelet transforms
• Principal Component Analysis
• Supervised and nonlinear techniques (e.g., feature selection)
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Mapping Data to a New Space
Fourier transform
Wavelet transform
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What Is Wavelet Transform?
• Decomposes a signal into
different frequency subbands
• Applicable to n-dimensional
signals
• Data are transformed to preserve
relative distance between objects
at different levels of resolution
• Allow natural clusters to become
more distinguishable
• Used for image compression
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Wavelet Transformation
Haar2 Daubechie4
• Discrete wavelet transform (DWT) for linear signal processing,
multi-resolution analysis
• Compressed approximation: store only a small fraction of the
strongest of the wavelet coefficients
• Similar to discrete Fourier transform (DFT), but better lossy
compression, localized in space
• Method:
• Length, L, must be an integer power of 2 (padding with 0’s, when
necessary)
• Each transform has 2 functions: smoothing, difference
• Applies to pairs of data, resulting in two set of data of length L/2
• Applies two functions recursively, until reaches the desired length
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Wavelet Decomposition
• Wavelets: A math tool for space-efficient hierarchical decomposition of functions
• S = [2, 2, 0, 2, 3, 5, 4, 4] can be transformed to S^ = [23/4, -11/4, 1/2, 0, 0, -1, -1, 0]
• Compression: many small detail coefficients can be replaced by 0’s, and only the
significant coefficients are retained
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Haar Wavelet Coefficients
Coefficient
Hierarchical “Supports”
2.75
decomposition 2.75 +
structure (a.k.a. +
“error tree”) + -1.25
-
-1.25
+ -
0.5
+
0.5
- +
0
- 0
+
-
0 -1 -1 0
+
-
+ + 0
- - + - + -
-1
+
-+
-+
2 2 0 2 3 5 4 4
-1
Original frequency distribution 0 -+
-
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Why Wavelet Transform?
• Use hat-shape filters
• Emphasize region where points cluster
• Suppress weaker information in their boundaries
• Effective removal of outliers
• Insensitive to noise, insensitive to input order
• Multi-resolution
• Detect arbitrary shaped clusters at different scales
• Efficient
• Complexity O(N)
• Only applicable to low dimensional data
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Principal Component Analysis (PCA)
x1
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Principal Component Analysis
(Steps)
• Given N data vectors from n-dimensions, find k ≤ n orthogonal vectors
(principal components) that can be best used to represent data
• Normalize input data: Each attribute falls within the same range
• Compute k orthonormal (unit) vectors, i.e., principal components
• Each input data (vector) is a linear combination of the k principal
component vectors
• The principal components are sorted in order of decreasing “significance”
or strength
• Since the components are sorted, the size of the data can be reduced by
eliminating the weak components, i.e., those with low variance (i.e., using
the strongest principal components, it is possible to reconstruct a good
approximation of the original data)
• Works for numeric data only 34
Attribute Subset Selection
• Another way to reduce dimensionality of data
• Redundant attributes
• Duplicate much or all of the information contained in one or more other
attributes
• E.g., purchase price of a product and the amount of sales tax paid
• Irrelevant attributes
• Contain no information that is useful for the data mining task at hand
• E.g., students' ID is often irrelevant to the task of predicting students' GPA
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Heuristic Search in Attribute Selection
• There are 2d possible attribute combinations of d attributes
• Typical heuristic attribute selection methods:
• Best single attribute under the attribute independence
assumption: choose by significance tests
• Best step-wise feature selection:
• The best single-attribute is picked first
• Then next best attribute condition to the first, ...
• Step-wise attribute elimination:
• Repeatedly eliminate the worst attribute
• Best combined attribute selection and elimination
• Optimal branch and bound:
• Use attribute elimination and backtracking
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Attribute Creation (Feature
Generation)
• Create new attributes (features) that can capture the important information in a
data set more effectively than the original ones
• Three general methodologies
• Attribute extraction
• Domain-specific
• Mapping data to new space (see: data reduction)
• E.g., Fourier transformation, wavelet transformation, manifold approaches (not covered)
• Attribute construction
• Combining features (see: discriminative frequent patterns in Chapter 7)
• Data discretization
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Data Reduction 2: Numerosity Reduction
• Reduce data volume by choosing alternative, smaller forms of
data representation
• Parametric methods (e.g., regression)
• Assume the data fits some model, estimate model
parameters, store only the parameters, and discard the
data (except possible outliers)
• Ex.: Log-linear models—obtain value at a point in m-D
space as the product on appropriate marginal subspaces
• Non-parametric methods
• Do not assume models
• Major families: histograms, clustering, sampling, …
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Parametric Data Reduction:
Regression and Log-Linear Models
• Linear regression
• Data modeled to fit a straight line
• Often uses the least-square method to fit the line
• Multiple regression
• Allows a response variable Y to be modeled as a linear
function of multidimensional feature vector
• Log-linear model
• Approximates discrete multidimensional probability
distributions
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y
Regression Analysis
Y1
• Linear regression: Y = w X + b
• Two regression coefficients, w and b, specify the line and are to be
estimated by using the data at hand
• Using the least squares criterion to the known values of Y1, Y2, …, X1, X2, ….
• Multiple regression: Y = b0 + b1 X1 + b2 X2
• Many nonlinear functions can be transformed into the above
• Log-linear models:
• Approximate discrete multidimensional probability distributions
• Estimate the probability of each point (tuple) in a multi-dimensional space
for a set of discretized attributes, based on a smaller subset of
dimensional combinations
• Useful for dimensionality reduction and data smoothing
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Histogram Analysis
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• Divide data into buckets and store
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average (sum) for each bucket 30
• Partitioning rules: 25
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• Equal-width: equal bucket
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range 10
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Clustering
• Partition data set into clusters based on similarity, and store
cluster representation (e.g., centroid and diameter) only
• Can be very effective if data is clustered but not if data is
“smeared”
• Can have hierarchical clustering and be stored in multi-
dimensional index tree structures
• There are many choices of clustering definitions and clustering
algorithms
• Cluster analysis will be studied in depth in Chapter 10
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Sampling
• Sampling: obtaining a small sample s to represent the whole
data set N
• Allow a mining algorithm to run in complexity that is potentially
sub-linear to the size of the data
• Key principle: Choose a representative subset of the data
• Simple random sampling may have very poor performance in
the presence of skew
• Develop adaptive sampling methods, e.g., stratified
sampling:
• Note: Sampling may not reduce database I/Os (page at a time)
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Types of Sampling
• Simple random sampling
• There is an equal probability of selecting any particular item
• Sampling without replacement
• Once an object is selected, it is removed from the population
• Sampling with replacement
• A selected object is not removed from the population
• Stratified sampling:
• Partition the data set, and draw samples from each partition
(proportionally, i.e., approximately the same percentage of
the data)
• Used in conjunction with skewed data
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Sampling: With or without
Replacement
W O R
SRS le random
i m p ho ut
( s e wi t
p l
sa m m e nt )
p l a ce
re
SRSW
R
Raw Data
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Sampling: Cluster or Stratified Sampling
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Data Cube Aggregation
• The lowest level of a data cube (base cuboid)
• The aggregated data for an individual entity of interest
• E.g., a customer in a phone calling data warehouse
• Multiple levels of aggregation in data cubes
• Further reduce the size of data to deal with
• Reference appropriate levels
• Use the smallest representation which is enough to solve the
task
• Queries regarding aggregated information should be answered
using data cube, when possible
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Data Reduction 3: Data
Compression
• String compression
• There are extensive theories and well-tuned algorithms
• Typically lossless, but only limited manipulation is possible
without expansion
• Audio/video compression
• Typically lossy compression, with progressive refinement
• Sometimes small fragments of signal can be reconstructed
without reconstructing the whole
• Time sequence is not audio
• Typically short and vary slowly with time
• Dimensionality and numerosity reduction may also be considered
as forms of data compression
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Data Compression
os sy
l
Original Data
Approximated
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Data Preprocessing
• Data Preprocessing: An Overview
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary
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Data Transformation
• A function that maps the entire set of values of a given attribute to a new
set of replacement values s.t. each old value can be identified with one of
the new values
• Methods
• Smoothing: Remove noise from data
• Attribute/feature construction
• New attributes constructed from the given ones
• Aggregation: Summarization, data cube construction
• Normalization: Scaled to fall within a smaller, specified range
• min-max normalization
• z-score normalization
• normalization by decimal scaling
• Discretization: Concept hierarchy climbing
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Normalization
• Min-max normalization: to [new_minA, new_maxA]
v minA
v' (new _ maxA new _ minA) new _ minA
maxA minA
• Ex. Let income range $12,000 to $98,00073,normalized
600 12,000 to [0.0, 1.0]. Then
(1.0 0) 0 0.716
$73,000 is mapped to 98, 000 12, 000
73,600 54,000
1.225
16,000
• Ex. Let μ = 54,000, σ = 16,000. Then
• Normalization
v by decimal scaling
v' Where j is the smallest integer such that Max(|ν’|) < 1
10 j
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Discretization
• Three types of attributes
• Nominal—values from an unordered set, e.g., color, profession
• Ordinal—values from an ordered set, e.g., military or academic rank
• Numeric—real numbers, e.g., integer or real numbers
• Discretization: Divide the range of a continuous attribute into intervals
• Interval labels can then be used to replace actual data values
• Reduce data size by discretization
• Supervised vs. unsupervised
• Split (top-down) vs. merge (bottom-up)
• Discretization can be performed recursively on an attribute
• Prepare for further analysis, e.g., classification
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Data Discretization Methods
• Typical methods: All the methods can be applied recursively
• Binning
• Top-down split, unsupervised
• Histogram analysis
• Top-down split, unsupervised
• Clustering analysis (unsupervised, top-down split or bottom-
up merge)
• Decision-tree analysis (supervised, top-down split)
• Correlation (e.g., 2) analysis (unsupervised, bottom-up
merge)
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Simple Discretization: Binning
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Concept Hierarchy Generation
• Concept hierarchy organizes concepts (i.e., attribute values) hierarchically and
is usually associated with each dimension in a data warehouse
• Concept hierarchies facilitate drilling and rolling in data warehouses to view
data in multiple granularity
• Concept hierarchy formation: Recursively reduce the data by collecting and
replacing low level concepts (such as numeric values for age) by higher level
concepts (such as youth, adult, or senior)
• Concept hierarchies can be explicitly specified by domain experts and/or data
warehouse designers
• Concept hierarchy can be automatically formed for both numeric and nominal
data. For numeric data, use discretization methods shown.
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Concept Hierarchy Generation
for Nominal Data
• Specification of a partial/total ordering of attributes explicitly at
the schema level by users or experts
• street < city < state < country
• Specification of a hierarchy for a set of values by explicit data
grouping
• {Urbana, Champaign, Chicago} < Illinois
• Specification of only a partial set of attributes
• E.g., only street < city, not others
• Automatic generation of hierarchies (or attribute levels) by the
analysis of the number of distinct values
• E.g., for a set of attributes: {street, city, state, country}
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Automatic Concept Hierarchy Generation
• Data Quality
• Data Cleaning
• Data Integration
• Data Reduction
• Summary
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Summary
• Data quality: accuracy, completeness, consistency, timeliness, believability,
interpretability
• Data cleaning: e.g. missing/noisy values, outliers
• Data integration from multiple sources:
• Entity identification problem
• Remove redundancies
• Detect inconsistencies
• Data reduction
• Dimensionality reduction
• Numerosity reduction
• Data compression
• Data transformation and data discretization
• Normalization
• Concept hierarchy generation
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References
• D. P. Ballou and G. K. Tayi. Enhancing data quality in data warehouse environments. Comm. of ACM,
42:73-78, 1999
• A. Bruce, D. Donoho, and H.-Y. Gao. Wavelet analysis. IEEE Spectrum, Oct 1996
• T. Dasu and T. Johnson. Exploratory Data Mining and Data Cleaning. John Wiley, 2003
• J. Devore and R. Peck. Statistics: The Exploration and Analysis of Data. Duxbury Press, 1997.
• H. Galhardas, D. Florescu, D. Shasha, E. Simon, and C.-A. Saita. Declarative data cleaning: Language,
model, and algorithms. VLDB'01
• M. Hua and J. Pei. Cleaning disguised missing data: A heuristic approach. KDD'07
• H. V. Jagadish, et al., Special Issue on Data Reduction Techniques. Bulletin of the Technical Committee on
Data Engineering, 20(4), Dec. 1997
• H. Liu and H. Motoda (eds.). Feature Extraction, Construction, and Selection: A Data Mining Perspective.
Kluwer Academic, 1998
• J. E. Olson. Data Quality: The Accuracy Dimension. Morgan Kaufmann, 2003
• D. Pyle. Data Preparation for Data Mining. Morgan Kaufmann, 1999
• V. Raman and J. Hellerstein. Potters Wheel: An Interactive Framework for Data Cleaning and
Transformation, VLDB’2001
• T. Redman. Data Quality: The Field Guide. Digital Press (Elsevier), 2001
• R. Wang, V. Storey, and C. Firth. A framework for analysis of data quality research. IEEE Trans. Knowledge
and Data Engineering, 7:623-640, 1995 65
REFERENCES
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THANK YOU
For queries
Email: [email protected]
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