Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
1
Data Quality: Why Preprocess the
Data?
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?
2
Major Tasks in Data Preprocessing
Data cleaning
Data integration
Fill in missing values, smooth noisy data, identify or
remove outliers, and resolve inconsistencies
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
3
Forms of Data
Preprocessing
February 19, 2008
Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
5
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
noisy: containing noise, errors, or outliers
e.g., Occupation= (missing data)
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 everyones birthday?
6
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 not entered due to misunderstanding
certain data may not be considered important at the
time of entry
not register history or changes of the data
Missing data may need to be inferred
7
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
8
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 which require data cleaning
duplicate records
incomplete data
inconsistent data
9
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)
10
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., Potters Wheels)
11
Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
12
Data Integration
Data integration:
Schema integration: e.g., A.cust-id B.cust-#
Combines data from multiple sources into a coherent store
Integrate metadata from different sources
Entity identification problem:
Identify real world entities from multiple data sources, e.g.,
Bill Clinton = William Clinton
Detecting and resolving data value conflicts
For the same real world entity, attribute values from
different sources are different
Possible reasons: different representations, different scales,
e.g., metric vs. British units
13
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 able to be detected by
correlation analysis and covariance analysis
Careful integration of the data from multiple sources
may help reduce/avoid redundancies and
inconsistencies and improve mining speed and quality
14
Correlation Analysis (Nominal Data)
2 (chi-square) test
2
(
Observed
Expected
)
2
Expected
The larger the 2 value, the more likely the
variables are related
The cells that contribute the most to the 2 value
are those whose actual count is very different from
the expected count
15
Chi-Square Calculation: An
Example
Male
Female
Sum
(row)
Like science fiction
250(90)
200(360)
450
Not like science
fiction
50(210)
1000(840)
1050
Sum(col.)
300
1200
1500
2 (chi-square) calculation (numbers in parenthesis
are expected counts calculated based on the data
distribution in the two categories)
(250 90) 2 (50 210) 2 (200 360) 2 (1000 840) 2
507.93
90
210
360
840
2
It shows that like_science_fiction and gender are
correlated in the group
16
Correlation Analysis (Numeric Data)
Correlation coefficient (also called Pearsons product
moment coefficient)
i 1 (ai A)(bi B)
n
rA, B
(n 1) A B
i 1
(ai bi ) n A B
(n 1) A B
where n is the number of tuples,
and
are the respective
B
A
means of A and B, A and B are the respective standard
deviation of A and B, and (aibi) is the sum of the AB crossproduct.
If rA,B > 0, A and B are positively correlated (As values
increase as Bs). The higher, the stronger correlation.
rA,B = 0: independent; rAB < 0: negatively correlated
17
Correlation (viewed as linear
relationship)
Correlation measures the linear relationship
between objects
To compute correlation, we standardize
data objects, A and B, and then take their
dot product
a 'k (ak mean( A)) / std ( A)
b'k (bk mean( B )) / std ( B)
correlatio n( A, B ) A' B'
18
Covariance (Numeric Data)
Covariance is similar to correlation
Correlation coefficient:
where n is the number of tuples,
and
are the respective mean or
expected values of A and B, AAand BB
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
19
Co-Variance: An Example
It can be simplified in computation as
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?
E(A) = (2 + 3 + 5 + 4 + 6)/ 5 = 20/5 = 4
E(B) = (5 + 8 + 10 + 11 + 14) /5 = 48/5 = 9.6
Cov(A,B) = (25+38+510+411+614)/5 4 9.6 = 4
Thus, A and B rise together since Cov(A, B) > 0.
Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
21
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
22
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)
23
Mapping Data to a New Space
Fourier transform
Wavelet transform
Two Sine Waves
Two Sine Waves + Noise
Frequency
24
What Is Wavelet Transform?
Decomposes a signal into
different frequency subbands
Applicable to ndimensional 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
25
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 0s,
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
26
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 0s, and only the significant
coefficients are retained
27
Haar Wavelet Coefficients
Coefficient
Supports
2.75
Hierarchical
2.75
decomposition
structure (a.k.a. +
error tree) + -1.25
0.5
+
+
2
-1.25
-1
-1
- +
2
0
0
- +
5
Original frequency distribution
0
-1
-1
0
0.5
-+
-+
-+
28
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
29
Principal Component Analysis (PCA)
Find a projection that captures the largest amount of variation in data
The original data are projected onto a much smaller space, resulting in
dimensionality reduction. We find the eigenvectors of the covariance
matrix, and these eigenvectors define the new space
x2
e
x1
30
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
31
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
32
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
33
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
34
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 modelsobtain 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,
35
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
36
Regression Analysis
Y1
Regression analysis: A collective name
for techniques for the modeling and
Y1
y=x+1
analysis of numerical data consisting of
values of a dependent variable (also
called response variable or
measurement) and of one or more
X1
independent variables (aka.
explanatory variables or predictors) Used for prediction
The parameters are estimated so as to
give a "best fit" of the data
Most commonly the best fit is evaluated
by using the least squares method,
(including forecasting of
time-series data),
inference, hypothesis
testing, and modeling of
causal relationships
but other criteria have also been used
37
Regress Analysis and LogLinear Models
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 multidimensional space for a set of discretized attributes, based on a
smaller subset of dimensional combinations
Useful for dimensionality reduction and data smoothing
38
Histogram Analysis
25
Equal-width: equal
bucket range
20
Equal-frequency (or
equal-depth)
10
15
5
100000
90000
80000
70000
60000
0
50000
30
40000
35
30000
Partitioning rules:
40
20000
Divide data into buckets
and store average (sum)
for each bucket
10000
39
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
40
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)
41
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
42
Sampling: With or without
Replacement
R
O
W
SRS le random
t
p
u
o
m
i
h
t
s
i
(
w
e
l
samp ment)
ce
a
l
p
e
r
SRSW
R
Raw Data
43
Sampling: Cluster or Stratified
Sampling
Raw Data
Cluster/Stratified Sample
44
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
Reference appropriate levels
Further reduce the size of data to deal with
Use the smallest representation which is enough
to solve the task
Queries regarding aggregated information should be
answered using data cube, when possible
45
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
46
Data Compression
Compressed
Data
Original Data
lossless
Original Data
Approximated
y
s
s
lo
47
Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
48
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
49
Normalization
Min-max normalization: to [new_minA, new_maxA]
v'
v minA
(new _ maxA new _ minA) new _ minA
maxA minA
Ex. Let income range $12,000 to $98,000 normalized to
73,600 12,000
(1.0 0) 0 0.716
[0.0, 1.0]. Then $73,000 is mapped
98,000 to
12,000
Z-score normalization (: mean, : standard deviation):
v'
v A
Ex. Let = 54,000, = 16,000.
73,600 54,000
1.225
Then16,000
Normalization by decimal scaling
v
v' j
10
Where j is the smallest integer such that Max(||) < 1
50
Discretization
Three types of attributes
Nominalvalues from an unordered set, e.g., color, profession
Ordinalvalues from an ordered set, e.g., military or
academic rank
Numericreal 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
51
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, bottomup merge)
52
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
53
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 (equi-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
54
Class Labels
(Binning vs. Clustering)
Data
Equal frequency (binning)
Equal interval width
(binning)
K-means clustering leads to better
results
55
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 7
Correlation analysis (e.g., Chi-merge: 2-based discretization)
Supervised: use class information
Bottom-up merge: find the best neighboring intervals (those
having similar distributions of classes, i.e., low 2 values) to
merge
Merge
performed
recursively,
until
predefined
stopping
condition
56
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.
57
Concept Hierarchy Generation
for Nominal Data
Specification of a partial/total ordering of attributes
explicitly at the schema level by users or experts
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
street < city < state < country
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}
58
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
59
Chapter 3: Data Preprocessing
Data Preprocessing: An Overview
Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
60
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
61
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