数据挖掘导论

preface v

1 introduction 1

1.1 what is data mining 2

1.2 motivating challenges 4

1.3 the origins of data mining 6

1.4 data mining tasks 7

1.5 scope and organization of the book 11

1.6 bibliographic notes 13

1.7 exercises 16

2 data 19

2.1 types of data 22

2.1.1 attributes and measurement 23

2.1.2 types of data sets 29

2.2 data quality 36

2.2.1 measurement and data collection issues 37

2.2.2 issues related to applications 43

2.3 data preprocessing 44

2.3.1 aggregation 45

2.3.2 sampling 47

2.3.3 dimensionality reduction 50

.2.3.4 feature subset selection 52

2.3.5 feature creation 55

2.3.6 discretization and binarization 57

2.3.7 variable transformation 63

2.4 measures of similarity and dissimilarity 65

2.4.1 basics 66

2.4.2 similarity and dissimilarity between simple attributes67

2.4.3 dissimilarities between data objects 69

2.4.4 similarities between data objects 72

2.4.5 examples of proximity measures 73

2.4.6 issues in proximity calculation 80

2.4.7 selecting the right proximity measure 83

2.5 bibliographic notes 84

2.6 exercises 88

3 exploring data 97

3.1 the iris data set 98

3.2 summary statistics 98

3.2.1 frequencies and the mode 99

3.2.2 percentiles 100

3.2.3 measures of location: mean and median 101

3.2.4 measures of spread: range and variance 102

3.2.5 multivariate summary statistics 104

3.2.6 other ways to summarize the data 105

3.3 visualization 105

3.3.1 motivations for visualization 105

3.3.2 general concepts 106

3.3.3 techniques 110

3.3.4 visualizing higher-dimensional data 124

3.3.5 do’s and don’ts 130

3.4 olap and multidimensional data analysis 131

3.4.1 representing iris data as a multidimensional array 131

3.4.2 multidimensional data: the general case 133

3.4.3 analyzing multidimensional data 135

3.4.4 final comments on multidimensional data analysis 139

3.5 bibliographic notes 139

3.6 exercises 141

4 classification:

basic concepts, decision trees, and model evaluation 145

4.1 preliminaries 146

4.2 general approach to solving a classification problem 148

4.3 decision tree induction 150

4.3.1 how a decision tree works 150

4.3.2 how to build a decision tree 151

4.3.3 methods for expressing attribute test conditions 155

4.3.4 measures for selecting the best split 158

4.3.5 algorithm for decision tree induction 164

4.3.6 an example: web robot detection 166

contents xi

4.3.7 characteristics of decision tree induction 168

4.4 model overfitting 172

4.4.1 overfitting due to presence of noise 175

4.4.2 overfitting due to lack of representative samples 177

4.4.3 overfitting and the multiple comparison procedure 178

4.4.4 estimation of generalization errors 179

4.4.5 handling overfitting in decision tree induction 184

4.5 evaluating the performance of a classifier 186

4.5.1 holdout method 186

4.5.2 random subsampling 187

4.5.3 cross-validation 187

4.5.4 bootstrap 188

4.6 methods for comparing classifiers 188

4.6.1 estimating a confidence interval for accuracy 189

4.6.2 comparing the performance of two models 191

4.6.3 comparing the performance of two classifiers 192

4.7 bibliographic notes 193

4.8 exercises 198

5 classification: alternative techniques 207

5.1 rule-based classifier 207

5.1.1 how a rule-based classifier works 209

5.1.2 rule-ordering schemes 211

5.1.3 how to build a rule-based classifier 212

5.1.4 direct methods for rule extraction 213

5.1.5 indirect methods for rule extraction 221

5.1.6 characteristics of rule-based classifiers 223

5.2 nearest-neighbor classifiers 223

5.2.1 algorithm 225

5.2.2 characteristics of nearest-neighbor classifiers 226

5.3 bayesian classifiers 227

5.3.1 bayes theorem 228

5.3.2 using the bayes theorem for classification 229

5.3.3 na¨ve bayes classifier 231

5.3.4 bayes error rate 238

5.3.5 bayesian belief networks 240

5.4 artificial neural network (ann) 246

5.4.1 perceptron 247

5.4.2 multilayer artificial neural network 251

5.4.3 characteristics of ann 255

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5.5 support vector machine (svm) 256

5.5.1 maximum margin hyperplanes 256

5.5.2 linear svm: separable case 259

5.5.3 linear svm: nonseparable case 266

5.5.4 nonlinear svm 270

5.5.5 characteristics of svm 276

5.6 ensemble methods 276

5.6.1 rationale for ensemble method 277

5.6.2 methods for constructing an ensemble classifier 278

5.6.3 bias-variance decomposition 281

5.6.4 bagging 283

5.6.5 boosting 285

5.6.6 random forests 290

5.6.7 empirical comparison among ensemble methods 294

5.7 class imbalance problem 294

5.7.1 alternative metrics 295

5.7.2 the receiver operating characteristic curve 298

5.7.3 cost-sensitive learning 302

5.7.4 sampling-based approaches 305

5.8 multiclass problem 306

5.9 bibliographic notes 309

5.10 exercises 315

6 association analysis: basic concepts and algorithms 327

6.1 problem definition 328

6.2 frequent itemset generation 332

6.2.1 the apriori principle 333

6.2.2 frequent itemset generation in the apriori algorithm335

6.2.3 candidate generation and pruning 338

6.2.4 support counting 342

6.2.5 computational complexity 345

6.3 rule generation 349

6.3.1 confidence-based pruning 350

6.3.2 rule generation in apriori algorithm 350

6.3.3 an example: congressional voting records 352

6.4 compact representation of frequent itemsets 353

6.4.1 maximal frequent itemsets 354

6.4.2 closed frequent itemsets 355

6.5 alternative methods for generating frequent itemsets 359

6.6 fp-growth algorithm 363

contents xiii

6.6.1 fp-tree representation 363

6.6.2 frequent itemset generation in fp-growth algorithm366

6.7 evaluation of association patterns 370

6.7.1 objective measures of interestingness 371

6.7.2 measures beyond pairs of binary variables 382

6.7.3 simpson’s paradox 384

6.8 effect of skewed support distribution 386

6.9 bibliographic notes 390

6.10 exercises 404

7 association analysis: advanced concepts 415

7.1 handling categorical attributes 415

7.2 handling continuous attributes 418

7.2.1 discretization-based methods 418

7.2.2 statistics-based methods 422

7.2.3 non-discretization methods 424

7.3 handling a concept hierarchy 426

7.4 sequential patterns 429

7.4.1 problem formulation 429

7.4.2 sequential pattern discovery 431

7.4.3 timing constraints 436

7.4.4 alternative counting schemes 439

7.5 subgraph patterns 442

7.5.1 graphs and subgraphs 443

7.5.2 frequent subgraph mining 444

7.5.3 apriori -like method 447

7.5.4 candidate generation 448

7.5.5 candidate pruning 453

7.5.6 support counting 457

7.6 infrequent patterns 457

7.6.1 negative patterns 458

7.6.2 negatively correlated patterns 458

7.6.3 comparisons among infrequent patterns, negative patterns,and negatively correlated patterns 460

7.6.4 techniques for mining interesting infrequent patterns 461

7.6.5 techniques based on mining negative patterns 463

7.6.6 techniques based on support expectation 465

7.7 bibliographic notes 469

7.8 exercises 473

xiv contents

8 cluster analysis: basic concepts and algorithms 487

8.1 overview 490

8.1.1 what is cluster analysis 490

8.1.2 different types of clusterings 491

8.1.3 different types of clusters 493

8.2 k-means 496

8.2.1 the basic k-means algorithm 497

8.2.2 k-means: additional issues 506

8.2.3 bisecting k-means 508

8.2.4 k-means and different types of clusters 510

8.2.5 strengths and weaknesses 510

8.2.6 k-means as an optimization problem 513

8.3 agglomerative hierarchical clustering 515

8.3.1 basic agglomerative hierarchical clustering algorithm 516

8.3.2 specific techniques 518

8.3.3 the lance-williams formula for cluster proximity 524

8.3.4 key issues in hierarchical clustering 524

8.3.5 strengths and weaknesses 526

8.4 dbscan 526

8.4.1 traditional density: center-based approach 527

8.4.2 the dbscan algorithm 528

8.4.3 strengths and weaknesses 530

8.5 cluster evaluation 532

8.5.1 overview 533

8.5.2 unsupervised cluster evaluation using cohesion and

separation 536

8.5.3 unsupervised cluster evaluation using the proximity

matrix 542

8.5.4 unsupervised evaluation of hierarchical clustering 544

8.5.5 determining the correct number of clusters 546

8.5.6 clustering tendency 547

8.5.7 supervised measures of cluster validity 548

8.5.8 assessing the significance of cluster validity measures553

8.6 bibliographic notes 555

8.7 exercises 559

9 cluster analysis: additional issues and algorithms 569

9.1 characteristics of data, clusters, and clustering algorithms570

9.1.1 example: comparing k-means and dbscan 570

9.1.2 data characteristics 571

contents xv

9.1.3 cluster characteristics 573

9.1.4 general characteristics of clustering algorithms 575

9.2 prototype-based clustering 577

9.2.1 fuzzy clustering 577

9.2.2 clustering using mixture models 583

9.2.3 self-organizing maps (som) 594

9.3 density-based clustering 600

9.3.1 grid-based clustering 601

9.3.2 subspace clustering 604

9.3.3 denclue: a kernel-based scheme for density-based

clustering 608

9.4 graph-based clustering 612

9.4.1 sparsification 613

9.4.2 minimum spanning tree (mst) clustering 614

9.4.3 opossum: optimal partitioning of sparse similarities

using metis 616

9.4.4 chameleon: hierarchical clustering with dynamic

modeling 616

9.4.5 shared nearest neighbor similarity 622

9.4.6 the jarvis-patrick clustering algorithm 625

9.4.7 snn density 627

9.4.8 snn density-based clustering 629

9.5 scalable clustering algorithms 630

9.5.1 scalability: general issues and approaches 630

9.5.2 birch 633

9.5.3 cure 635

9.6 which clustering algorithm 639

9.7 bibliographic notes 643

9.8 exercises 647

10 anomaly detection 651

10.1 preliminaries 653

10.1.1 causes of anomalies 653

10.1.2 approaches to anomaly detection 654

10.1.3 the use of class labels 655

10.1.4 issues 656

10.2 statistical approaches 658

10.2.1 detecting outliers in a univariate normal distribution 659

10.2.2 outliers in a multivariate normal distribution 661

10.2.3 a mixture model approach for anomaly detection 662

xvi contents

10.2.4 strengths and weaknesses 665

10.3 proximity-based outlier detection 666

10.3.1 strengths and weaknesses 666

10.4 density-based outlier detection 668

10.4.1 detection of outliers using relative density 669

10.4.2 strengths and weaknesses 670

10.5 clustering-based techniques 671

10.5.1 assessing the extent to which an object belongs to a

cluster 672

10.5.2 impact of outliers on the initial clustering 674

10.5.3 the number of clusters to use 674

10.5.4 strengths and weaknesses 674

10.6 bibliographic notes 675

10.7 exercises 680

appendix a linear algebra 685

a.1 vectors 685

a.1.1 definition 685

a.1.2 vector addition and multiplication by a scalar 685

a.1.3 vector spaces 687

a.1.4 the dot product, orthogonality, and orthogonal

projections 688

a.1.5 vectors and data analysis 690

a.2 matrices 691

a.2.1 matrices: definitions 691

a.2.2 matrices: addition and multiplication by a scalar 692

a.2.3 matrices: multiplication 693

a.2.4 linear transformations and inverse matrices 695

a.2.5 eigenvalue and singular value decomposition 697

a.2.6 matrices and data analysis 699

a.3 bibliographic notes 700

appendix b dimensionality reduction 701

b.1 pca and svd 701

b.1.1 principal components analysis (pca) 701

b.1.2 svd 706

b.2 other dimensionality reduction techniques 708

b.2.1 factor analysis 708

b.2.2 locally linear embedding (lle) 710

b.2.3 multidimensional scaling, fastmap, and isomap 712

contents xvii

b.2.4 common issues 715

b.3 bibliographic notes 716

appendix c probability and statistics 719

c.1 probability 719

c.1.1 expected values 722

c.2 statistics 723

c.2.1 point estimation 724

c.2.2 central limit theorem 724

c.2.3 interval estimation 725

c.3 hypothesis testing 726

appendix d regression 729

d.1 preliminaries 729

d.2 simple linear regression 730

d.2.1 least square method 731

d.2.2 analyzing regression errors 733

d.2.3 analyzing goodness of fit 735

d.3 multivariate linear regression 736

d.4 alternative least-square regression methods 737

appendix e optimization 739

e.1 unconstrained optimization 739

e.1.1 numerical methods 742

e.2 constrained optimization 746

e.2.1 equality constraints 746

e.2.2 inequality constraints 747

author index 750

subject index 758

copyright permissions 769

xviii contents

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