Data

“In God we trust.

All others must bring data.” by W. Edwards Deming

1
 Chapter 2. Data, Measurements, and Data
Preprocessing
❑ Data Types
❑ Statics of Data
❑ Similarity and Distance Measures
❑ Data Quality, Data Cleaning and Data Integration
❑ Data Transformation
❑ Dimensionality Reduction
❑ Summary

2
 Types of Data Sets: (1) Record Data
❑ Relational records
❑ Relational tables, highly structured
❑ Data matrix, e.g., numerical matrix, crosstabs

❑ Transaction data

timeout

season
coach

game
score
team

ball

lost
pla

wi
n
y
TID Items
1 Bread, Coke, Milk
2 Beer, Bread Document 1 3 0 5 0 2 6 0 2 0 2
3 Beer, Coke, Diaper, Milk
Document 2 0 7 0 2 1 0 0 3 0 0
4 Beer, Bread, Diaper, Milk
5 Coke, Diaper, Milk Document 3 0 1 0 0 1 2 2 0 3 0

❑ Document data: Term-frequency vector (matrix) of text documents

3
 Types of Data Sets: (2) Graphs and Networks
❑ Transportation network

❑ World Wide Web

❑ Molecular Structures

❑ Social or information networks

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 Types of Data Sets: (3) Ordered Data
❑ Video data: sequence of images

❑ Temporal data: time-series

❑ Sequential Data: transaction sequences

❑ Genetic sequence data

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 Types of Data Sets: (4) Spatial, image and multimedia Data

❑ Spatial data: maps

❑ Image data:

❑ Video data:

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 Important Characteristics of Structured Data
❑ Dimensionality
❑ Curse of dimensionality
❑ Sparsity
❑ Only presence counts
❑ Resolution
❑ Patterns depend on the scale
❑ Distribution
❑ Centrality and dispersion

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 Data Objects
❑ Data sets are made up of data objects
❑ A data object represents an entity
❑ Examples:
❑ sales database: customers, store items, sales
❑ medical database: patients, treatments
❑ university database: students, professors, courses
❑ Also called samples , examples, instances, data points, objects, tuples
❑ Data objects are described by attributes
❑ Database rows → data objects; columns → attributes

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 Attributes
❑ Attribute (or dimensions, features, variables)
❑ A data field, representing a characteristic or feature of a data object.
❑ E.g., customer _ID, name, address
❑ Types:
❑ Nominal (e.g., red, blue)
❑ Binary (e.g., {true, false})
❑ Ordinal (e.g., {freshman, sophomore, junior, senior})
❑ Numeric: quantitative
❑ Interval-scaled: 100○C is interval scales
❑ Ratio-scaled: 100○K is ratio scaled since it is twice as high as 50 ○K
❑ Discrete vs. Continuous Attributes

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 Attribute Types
❑ Nominal: categories, states, or “names of things”
❑ Hair_color = {auburn, black, blond, brown, grey, red, white}
❑ marital status, occupation, ID numbers, zip codes
❑ Binary
❑ Nominal attribute with only 2 states (0 and 1)
❑ Symmetric binary: both outcomes equally important
❑ e.g., gender
❑ Asymmetric binary: outcomes not equally important.
❑ e.g., medical test (positive vs. negative)
❑ Convention: assign 1 to most important outcome (e.g., HIV positive)
❑ Ordinal
❑ Values have a meaningful order (ranking) but magnitude between successive
values is not known
❑ Size = {small, medium, large}, grades, army rankings
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 Numeric Attribute Types
❑ Quantity (integer or real-valued)
❑ Interval
❑ Measured on a scale of equal-sized units
❑ Values have order
❑ E.g., temperature in C˚or F˚, calendar dates
❑ No true zero-point
❑ Ratio
❑ Inherent zero-point
❑ We can speak of values as being an order of magnitude larger than the unit
of measurement (10 K˚ is twice as high as 5 K˚).
❑ e.g., temperature in Kelvin, length, counts, monetary quantities
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 Discrete vs. Continuous Attributes
❑ Discrete Attribute
❑ Has only a finite or countably infinite set of values
❑ E.g., zip codes, profession, or the set of words in a collection of documents
❑ Sometimes, represented as integer variables
❑ Note: Binary attributes are a special case of discrete attributes
❑ Continuous Attribute
❑ Has real numbers as attribute values
❑ E.g., temperature, height, or weight
❑ Practically, real values can only be measured and represented using a finite
number of digits
❑ Continuous attributes are typically represented as floating-point variables
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 Statics of Data

❑ Measuring the Central Tendency

❑ Measuring the Dispersion of Data

❑ Covariance and Correlation Analysis

❑ Graphic Displays of Basic Statics of Data

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 Basic Statistical Descriptions of Data
❑ Motivation
❑ To better understand the data: central tendency, variation and spread

❑ Data dispersion characteristics

❑ Median, max, min, quantiles, outliers, variance, ...
❑ Numerical dimensions correspond to sorted intervals
❑ Data dispersion:
❑ Analyzed with multiple granularities of precision
❑ Boxplot or quantile analysis on sorted intervals
❑ Dispersion analysis on computed measures
❑ Folding measures into numerical dimensions
❑ Boxplot or quantile analysis on the transformed cube

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 Measuring the Central Tendency: (1) Mean
❑Mean (algebraic measure) (sample vs. population):
Note: n is sample size and N is population size.

1 n
x =  xi =  x
n i =1 N
n
❑ Weighted arithmetic mean: w x i i
x= i =1
n

w
i =1
i

❑Trimmed mean:
❑ Chopping extreme values (e.g., Olympics gymnastics score computation)

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 Measuring the Central Tendency: (2) Median
❑ Median:
❑ Middle value if odd number of values, or average of the middle two values otherwise
❑ Estimated by interpolation (for grouped data):

Sum before the median interval

Approximate
n / 2 − ( freq )l
median Interval width (L2 – L1)

median = L1 + ( ) width
freq median
16 Low interval limit
 Measuring the Central Tendency: (3) Mode
❑ Mode: Value that occurs most frequently in the data

❑Unimodal
❑ Empirical formula:
mean − mode = 3  (mean − median)

❑Multi-modal
❑ Bimodal

❑ Trimodal

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 Symmetric vs. Skewed Data
symmetric
❑ Median, mean and mode of symmetric,
positively and negatively skewed data

positively skewed negatively skewed

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 Properties of Normal Distribution Curve
← — ————Represent data dispersion, spread — ————→

Represent central tendency

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Measures Data Distribution: Variance and Standard Deviation
❑Variance and standard deviation (sample: s, population: σ)
❑ Variance: (algebraic, scalable computation)
❑ Q: Can you compute it incrementally and efficiently?

n n n
1 1 1
s =  − =  − 
2 2 2 2
( x x ) [ x ( x )
i ]
n − 1 i =1 n − 1 i =1
i i
n i =1
Note: The subtle difference of
n n formulae for sample vs. population
1 1
 =  ( xi −  ) = x −
2 2 2 2 • n : the size of the sample
i • N : the size of the population
N i =1 N i =1

❑ Standard deviation s (or σ) is the square root of variance s2 (or σ2)

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 Correlation Analysis (for Categorical Data)
❑ Χ2 (chi-square) test:

❑ Null hypothesis: The two distributions are independent

❑ The cells that contribute the most to the Χ2 value are those whose actual count is
very different from the expected count
❑ The larger the Χ2 value, the more likely the variables are related
❑ Note: 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
Play chess Not play chess Sum (row)
Like science fiction 250 (X1) 200 (X2) 450

Not like science fiction 50 (X3) 1000 (X4) 1050

Sum(col.) 300 1200 1500

❑Null hypothesis: The two distributions are independent

❑ What does that mean?
❑ The ratio between people who play chess vs not play chess is the same for both
groups of like science fiction and not like science fiction
❑ X1:X2=X3:X4=300:1200
❑ X1:X3=X2:X4=450:1050
❑ X1+X2=450 X3+X4=1050
❑ X1+X3=300 X2+X4=1200
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 Chi-Square Calculation: An Example
Play chess Not play chess Sum (row)
Like science fiction 250 (90) 200 (360) 450 How to derive 90?
450/1500 * 300 = 90
Not like science fiction 50 (210) 1000 (840) 1050

Sum(col.) 300 1200 1500

We can reject the
2
null hypothesis of
❑ Χ (chi-square) calculation (numbers in parenthesis are expected independence at a
counts calculated based on the data distribution in the two categories) confidence level of
0.001
(250 − 90) 2 (50 − 210) 2 (200 − 360) 2 (1000 − 840) 2
 =
2
+ + + = 507.93
90 210 360 840
❑ It shows that like_science_fiction and play_chess are correlated in the
group

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 Chi-Square Calculation: An Example
A B C D Sum (row)

1 200

0 1000

Sum(col.) 300 300 300 300 1200

❑ Degree of freedom
❑ (#categories_in_variable_A -1)((#categories_in_variable_B -1)
❑ number of values that are free to vary

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 Chi-Square Calculation: An Example
Play chess Not play chess Sum (row)
Like science fiction 250 (90) 200 (360) 450

Not like science fiction 50 (210) 1000 (840) 1050

Sum(col.) 300 1200 1500

We can reject the
(250 − 90) 2 (50 − 210) 2 (200 − 360) 2 (1000 − 840) 2 null hypothesis of
 =
2
+ + + = 507.93 independence at a
90 210 360 840
confidence level of
❑ Degree of freedom =? 0.001

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 Variance for Single Variable (Numerical Data)
❑ The variance of a random variable X provides a measure of how much the value of
X deviates from the mean or expected value of X:
  ( x −  ) 2 f ( x) if X is discrete

 x
 = var( X ) = E[(X −  ) ] =  
2 2

  ( x −  ) 2 f ( x)dx if X is continuous

 −
❑ where σ2 is the variance of X, σ is called standard deviation
µ is the mean, and µ = E[X] is the expected value of X
❑ That is, variance is the expected value of the square deviation from the mean
❑ It can also be written as:  2 = var( X ) = E[(X −  ) 2 ] = E[X 2 ] −  2 = E[X 2 ] − [ E ( x)]2
❑ Sample variance 𝑛 𝑛
2
1 2 2
1 2
𝑠 = ෍ 𝑥𝑖 − 𝜇ො 𝑠 = ෍ 𝑥𝑖 − 𝜇ො
𝑛 𝑛−1
𝑖 𝑖
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 Covariance for Two Variables
❑ Covariance between two variables X1 and X2
 12 = E[( X 1 − 1 )( X 2 − 2 )] = E[ X 1 X 2 ] − 12 = E[ X 1 X 2 ] − E[ X 1 ]E[ X 2 ]
where µ1 = E[X1] is the respective mean or expected value of X1; similarly for µ2
1 𝑛
❑ Sample covariance between X1 and X2: 𝜎ො12 = σ𝑖=1 𝑥𝑖1 − 𝜇
ෞ1 𝑥𝑖2 − 𝜇
ෞ2
𝑛
❑ Sample covariance is a generalization of the sample variance:
𝑛
1
𝜎ො11 = ෍ 𝑥𝑖1 − 𝜇
ෞ1 𝑥𝑖1 − 𝜇
ෞ1
𝑛
𝑖=1
❑ Positive covariance: If σ12 > 0
❑ Negative covariance: If σ12 < 0

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 Covariance for Two Variables
❑Independence: If X1 and X2 are independent, σ12 = 0 but the reverse is not true
❑ Some pairs of random variables may have a covariance 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
❑ Example:
𝑿𝟏 1 -1
𝑿𝟐 0 1 -1

 12 = E[( X 1 − 1 )( X 2 − 2 )] = E[ X 1 X 2 ] − 12 = E[ X 1 X 2 ] − E[ X 1 ]E[ X 2 ]

E(𝑋1 )=?
E(𝑋2 )=?
E(𝑋1 𝑋2 )=?
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 Example: Calculation of Covariance
❑ Suppose two stocks X1 and X2 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?
❑ Covariance formula
 12 = E[( X 1 − 1 )( X 2 − 2 )] = E[ X 1 X 2 ] − 12 = E[ X 1 X 2 ] − E[ X 1 ]E[ X 2 ]
❑ Its computation can be simplified as:  12 = E[ X 1 X 2 ] − E[ X 1 ]E[ X 2 ]
❑ E(X1) = (2 + 3 + 5 + 4 + 6)/ 5 = 20/5 = 4
❑ E(X2) = (5 + 8 + 10 + 11 + 14) /5 = 48/5 = 9.6
❑ σ12 = (2×5 + 3×8 + 5×10 + 4×11 + 6×14)/5 − 4 × 9.6 = 4
❑ Thus, X1 and X2 rise together since σ12 > 0
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 Correlation between Two Numerical Variables
❑ Correlation between two variables X1 and X2 is the standard covariance, obtained by
normalizing the covariance with the standard deviation of each variable
 12  12
12 = =
 1 2  12 2 2
❑ Sample correlation for two attributes X1 and X2: 𝜎ො12 σ𝑛𝑖=1 𝑥𝑖1 − 𝜇ො1 𝑥𝑖2 − 𝜇ො2
𝜌ො12 = =
𝜎ො1 𝜎ො2 2
σ𝑛𝑖=1 𝑥𝑖1 − 𝜇ො1 2 σ𝑛
𝑖=1 𝑥𝑖2 − 𝜇ො2
where n is the number of tuples, µ1 and µ2 are the respective means of X1 and X2 ,
σ1 and σ2 are the respective standard deviation of X1 and X2
❑ If ρ12 > 0: A and B are positively correlated (X1’s values increase as X2’s)
❑ The higher, the stronger correlation
❑ If ρ12 = 0: independent (under the same assumption as discussed in co-variance)
❑ If ρ12 < 0: negatively correlated
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 Visualizing Changes of Correlation Coefficient

❑ Correlation coefficient value range:

[–1, 1]
❑ A set of scatter plots shows sets of
points and their correlation
coefficients changing from –1 to 1

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 Covariance Matrix
❑ The variance and covariance information for the two variables X1 and X2
can be summarized as 2 X 2 covariance matrix as
X 1 − 1
 = E[( X −  )( X −  ) ] = E[(
T
)( X 1 − 1 X 2 − 2 )]
X 2 − 2
 E[( X 1 − 1 )( X 1 − 1 )] E[( X 1 − 1 )( X 2 − 2 )] 
= 
 E[( X 2 −  2 )( X 1 − 1 )] E[( X 2 −  2 )( X 2 −  2 
)]
  12  12 
= 2 
  21  2 
❑ Generalizing it to d dimensions, we have,

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 Graphic Displays of Basic Statistical Descriptions
❑ Boxplot: graphic display of five-number summary
❑ Histogram: x-axis are values, y-axis repres. frequencies
❑ Quantile plot: each value xi is paired with fi indicating that approximately 100 fi %
of data are  xi
❑ Quantile-quantile (q-q) plot: graphs the quantiles of one univariant distribution
against the corresponding quantiles of another
❑ Scatter plot: each pair of values is a pair of coordinates and plotted as points in the
plane

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Measuring the Dispersion of Data: Quartiles & Boxplots
❑ Quartiles: Q1 (25th percentile), Q3 (75th percentile)
❑ Inter-quartile range: IQR = Q3 – Q1
❑ Five number summary: min, Q1, median, Q3, max
❑ Boxplot: Data is represented with a box
❑ Q1, Q3, IQR: The ends of the box are at the first and
third quartiles, i.e., the height of the box is IQR
❑ Median (Q2) is marked by a line within the box
❑ Whiskers: two lines outside the box extended to
Minimum and Maximum
❑ Outliers: points beyond a specified outlier threshold, plotted individually
❑ Outlier: usually, a value higher/lower than 1.5 x IQR
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 Histogram Analysis
Histogram
❑ Histogram: Graph display of tabulated 40
35
frequencies, shown as bars
30
❑ Differences between histograms and bar charts 25

❑ Histograms are used to show distributions of 20

15
variables while bar charts are used to compare
10
variables 5
❑ Histograms plot binned quantitative data while 0
10000 30000 50000 70000 90000
bar charts plot categorical data
❑ Bars can be reordered in bar charts but not in
histograms
❑ Differs from a bar chart in that it is the area of
the bar that denotes the value, not the height
as in bar charts, a crucial distinction when the
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categories are not of uniform width Bar chart
 Histograms Often Tell More than Boxplots

❑ The two histograms shown in the left

may have the same boxplot
representation
❑ The same values for: min, Q1,
median, Q3, max
❑ But they have rather different data
distributions

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 Quantile Plot
❑ Displays all of the data (allowing the user to assess both the overall behavior and
unusual occurrences)
❑ Plots quantile information
❑ For a data xi data sorted in increasing order, fi indicates that approximately 100
fi% of the data are below or equal to the value xi

37 Data Mining: Concepts and Techniques

 Quantile-Quantile (Q-Q) Plot
❑ Graphs the quantiles of one univariate distribution against the corresponding
quantiles of another
❑ View: Is there is a shift in going from one distribution to another?
❑ Example shows unit price of items sold at Branch 1 vs. Branch 2 for each quantile.
Unit prices of items sold at Branch 1 tend to be lower than those at Branch 2

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 Scatter plot
❑ Provides a first look at bivariate data to see clusters of points, outliers, etc.
❑ Each pair of values is treated as a pair of coordinates and plotted as points in the
plane

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 Positively and Negatively Correlated Data

❑ The left half fragment is

positively correlated
❑ The right half is negative
correlated
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 Uncorrelated Data

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 Similarity and Distance Measures
❑ Data Matrix versus Dissimilarity Matrix
❑ Proximity Measures for Nominal Attributes
❑ Proximity Measures for Binary Attributes
❑ Dissimilarity of Numeric Data: Minkowski Distance
❑ Proximity Measures for Ordinal Attributes
❑ Dissimilarity for Attributes of Mixed Types
❑ Cosine Similarity
❑ Capturing Hidden Semantics in Similarity Measures

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 Similarity, Dissimilarity, and Proximity
❑ Similarity measure or similarity function
❑ A real-valued function that quantifies the similarity between two objects
❑ Measure how two data objects are alike: The higher value, the more alike
❑ Often falls in the range [0,1]: 0: no similarity; 1: completely similar
❑ Dissimilarity (or distance) measure
❑ Numerical measure of how different two data objects are
❑ In some sense, the inverse of similarity: The lower, the more alike
❑ Minimum dissimilarity is often 0 (i.e., completely similar)
❑ Range [0, 1] or [0, ∞) , depending on the definition
❑ Proximity usually refers to either similarity or dissimilarity
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 Data Matrix and Dissimilarity Matrix
❑ Data matrix  x11 x12 ... x1l 
 
❑ A data matrix of n data points with l dimensions  x21 x22 ... x2l 
D=
❑ Dissimilarity (distance) matrix  
 
❑ n data points, but registers only the distance d(i, j)  xn1 xn 2 ... xnl 
(typically metric)
 0 
❑ Usually symmetric, thus a triangular matrix  
 d (2,1) 0 
❑ Distance functions are usually different for real, boolean,  
categorical, ordinal, ratio, and vector variables  
 d ( n,1) d ( n, 2) ... 0 
❑ Weights can be associated with different variables based
on applications and data semantics

44
 Standardizing Numeric Data
❑ Z-score: x
z=  − 
❑ X: raw score to be standardized, μ: mean of the population, σ: standard deviation
❑ the distance between the raw score and the population mean in units of the
standard deviation
❑ negative when the raw score is below the mean, “+” when above
❑ An alternative way: Calculate the mean absolute deviation
sf = 1
n (| x1 f − m f | + | x2 f − m f | +...+ | xnf − m f |)
where
m f = 1 (x1 f + x2 f + ... + xnf )
.
n xif − m f
❑ standardized measure (z-score): zif = sf
❑ Using mean absolute deviation is more robust than using standard deviation
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 Example: Data Matrix and Dissimilarity Matrix
Data Matrix

point attribute1 attribute2

x1 1 2
x2 3 5
x3 2 0
x4 4 5

Dissimilarity Matrix (by Euclidean Distance)

x1 x2 x3 x4
x1 0
x2 3.61 0
x3 2.24 5.1 0
x4 4.24 1 5.39 0

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 Distance on Numeric Data: Minkowski Distance
❑ Minkowski distance: A popular distance measure
d (i, j ) = p | xi1 − x j1 | p + | xi 2 − x j 2 | p + + | xil − x jl | p
where i = (xi1, xi2, …, xil) and j = (xj1, xj2, …, xjl) are two l-dimensional data
objects, and p is the order (the distance so defined is also called L-p norm)
❑ Properties
❑ d(i, j) > 0 if i ≠ j, and d(i, i) = 0 (Positivity)
❑ d(i, j) = d(j, i) (Symmetry)
❑ d(i, j)  d(i, k) + d(k, j) (Triangle Inequality)
❑ A distance that satisfies these properties is a metric
❑ Note: There are nonmetric dissimilarities, e.g., set differences

47
 Special Cases of Minkowski Distance
❑p = 1: (L1 norm) Manhattan (or city block) distance
❑ E.g., the Hamming distance: the number of bits that are different between
two binary vectors
d (i, j ) =| xi1 − x j1 | + | xi 2 − x j 2 | + + | xil − x jl |

❑ p = 2: (L2 norm) Euclidean distance

d (i, j ) = | xi1 − x j1 |2 + | xi 2 − x j 2 |2 + + | xil − x jl |2

❑p → : (Lmax norm, L norm) “supremum” distance
❑ The maximum difference between any component (attribute) of the vectors

48
 Example: Minkowski Distance at Special Cases
point attribute 1 attribute 2 Manhattan (L1)
x1 1 2 L x1 x2 x3 x4
x2 3 5 x1 0
x3 2 0 x2 5 0
x4 4 5 x3 3 6 0
x4 6 1 7 0

Euclidean (L2)
L2 x1 x2 x3 x4
x1 0
x2 3.61 0
x3 2.24 5.1 0
x4 4.24 1 5.39 0

Supremum (L)
L x1 x2 x3 x4
x1 0
x2 3 0
x3 2 5 0
x4 3 1 5 0
49
 Proximity Measure for Binary Attributes
❑ A contingency table for binary data
Object j

Object i

❑ Distance measure for symmetric binary variables:

❑ Distance measure for asymmetric binary variables:

❑ Jaccard coefficient (similarity measure for

asymmetric binary variables):

❑ Note: Jaccard coefficient is the same as (a concept discussed in Pattern Discovery)

“coherence”:
50
Example: Dissimilarity between Asymmetric Binary Variables
Mary
Name Gender Fever Cough Test-1 Test-2 Test-3 Test-4
Jack M Y N P N N N 1 0 ∑row
Mary F Y N P N P N 1 2 0 2
Jack
Jim M Y P N N N N 0 1 3 4
❑ Gender is a symmetric attribute (not counted in) ∑col 3 3 6
Jim
❑ The remaining attributes are asymmetric binary
1 0 ∑row
❑ Let the values Y and P be 1, and the value N be 0 1 1 1 2
Jack 0 1 3 4
❑ Distance:
∑col 2 4 6
0+1 Mary
d ( jack , m ary) = = 0.33
2+ 0+1 1 0 ∑row
1+1
d ( jack , jim ) = = 0.67 1 1 1 2
1+1+1
1+ 2 Jim 0 2 2 4
d ( jim , m ary) = = 0.75
1+1+ 2 ∑col 3 3 6
51
 Proximity Measure for Categorical Attributes
❑ Categorical data, also called nominal attributes

❑ Example: Color (red, yellow, blue, green), profession, etc.

❑ Method 1: Simple matching

❑ m: # of matches, p: total # of variables

p
d (i, j) = p− m

❑ Method 2: Use a large number of binary attributes

❑ Creating a new binary attribute for each of the M nominal states

52
 Ordinal Variables
❑ An ordinal variable can be discrete or continuous
❑ Order is important, e.g., rank (e.g., freshman, sophomore, junior, senior)
❑ Can be treated like interval-scaled
❑ Replace an ordinal variable value by its rank: rif {1,..., M f }
❑ Map the range of each variable onto [0, 1] by replacing i-th object in
the f-th variable by rif − 1
zif =
M f −1
❑ Example: freshman: 0; sophomore: 1/3; junior: 2/3; senior 1
❑ Then distance: d(freshman, senior) = 1, d(junior, senior) = 1/3
❑ Compute the dissimilarity using methods for interval-scaled variables

53
 Attributes of Mixed Type
❑ A dataset may contain all attribute types
❑ Nominal, symmetric binary, asymmetric binary, numeric, and ordinal
❑ One may use a weighted formula to combine their effects:
p

 ij dij
w (f) (f)

f =1
d (i, j ) = p

 ij
w (f)

f =1

❑ If f is numeric: Use the normalized distance

❑ If f is binary or nominal: dij(f) = 0 if xif = xjf; or dij(f) = 1 otherwise
❑ If f is ordinal
rif − 1
❑ Compute ranks zif (where zif = )
M f −1
54
❑ Treat zif as interval-scaled
 Cosine Similarity of Two Vectors
❑ A document can be represented by a bag of terms or a long vector, with each
attribute recording the frequency of a particular term (such as word, keyword, or
phrase) in the document

❑ Other vector objects: Gene features in micro-arrays

❑ Applications: Information retrieval, biologic taxonomy, gene feature mapping, etc.
❑ Cosine measure: If d1 and d2 are two vectors (e.g., term-frequency vectors), then
d1 • d 2
cos(d1 , d 2 ) =
|| d1 ||  || d 2 ||
where • indicates vector dot product, ||d||: the length of vector d
55
 Example: Calculating Cosine Similarity
❑ Calculating Cosine Similarity: d • d
cos(d1 , d 2 ) = 1 2
|| d1 ||  || d 2 ||
where • indicates vector dot product, ||d||: the length of vector d
❑ Ex: Find the similarity between documents 1 and 2.
d1 = (5, 0, 3, 0, 2, 0, 0, 2, 0, 0) d2 = (3, 0, 2, 0, 1, 1, 0, 1, 0, 1)
❑ First, calculate vector dot product
d1•d2 = 5 X 3 + 0 X 0 + 3 X 2 + 0 X 0 + 2 X 1 + 0 X 1 + 0 X 1 + 2 X 1 + 0 X 0 + 0 X 1 = 25
❑ Then, calculate ||d1|| and ||d2||

|| d1 ||= 5  5 + 0  0 + 3  3 + 0  0 + 2  2 + 0  0 + 0  0 + 2  2 + 0  0 + 0  0 = 6.481
|| d 2 ||= 3  3 + 0  0 + 2  2 + 0  0 + 11 + 11 + 0  0 + 1 1 + 0  0 + 1 1 = 4.12
❑ Calculate cosine similarity: cos(d1, d2 ) = 25/ (6.481 X 4.12) = 0.94
56
 Capturing Hidden Semantics in Similarity
Measures
❑ The above similarity measures cannot capture hidden semantics
❑ Which pairs are more similar: Geometry, algebra, music, politics?
❑ The same bags of words may express rather different meanings
❑ “The cat bites a mouse” vs. “The mouse bites a cat”
❑ This is beyond what a vector space model can handle
❑ Moreover, objects can be composed of rather complex structures and
connections (e.g., graphs and networks)
❑ New similarity measures needed to handle complex semantics
❑ Ex. Distributive representation and representation learning

57
 Data Quality, Data Cleaning and Data
Integration
❑ Data Quality Measures
❑ Data Cleaning
❑ Data Integration

58
 What is Data Preprocessing? — Major Tasks
❑ Data cleaning
❑ Handle missing data, 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
59
 Why Preprocess the Data? — Data Quality Issues
❑ Measures for data quality: A multidimensional view
❑ Accuracy: correct or wrong, accurate or not
❑ Completeness: not recorded, unavailable, …
❑ Consistency: some modified but some not, dangling, …
❑ Timeliness: timely update?
❑ Believability: how trustable the data are correct?
❑ Interpretability: how easily the data can be understood?

60
 Data Cleaning
❑ Data in the Real World Is Dirty: Lots of potentially incorrect data, e.g., instrument faulty,
human or computer error, and 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?

61
 Incomplete (Missing) Data
❑ Data is not always available
❑ E.g., many tuples have no recorded value for several attributes, such as
customer income in sales data
❑ Missing data may be due to
❑ Equipment malfunction
❑ Inconsistent with other recorded data and thus deleted
❑ Data were not entered due to misunderstanding
❑ Certain data may not be considered important at the time of entry
❑ Did not register history or changes of the data
❑ Missing data may need to be inferred

62
 How to Handle Missing Data?
❑ Ignore the tuple: usually done when class label is missing (when doing
classification)—not effective when the % of missing values per attribute varies
considerably
❑ Fill in the missing value manually: tedious + infeasible?
❑ Fill in it automatically with
❑ a global constant : e.g., “unknown”, a new class?!
❑ the attribute mean
❑ the attribute mean for all samples belonging to the same class: smarter
❑ the most probable value: inference-based such as Bayesian formula or decision
tree

63
 Noisy Data
❑ Noise: random error or variance in a measured variable
❑ Incorrect attribute values may be due to
❑ Faulty data collection instruments
❑ Data entry problems
❑ Data transmission problems
❑ Technology limitation
❑ Inconsistency in naming convention
❑ Other data problems
❑ Duplicate records
❑ Incomplete data
❑ Inconsistent data

64
 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
❑ Semi-supervised: Combined computer and human inspection
❑ Detect suspicious values and check by human (e.g., deal with possible outliers)

65
 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)
66
 Data Integration
❑ Data integration
❑ Combining data from multiple sources into a coherent store
❑ Why data integration?
❑ Help reduce/avoid noise
❑ Get a more complete picture
❑ Improve mining speed and quality
❑ Schema integration:
❑ e.g., A.cust-id  B.cust-#
❑ Integrate metadata from different sources
❑ Entity identification:
❑ Identify real world entities from multiple data sources, e.g., Bill Clinton =
William Clinton
67
 Handling Noise in Data Integration
❑Detecting data value conflicts
❑ For the same real world entity, attribute values from different sources are
different
❑ Possible reasons: no reason, different representations, different scales, e.g.,
metric vs. British units
❑ Resolving conflict information
❑ Take the mean/median/mode/max/min
❑ Take the most recent
❑ Truth finding: consider the source quality
❑ Data cleaning + data integration

68
 Handling Redundancy in Data Integration
❑ Redundant data occur often when integration of multiple databases
❑ Object identification: The same attribute or object may have different names in
different databases
❑ Derivable data: One attribute may be a “derived” attribute in another table,
e.g., annual revenue
❑ Redundant attributes may be detected by correlation analysis and covariance
analysis

69
 Data Transformation
❑ Normalization
❑ Discretization
❑ Data Compression
❑ Sampling

70
 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
71
 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 $98,000 normalized to [0.0, 1.0]
73,600 − 12,000
❑ Then $73,000 is mapped to 98,000 − 12,000
(1.0 − 0) + 0 = 0.716

❑ Z-score normalization (μ: mean, σ: standard deviation):

v− Z-score: The distance between the raw score and the
v' =
A

 A population mean in the unit of the standard deviation

73,600 − 54,000
❑ Ex. Let μ = 54,000, σ = 16,000. Then = 1.225
16,000
❑ Normalization by decimal scaling
v Where j is the smallest integer such that Max(|ν’|) < 1
v'=
10 j
72
 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

73
 Data Discretization Methods
❑ 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
❑ Note: All the methods can be applied recursively
74
 Simple Discretization: Binning
❑ Equal-width (distance) partitioning
❑ Divides the range into N intervals of equal size: uniform grid
❑ if A and B are the lowest and highest values of the attribute, the width of
intervals will be: W = (B –A)/N.
❑ The most straightforward, but outliers may dominate presentation
❑ Skewed data is not handled well
❑ Equal-depth (frequency) partitioning
❑ Divides the range into N intervals, each containing approximately same number
of samples
❑ Good data scaling
❑ Managing categorical attributes can be tricky
75
 Example: Binning Methods for Data Smoothing
❑ Sorted data for price (in dollars): 4, 8, 9, 15, 21, 21, 24, 25, 26, 28, 29, 34
* Partition into equal-frequency (equal-depth) bins:
- Bin 1: 4, 8, 9, 15
- Bin 2: 21, 21, 24, 25
- Bin 3: 26, 28, 29, 34
* Smoothing by bin means:
- Bin 1: 9, 9, 9, 9
- Bin 2: 23, 23, 23, 23
- Bin 3: 29, 29, 29, 29
* Smoothing by bin boundaries:
- Bin 1: 4, 4, 4, 15
- Bin 2: 21, 21, 25, 25
- Bin 3: 26, 26, 26, 34
76
 Discretization Without Supervision: Binning vs. Clustering

Data Equal width (distance) binning

Equal depth (frequency) (binning) K-means clustering leads to better results

77
 Discretization by Classification & Correlation Analysis
❑ Classification (e.g., decision tree analysis)

❑ Supervised: Given class labels, e.g., cancerous vs. benign

❑ Using entropy to determine split point (discretization point)
❑ Top-down, recursive split
❑ Details to be covered in Chapter “Classification”
❑ Correlation analysis (e.g., Chi-merge: χ2-based discretization)

❑ Supervised: use class information

❑ Bottom-up merge: Find the best neighboring intervals (those having similar
distributions of classes, i.e., low χ2 values) to merge
❑ Merge performed recursively, until a predefined stopping condition

78
 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
79
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}

80
 Data Compression
❑ String compression
❑ There are extensive theories and well-tuned
algorithms
Original Data Compressed
❑ Typically lossless, but only limited manipulation Data
is possible without expansion lossless
❑ Audio/video compression
❑ Typically lossy compression, with progressive Original Data
refinement Approximated
❑ Sometimes small fragments of signal can be
reconstructed without reconstructing the whole Lossy vs. lossless compression
❑ Time sequence is not audio
❑ Typically short and vary slowly with time
❑ Data reduction and dimensionality reduction may
81 also be considered as forms of data compression
 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
82
 Automatic Concept Hierarchy Generation
❑Some hierarchies can be automatically generated based on the analysis of the
number of distinct values per attribute in the data set
❑ The attribute with the most distinct values is placed at the lowest level of the
hierarchy
❑ Exceptions, e.g., weekday, month, quarter, year

country 15 distinct values

province_or_ state 365 distinct values

city 3567 distinct values

street 674,339 distinct values

83
 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)

84
 Types of Sampling
❑ Simple random sampling: equal probability
of selecting any particular item Raw Data

❑ 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 Stratified sampling

❑ Partition (or cluster) the data set, and

draw samples from each partition
(proportionally, i.e., approximately the
same percentage of the data)
85
 Data Reduction
❑ Data reduction:
❑ Obtain a reduced representation of the data set
❑ much smaller in volume but yet produces almost the same analytical results
❑ Why data reduction?—A database/data warehouse may store terabytes of data
❑ Complex analysis may take a very long time to run on the complete data set
❑ Methods for data reduction (also data size reduction or numerosity reduction)
❑ Regression and Log-Linear Models
❑ Histograms, clustering, sampling
❑ Data cube aggregation
❑ Data compression

86
Data Reduction: Parametric vs. Non-Parametric Methods
❑ Reduce data volume by choosing alternative, smaller
forms of data representation tip vs. bill

❑ 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 Clustering on Stratified
Histogram the Raw Data
Sampling
❑ Major families: histograms, clustering, sampling, …
87
 Parametric Data Reduction: Regression Analysis
❑ Regression analysis: A collective name for y
techniques for the modeling and analysis of
numerical data consisting of values of a Y1
dependent variable (also called response
variable or measurement) and of one or more Y1’ y=x+1
independent variables (also known as
explanatory variables or predictors) X1 x
❑ The parameters are estimated so as to give a ❑ Used for prediction
"best fit" of the data (including forecasting of
time-series data),
❑ Most commonly the best fit is evaluated by using
inference, hypothesis
the least squares method, but other criteria have
testing, and modeling of
also been used
causal relationships

88
 Linear and Multiple Regression
❑ Linear regression: Y = w X + b
❑ Data modeled to fit a straight line
❑ Often uses the least-square method to fit the line
❑ 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, ….
❑ Nonlinear regression:
❑ Data are modeled by a function which is a nonlinear
combination of the model parameters and depends
on one or more independent variables
❑ The data are fitted by a method of successive
approximations
89
 Multiple Regression and Log-Linear Models
❑ Multiple regression: Y = b0 + b1 X1 + b2 X2
❑ Allows a response variable Y to be modeled as a linear
function of multidimensional feature vector
❑ Many nonlinear functions can be transformed into the above
❑ Log-linear model:
❑ A math model that takes the form of a function whose
logarithm is a linear combination of the parameters of the
model, which makes it possible to apply (possibly
multivariate) linear regression
❑ Estimate the probability of each point (tuple) in a multi-
dimen. space for a set of discretized attributes, based on a
smaller subset of dimensional combinations
❑ Useful for dimensionality reduction and data smoothing
90
 Histogram Analysis
40
❑ Divide data into buckets and store
average (sum) for each bucket 35

❑ Partitioning rules: 30
❑ Equal-width: equal bucket range 25
❑ Equal-frequency (or equal-depth) 20
15
10
5
0
10000 30000 50000 70000 90000

91
 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

92
 Dimensionality Reduction
❑ What Is Dimensionality Reduction?
❑ Dimensionality Reduction Methods
❑ Principal Component Analysis
❑ Attribute Subset Selection
❑ Nonlinear Dimensionality Reduction Methods

93
 What Is 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
❑ Reducing the number of random variables under consideration, via obtaining a set
of principal variables
❑ Advantages of 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
94
 Dimensionality Reduction Methods
❑ Dimensionality reduction methodologies
❑ Feature selection: Find a subset of the original variables (or features, attributes)
❑ Feature extraction: Transform the data in the high-dimensional space to a space
of fewer dimensions
❑ Some typical dimensionality reduction methods
❑ Principal Component Analysis
❑ Attribute Subset Selection
❑ Nonlinear Dimensionality Reduction

95
 Principal Component Analysis (PCA)
❑ PCA: A statistical procedure that uses an
orthogonal transformation to convert a set of
observations of possibly correlated variables into
a set of values of linearly uncorrelated variables
called principal components
❑ The original data are projected onto a much
smaller space, resulting in dimensionality
reduction
❑ Method: Find the eigenvectors of the covariance
matrix, and these eigenvectors define the new
space Ball travels in a straight line. Data from
three cameras contain much redundancy

96
 Principal Component Analysis (Method)
❑ Given N data vectors from n-dimensions, find k ≤ n orthogonal
vectors (principal components) 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
Ack. Wikipedia: Principal
❑ Since the components are sorted, the size of the data can be Component Analysis
reduced by eliminating the weak components, i.e., those with
low variance (i.e., using the strongest principal components, to
reconstruct a good approximation of the original data)
❑ Works for numeric data only
97
 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
❑ Ex. A student’s ID is often irrelevant to the task
of predicting his/her GPA

98
 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
99
 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 on
“Advanced Classification”)
❑ Data discretization

100
 Summary
❑ Data types and attribute types
❑ Nominal, binary, ordinal, numerical, discrete vs. continuous attributes
❑ Statistics of data
❑ Central tendency, dispersion, covariance and correlation, graphical displays
❑ Measure data similarity and correlation
❑ Proximity measures for nominal, binary, numerical, ordinal and mixed types
❑ Cosine similarity, KL divergence
❑ Data quality measures, data cleaning, and data integration
❑ Data transformation: normalization, discretization, data compression and sampling
❑ Dimensionality reduction methodologies
❑ Principal Component Analysis (PCA), attribute subset selection, and nonlinear
101 dimensionality reduction