INTRO TO DATA SCIENCE

LECTURE 15
Classification
Basic Concepts
Decision Trees
 Catching tax-evasion
Tid Refund Marital Taxable
Status Income Cheat

1 Yes Single 125K No

Tax-return data for year 2011
2 No Married 100K No
3 No Single 70K No
4 Yes Married 120K No
5 No Divorced 95K Yes A new tax return for 2012
6 No Married 60K No Is this a cheating tax return?
7 Yes Divorced 220K No Refund Marital Taxable
Status Income Cheat
8 No Single 85K Yes
No Married 80K ?
9 No Married 75K No 10

10 No Single 90K Yes

10

An instance of the classification problem: learn a method for discriminating between

records of different classes (cheaters vs non-cheaters)
 What is classification?
• Classification is the task of learning a target function f that
maps attribute set x to one of the predefined class labels y
l l
ir ca ir ca o us
go go
t i nu ss
t e t e n l a
ca ca co c
Tid Refund Marital Taxable
Status Income Cheat One of the attributes is the class attribute
1 Yes Single 125K No
In this case: Cheat
2 No Married 100K No
3 No Single 70K No
Two class labels (or classes): Yes (1), No (0)
4 Yes Married 120K No
5 No Divorced 95K Yes
6 No Married 60K No
7 Yes Divorced 220K No
8 No Single 85K Yes
9 No Married 75K No
10 No Single 90K Yes
10
Why classification?
• The target function f is known as a classification
model

• Descriptive modeling: Explanatory tool to

distinguish between objects of different classes
(e.g., understand why people cheat on their
taxes)

• Predictive modeling: Predict a class of a

previously unseen record
Examples of Classification Tasks
• Predicting tumor cells as benign or malignant

• Classifying credit card transactions as legitimate or

fraudulent

• Categorizing news stories as finance,

weather, entertainment, sports, etc

• Identifying spam email, spam web pages, adult content

• Understanding if a web query has commercial intent or

not
General approach to classification
• Training set consists of records with known class
labels

• Training set is used to build a classification model

• A labeled test set of previously unseen data records

is used to evaluate the quality of the model.

• The classification model is applied to new records

with unknown class labels
Illustrating Classification Task
Tid Attrib1 Attrib2 Attrib3 Class Learning
1 Yes Large 125K No
algorithm
2 No Medium 100K No

3 No Small 70K No

4 Yes Medium 120K No

Induction
5 No Large 95K Yes

6 No Medium 60K No

7 Yes Large 220K No Learn

8 No Small 85K Yes Model
9 No Medium 75K No

10 No Small 90K Yes

Model
10

Training Set
Apply
Tid Attrib1 Attrib2 Attrib3 Class Model
11 No Small 55K ?
12 Yes Medium 80K ?
13 Yes Large 110K ? Deduction
14 No Small 95K ?
15 No Large 67K ?
10

Test Set
Evaluation of classification models
• Counts of test records that are correctly (or
incorrectly) predicted by the classification model
• Confusion matrix Predicted Class

Actual Class
Class = 1 Class = 0
Class = 1 f11 f10
Class = 0 f01 f00

# correct prediction s f11  f 00

Accuracy  
total # of prediction s f11  f10  f 01  f 00

# wrong prediction s f10  f 01

Error rate  
total # of prediction s f11  f10  f 01  f 00
Classification Techniques
• Decision Tree based Methods
• Rule-based Methods
• Memory based reasoning
• Neural Networks
• Naïve Bayes and Bayesian Belief Networks
• Support Vector Machines
Classification Techniques
• Decision Tree based Methods
• Rule-based Methods
• Memory based reasoning
• Neural Networks
• Naïve Bayes and Bayesian Belief Networks
• Support Vector Machines
 Decision Trees
• Decision tree
• A flow-chart-like tree structure
• Internal node denotes a test on an attribute
• Branch represents an outcome of the test
• Leaf nodes represent class labels or class distribution
 Example of a Decision Tree
l l
ir ca ir ca o us
u
ego ego t in ss
at at on l a
c c c c
Tid Refund Marital Taxable
Splitting Attributes
Status Income Cheat

1 Yes Single 125K No

2 No Married 100K No Refund
Yes No
3 No Single 70K No Test outcom
4 Yes Married 120K No NO MarSt
5 No Divorced 95K Yes Married
Single, Divorced
6 No Married 60K No
7 Yes Divorced 220K No TaxInc NO
8 No Single 85K Yes < 80K > 80K
9 No Married 75K No
NO YES
10 No Single 90K Yes
10

Class labe
Training Data Model: Decision Tree
 Another Example of Decision Tree
l l
ir ca ir ca o us
u
ego ego t in ss
t t n l a Single,
ca ca co c MarSt
Married Divorced
Tid Refund Marital Taxable
Status Income Cheat
NO Refund
1 Yes Single 125K No
Yes No
2 No Married 100K No
3 No Single 70K No NO TaxInc
4 Yes Married 120K No < 80K > 80K
5 No Divorced 95K Yes
NO YES
6 No Married 60K No
7 Yes Divorced 220K No
8 No Single 85K Yes
9 No Married 75K No There could be more than one tree that
10 No Single 90K Yes fits the same data!
10
Decision Tree Classification Task
Tid Attrib1 Attrib2 Attrib3 Class
Tree
1 Yes Large 125K No Induction
2 No Medium 100K No algorithm
3 No Small 70K No

4 Yes Medium 120K No

Induction
5 No Large 95K Yes

6 No Medium 60K No

7 Yes Large 220K No Learn

8 No Small 85K Yes Model
9 No Medium 75K No
10 No Small 90K Yes
Model
10

Training Set
Apply Decision
Model
Tid Attrib1 Attrib2 Attrib3 Class Tree
11 No Small 55K ?

12 Yes Medium 80K ?

13 Yes Large 110K ?

Deduction
14 No Small 95K ?

15 No Large 67K ?
10

Test Set
Apply Model to Test Data
Test Data
Start from the root of tree. Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married

TaxInc NO
< 80K > 80K

NO YES
Apply Model to Test Data
Test Data
Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married

TaxInc NO
< 80K > 80K

NO YES
Apply Model to Test Data
Test Data
Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married

TaxInc NO
< 80K > 80K

NO YES
Apply Model to Test Data
Test Data
Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married

TaxInc NO
< 80K > 80K

NO YES
Apply Model to Test Data
Test Data
Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married

TaxInc NO
< 80K > 80K

NO YES
Apply Model to Test Data
Test Data
Refund Marital Taxable
Status Income Cheat

No Married 80K ?
Refund 10

Yes No

NO MarSt
Single, Divorced Married Assign Cheat to “No”

TaxInc NO
< 80K > 80K

NO YES
Decision Tree Classification Task
Tid Attrib1 Attrib2 Attrib3 Class
Tree
1 Yes Large 125K No Induction
2 No Medium 100K No algorithm
3 No Small 70K No

4 Yes Medium 120K No

Induction
5 No Large 95K Yes

6 No Medium 60K No

7 Yes Large 220K No Learn

8 No Small 85K Yes Model
9 No Medium 75K No

10 No Small 90K Yes

Model
10

Training Set
Apply
Decision
Model
Tid Attrib1 Attrib2 Attrib3 Class
Tree
11 No Small 55K ?

12 Yes Medium 80K ?

13 Yes Large 110K ?

Deduction
14 No Small 95K ?

15 No Large 67K ?
10

Test Set
Tree Induction
• Finding the best decision tree is NP-hard

• Greedy strategy.
• Split the records based on an attribute test that
optimizes certain criterion.

• Many Algorithms:
• Hunt’s Algorithm (one of the earliest)
• CART
• ID3, C4.5
• SLIQ,SPRINT
Other Issues
• Data Fragmentation
• Expressiveness
Practical Issues of Classification
• Underfitting and Overfitting

• Evaluation
Underfitting and Overfitting (Example)

500 circular and 500

triangular data points.

Circular points:
0.5  sqrt(x12+x22)  1

Triangular points:
sqrt(x12+x22) > 0.5 or
sqrt(x12+x22) < 1
 Underfitting and Overfitting
Underfitting Overfitting

Underfitting: when model is too simple, both training and test errors are large
Overfitting: when model is too complex it models the details of the training set and
fails on the test set
Overfitting due to Noise

Decision boundary is distorted by noise point

Overfitting due to Insufficient Examples

Lack of data points in the lower half of the diagram makes it difficult to
predict correctly the class labels of that region
- Insufficient number of training records in the region causes the decision
tree to predict the test examples using other training records that are
irrelevant to the classification task
Notes on Overfitting
• Overfitting results in decision trees that are more
complex than necessary

• Training error no longer provides a good estimate

of how well the tree will perform on previously
unseen records
• The model does not generalize well

• Need new ways for estimating errors

 How to Address Overfitting
• Pre-Pruning (Early Stopping Rule)
• Stop the algorithm before it becomes a fully-grown tree
• Typical stopping conditions for a node:
• Stop if all instances belong to the same class
• Stop if all the attribute values are the same

• More restrictive conditions:

• Stop if number of instances is less than some user-specified
threshold
• Stop if class distribution of instances are independent of the available
features (e.g., using  2 test)
• Stop if expanding the current node does not improve impurity
measures (e.g., Gini or information gain).
Model Evaluation
• Metrics for Performance Evaluation
• How to evaluate the performance of a model?

• Methods for Performance Evaluation

• How to obtain reliable estimates?

• Methods for Model Comparison

• How to compare the relative performance among
competing models?
Model Evaluation
• Metrics for Performance Evaluation
• How to evaluate the performance of a model?

• Methods for Performance Evaluation

• How to obtain reliable estimates?

• Methods for Model Comparison

• How to compare the relative performance among
competing models?
Metrics for Performance Evaluation
• Focus on the predictive capability of a model
• Rather than how fast it takes to classify or build models,
scalability, etc.
• Confusion Matrix:

PREDICTED CLASS

Class=Yes Class=No

a: TP (true positive)
ACTUAL Class=Yes a b
b: FN (false negative)
CLASS
Class=No c d c: FP (false positive)
d: TN (true negative)
Metrics for Performance Evaluation…
PREDICTED CLASS

Class=Yes Class=No

ACTUAL Class=Yes a b
(TP) (FN)
CLASS
Class=No c d
(FP) (TN)

• Most widely-used metric:

ad TP  TN
Accuracy  
a  b  c  d TP  TN  FP  FN
Limitation of Accuracy
• Consider a 2-class problem
• Number of Class 0 examples = 9990
• Number of Class 1 examples = 10

• If model predicts everything to be class 0,

accuracy is 9990/10000 = 99.9 %
• Accuracy is misleading because model does not detect
any class 1 example
Computing Cost of Classification
Cost PREDICTED CLASS
Matrix
C(i|j) + -
ACTUAL
+ -1 100
CLASS
- 1 0

Model M1 PREDICTED CLASS Model M2 PREDICTED CLASS

+ - + -
ACTUAL ACTUAL
+ 150 40 + 250 45
CLASS CLASS
- 60 250 - 5 200

Accuracy = 80% Accuracy = 90%

Cost = 3910 Cost = 4255
Precision-Recall
Count PREDICTED CLASS
Class=Yes Class=No
a TP Class=Yes a b
Precision(p)  
a  c TP  FP ACTUAL Class=No c d
CLASS
a TP
Recall(r)  
a  b TP  FN
1 2rp 2a 2TP
F - measure(F)    
 1 / r  1 / p  r  p 2a  b  c 2TP  FP  FN
 
 2 
Precision-Recall plot
• Usually for parameterized models, it controls the
precision/recall tradeoff
Model Evaluation
• Metrics for Performance Evaluation
• How to evaluate the performance of a model?

• Methods for Performance Evaluation

• How to obtain reliable estimates?

• Methods for Model Comparison

• How to compare the relative performance among
competing models?
Methods for Performance Evaluation
• How to obtain a reliable estimate of performance?

• Performance of a model may depend on other

factors besides the learning algorithm:
• Class distribution
• Cost of misclassification
• Size of training and test sets
 Methods of Estimation
• Holdout
• Reserve 2/3 for training and 1/3 for testing
• Random subsampling
• One sample may be biased -- Repeated holdout
• Cross validation
• Partition data into k disjoint subsets
• k-fold: train on k-1 partitions, test on the remaining one
• Leave-one-out: k=n
• Guarantees that each record is used the same number of
times for training and testing
• Bootstrap
• Sampling with replacement
• ~63% of records used for training, ~27% for testing
Dealing with class Imbalance
• If the class we are interested in is very rare, then
the classifier will ignore it.
• The class imbalance problem
• Solution
• We can modify the optimization criterion by using a cost
sensitive metric
• We can balance the class distribution
• Sample from the larger class so that the size of the two classes
is the same
• Replicate the data of the class of interest so that the classes are
balanced
• Over-fitting issues
Learning Curve
 Learning curve shows
how accuracy changes
with varying sample size

 Requires a sampling
schedule for creating
learning curve

Effect of small sample size:

- Bias in the estimate

- Variance of estimate
Model Evaluation
• Metrics for Performance Evaluation
• How to evaluate the performance of a model?

• Methods for Performance Evaluation

• How to obtain reliable estimates?

• Methods for Model Comparison

• How to compare the relative performance among
competing models?
 ROC (Receiver Operating Characteristic)

• Developed in 1950s for signal detection theory to

analyze noisy signals
• Characterize the trade-off between positive hits and
false alarms
• ROC curve plots TPR (on the y-axis) against FPR
(on the x-axis)
PREDICTED CLASS
TP
TPR  Yes No
TP  FN
Fraction of positive instances Yes a b
predicted correctly Actual (TP) (FN)
FP No c d
FPR  (FP) (TN)
FP  TN
Fraction of negative instances predicted incorrectly
ROC (Receiver Operating Characteristic)

• Performance of a classifier represented as a point

on the ROC curve

• Changing some parameter of the algorithm,

sample distribution or cost matrix changes the
location of the point
 ROC Curve
- 1-dimensional data set containing 2 classes (positive and negative)
- any points located at x > t is classified as positive

At threshold t:
TP=0.5, FN=0.5, FP=0.12, FN=0.88
 ROC Curve
(TP,FP):
• (0,0): declare everything
to be negative class
• (1,1): declare everything
to be positive class
• (1,0): ideal

• Diagonal line: PREDICTED CLASS

• Random guessing Yes No
• Below diagonal line: Yes a b
Actual (TP) (FN)
• prediction is opposite of
the true class No c d
(FP) (TN)
Using ROC for Model Comparison
 No model consistently
outperform the other
 M is better for
1
small FPR
 M is better for
2
large FPR
 Area Under the ROC
curve (AUC)
 Ideal: Area = 1
 Random guess:
 Area = 0.5
ROC curve vs Precision-Recall curve

Area Under the Curve (AUC) as a single number for evaluation