Data Mining:

Concepts and Techniques

(3rd ed.)

— Chapter 8 —

Jiawei Han, Micheline Kamber, and Jian Pei

University of Illinois at Urbana-Champaign &
Simon Fraser University
©2011 Han, Kamber & Pei. All rights reserved.
1
Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
2
 Supervised vs. Unsupervised Learning

 Supervised learning (classification)

 Supervision: The training data (observations,
measurements, etc.) are accompanied by labels indicating
the class of the observations
 New data is classified based on the training set
 Unsupervised learning (clustering)
 The class labels of training data is unknown
 Given a set of measurements, observations, etc. with the
aim of establishing the existence of classes or clusters in
the data
3
 Prediction Problems: Classification vs.
Numeric Prediction
 Classification
 predicts categorical class labels (discrete or nominal)

 classifies data (constructs a model) based on the training

set and the values (class labels) in a classifying attribute

and uses it in classifying new data
 Numeric Prediction
 models continuous-valued functions, i.e., predicts

unknown or missing values

 Typical applications
 Credit/loan approval:

 Medical diagnosis: if a tumor is cancerous or benign

 Fraud detection: if a transaction is fraudulent

 Web page categorization: which category it is

4
 Classification—A Two-Step Process
 Model construction: describing a set of predetermined classes
 Each tuple/sample is assumed to belong to a predefined class, as

determined by the class label attribute

 The set of tuples used for model construction is training set

 The model is represented as classification rules, decision trees, or

mathematical formulae
 Model usage: for classifying future or unknown objects
 Estimate accuracy of the model

 The known label of test sample is compared with the classified

result from the model

 Accuracy rate is the percentage of test set samples that are

correctly classified by the model

 Test set is independent of training set (otherwise overfitting)

 If the accuracy is acceptable, use the model to classify new data

 Note: If the test set is used to select models, it is called validation (test) set
5
 Process (1): Model Construction

Classification
Algorithms
Training
Data

NAME RANK YEARS TENURED Classifier

Mike Assistant Prof 3 no (Model)
Mary Assistant Prof 7 yes
Bill Professor 2 yes
Jim Associate Prof 7 yes IF rank = ‘professor’
Dave Assistant Prof 6 no
OR years > 6
Anne Associate Prof 3 no
THEN tenured = ‘yes’
6
Process (2): Using the Model in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NAME RANK YEARS TENURED
Tom Assistant Prof 2 no Tenured?
Merlisa Associate Prof 7 no
George Professor 5 yes
Joseph Assistant Prof 7 yes
7
Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
8
 Decision Tree Induction: An Example
age income student credit_rating buys_computer
<=30 high no fair no
 Training data set: Buys_computer <=30 high no excellent no
 The data set follows an example of 31…40 high no fair yes
>40 medium no fair yes
Quinlan’s ID3 (Playing Tennis) >40 low yes fair yes
 Resulting tree: >40 low yes excellent no
31…40 low yes excellent yes
age? <=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
<=30 overcast
31..40 >40 31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

student? yes credit rating?

no yes excellent fair

no yes no yes
9
 age income student credit_rating buys_computer
<=30 high no fair no
<=30 high no excellent no
31…40 high no fair yes
>40 medium no fair yes
>40 low yes fair yes
>40 low yes excellent no
31…40 low yes excellent yes
<=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

10
 Algorithm for Decision Tree Induction
 Basic algorithm (a greedy algorithm)
 Tree is constructed in a top-down recursive divide-and-

conquer manner
 At start, all the training examples are at the root

 Attributes are categorical (if continuous-valued, they are

discretized in advance)
 Examples are partitioned recursively based on selected

attributes
 Test attributes are selected on the basis of a heuristic or

statistical measure (e.g., information gain)

 Conditions for stopping partitioning
 All samples for a given node belong to the same class

 There are no remaining attributes for further partitioning –

majority voting is employed for classifying the leaf

 There are no samples left
11
Algorithm (In Detail)

12
Brief Review of Entropy

m=2

13
 Attribute Selection Measure:
Information Gain (ID3/C4.5)
 Select the attribute with the highest information gain
 Let pi be the probability that an arbitrary tuple in D belongs to
class Ci, estimated by |Ci, D|/|D|
 Expected information (entropy) needed to classify
m a tuple in D:
Info( D)   pi log 2 ( pi )
i 1
 Information needed (after using A to split D into v partitions) to
v | D |
classify D:
Info A ( D )  
j
 Info( D j )
j 1 | D |

 Information gained by branching on attribute A

Gain(A)  Info(D)  Info A(D)
14
 Attribute Selection: Information Gain
 Class P: buys_computer = “yes” 5 4
Infoage ( D )  I (2,3)  I (4,0)
 Class N: buys_computer = “no” 14 14
9 9 5 5 5
Info( D)  I (9,5)   log 2 ( )  log 2 ( ) 0.940  I (3,2)  0.694
14 14 14 14 14
age pi ni I(p i, n i) 5
<=30 2 3 0.971 I (2,3)means “age <=30” has 5 out of
14
31…40 4 0 0 14 samples, with 2 yes’es and 3
>40 3 2 0.971 no’s. Hence
age
<=30
income student credit_rating
high no fair
buys_computer
no
Gain(age)  Info( D )  Infoage ( D )  0.246
<=30 high no excellent no
31…40 high no fair yes
>40 medium no fair yes Similarly,
>40 low yes fair yes

Gain(income)  0.029
>40 low yes excellent no
31…40 low yes excellent yes
<=30 medium no fair no
<=30
>40
low
medium
yes
yes
fair
fair
yes
yes
Gain( student )  0.151
<=30
31…40
medium
medium
yes
no
excellent
excellent
yes
yes Gain(credit _ rating )  0.048
31…40 high yes fair yes
>40 medium no excellent no 15
 Computing Information-Gain for
Continuous-Valued Attributes
 Let attribute A be a continuous-valued attribute
 Must determine the best split point for A
 Sort the value A in increasing order
 Typically, the midpoint between each pair of adjacent values
is considered as a possible split point
 (ai+ai+1)/2 is the midpoint between the values of ai and ai+1
 The point with the minimum expected information
requirement for A is selected as the split-point for A
 Split:
 D1 is the set of tuples in D satisfying A ≤ split-point, and D2 is
the set of tuples in D satisfying A > split-point
16
 Gain Ratio for Attribute Selection (C4.5)
 Information gain measure is biased towards attributes with a
large number of values
 C4.5 (a successor of ID3) uses gain ratio to overcome the
problem (normalization to information gain)
v | Dj | | Dj |
SplitInfo A ( D)    log 2 ( )
j 1 |D| |D|
 GainRatio(A) = Gain(A)/SplitInfo(A)
 Ex.

 gain_ratio(income) = 0.029/1.557 = 0.019

 The attribute with the maximum gain ratio is selected as the
splitting attribute
17
 Gini Index (CART, IBM
IntelligentMiner)
 If a data set D contains examples from n classes, gini index, gini(D)
is defined as n 2
gini( D)  1  p j
j 1
where pj is the relative frequency of class j in D
 If a data set D is split on A into two subsets D1 and D2, the gini
index gini(D) is defined as |D | |D |
gini A ( D)  1 gini( D1)  2 gini( D 2)
|D| |D|
 Reduction in Impurity:
gini( A)  gini( D)  giniA ( D)
 The attribute provides the smallest ginisplit(D) (or the largest
reduction in impurity) is chosen to split the node (need to
enumerate all the possible splitting points for each attribute)
18
 Computation of Gini Index
 Ex. D has 9 tuples in buys_computer = “yes”
2
and
2
5 in “no”
9 5
gini ( D)  1        0.459
 14   14 
 Suppose the attribute income partitions D into 10 in D1: {low,
 10  4
medium} and 4 in D2 giniincome{low,medium} ( D)   14 Gini( D1 )   14 Gini( D2 )
   

Gini{low,high} is 0.458; Gini{medium,high} is 0.450. Thus, split on the

{low,medium} (and {high}) since it has the lowest Gini index
 All attributes are assumed continuous-valued
 May need other tools, e.g., clustering, to get the possible split
values
 19
 Comparing Attribute Selection Measures

 The three measures, in general, return good results but

 Information gain:
 biased towards multivalued attributes
 Gain ratio:
 tends to prefer unbalanced splits in which one partition is
much smaller than the others
 Gini index:
 biased to multivalued attributes
 has difficulty when # of classes is large
 tends to favor tests that result in equal-sized partitions
and purity in both partitions
20
 Other Attribute Selection Measures
 CHAID: a popular decision tree algorithm, measure based on χ2 test for
independence
 C-SEP: performs better than info. gain and gini index in certain cases
 G-statistic: has a close approximation to χ2 distribution
 MDL (Minimal Description Length) principle (i.e., the simplest solution is
preferred):
 The best tree as the one that requires the fewest # of bits to both (1)
encode the tree, and (2) encode the exceptions to the tree
 Multivariate splits (partition based on multiple variable combinations)
 CART: finds multivariate splits based on a linear comb. of attrs.
 Which attribute selection measure is the best?
 Most give good results, none is significantly superior than others
21
 Overfitting and Tree Pruning
 Overfitting: An induced tree may overfit the training data
 Too many branches, some may reflect anomalies due to

noise or outliers
 Poor accuracy for unseen samples

 Two approaches to avoid overfitting

 Prepruning: Halt tree construction early ̵ do not split a node

if this would result in the goodness measure falling below a

threshold
 Difficult to choose an appropriate threshold

 Postpruning: Remove branches from a “fully grown” tree—

get a sequence of progressively pruned trees

 Use a set of data different from the training data to

decide which is the “best pruned tree” 22

Pruning

23
Repetition and Replication Problems in Decision
Trees

24
Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
25
 Bayesian Classification: Why?
 A statistical classifier: performs probabilistic prediction, i.e.,
predicts class membership probabilities
 Foundation: Based on Bayes’ Theorem.
 Performance: A simple Bayesian classifier, naïve Bayesian
classifier, has comparable performance with decision tree and
selected neural network classifiers
 Incremental: Each training example can incrementally
increase/decrease the probability that a hypothesis is correct —
prior knowledge can be combined with observed data
 Standard: Even when Bayesian methods are computationally
intractable, they can provide a standard of optimal decision
making against which other methods can be measured
26
 Bayes’ Theorem: Basics
M
 Total probability Theorem: P(B)   P(B | A )P( A )
i i
i 1

 Bayes’ Theorem: P( H | X)  P(X | H ) P( H )  P(X | H ) P( H ) / P(X)

P(X)
 Let X be a data sample (“evidence”): class label is unknown
 Let H be a hypothesis that X belongs to class C
 Classification is to determine P(H|X), (i.e., posteriori probability): the
probability that the hypothesis holds given the observed data sample X
 P(H) (prior probability): the initial probability
 E.g., X will buy computer, regardless of age, income, …

 P(X): probability that sample data is observed

 P(X|H) (likelihood): the probability of observing the sample X, given that
the hypothesis holds
 E.g., Given that X will buy computer, the prob. that X is 31..40,

medium income
27
 Prediction Based on Bayes’ Theorem
 Given training data X, posteriori probability of a hypothesis H,
P(H|X), follows the Bayes’ theorem

P(H | X)  P(X | H ) P( H )  P(X | H ) P( H ) / P(X)

P(X)
 Informally, this can be viewed as
posteriori = likelihood x prior/evidence
 Predicts X belongs to Ci iff the probability P(Ci|X) is the highest
among all the P(Ck|X) for all the k classes
 Practical difficulty: It requires initial knowledge of many
probabilities, involving significant computational cost
28
Classification Is to Derive the Maximum Posteriori
 Let D be a training set of tuples and their associated class
labels, and each tuple is represented by an n-D attribute vector
X = (x1, x2, …, xn)
 Suppose there are m classes C1, C2, …, Cm.
 Classification is to derive the maximum posteriori, i.e., the
maximal P(Ci|X)
 This can be derived from Bayes’ theorem
P(X | C )P(C )
P(C | X)  i i
i P(X)

 Since P(X) is constant for all classes, only

P(C | X)  P(X | C )P(C )
i i i
needs to be maximized

29
 Naïve Bayes Classifier
 A simplified assumption: attributes are conditionally
independent (i.e., no dependence relation between attributes):
n
P( X | C i )   P( x | C i )  P( x | C i )  P( x | C i )  ... P( x | C i )
k 1 2 n
 This greatly reduces the computation cost: Only counts the
k  1
class distribution
 If Ak is categorical, P(xk|Ci) is the # of tuples in Ci having value xk
for Ak divided by |Ci, D| (# of tuples of Ci in D)
 If Ak is continous-valued, P(xk|Ci) is usually computed based on
Gaussian distribution with a mean μ and standard deviation σ
( x )2
1 
and P(xk|Ci) is g ( x,  ,  )  e 2 2
2 

P ( X | C i )  g ( xk ,  Ci ,  Ci )
30
 Naïve Bayes Classifier: Training Dataset
age income studentcredit_rating
buys_compu
<=30 high no fair no
Class: <=30 high no excellent no
C1:buys_computer = ‘yes’ 31…40 high no fair yes
C2:buys_computer = ‘no’ >40 medium no fair yes
>40 low yes fair yes
>40 low yes excellent no
Data to be classified:
31…40 low yes excellent yes
X = (age <=30,
<=30 medium no fair no
Income = medium, <=30 low yes fair yes
Student = yes >40 medium yes fair yes
Credit_rating = Fair) <=30 medium yes excellent yes
31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no
31
 Naïve Bayes Classifier: An Example age income studentcredit_rating
buys_comp
<=30 high no fair no
<=30 high no excellent no
31…40 high no fair yes
 P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643 >40
>40
>40
medium
low
low
no fair
yes fair
yes excellent
yes
yes
no

P(buys_computer = “no”) = 5/14= 0.357 31…40

<=30
low
medium
yes excellent
no fair
yes
no
<=30 low yes fair yes
 Compute P(X|Ci) for each class >40
<=30
medium yes fair
medium yes excellent
yes
yes
31…40 medium no excellent yes

P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222 31…40

>40
high
medium
yes fair
no excellent
yes
no

P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6

P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444
P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4
P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667
P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2
P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667
P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4
 X = (age <= 30 , income = medium, student = yes, credit_rating = fair)
P(X|Ci) : P(X|buys_computer = “yes”) = 0.222 x 0.444 x 0.667 x 0.667 = 0.044
P(X|buys_computer = “no”) = 0.6 x 0.4 x 0.2 x 0.4 = 0.019
P(X|Ci)*P(Ci) : P(X|buys_computer = “yes”) * P(buys_computer = “yes”) = 0.028
P(X|buys_computer = “no”) * P(buys_computer = “no”) = 0.007
Therefore, X belongs to class (“buys_computer = yes”) 32
 Avoiding the Zero-Probability Problem
 Naïve Bayesian prediction requires each conditional prob. be
non-zero. Otherwise, the predicted prob. will be zero
n
P( X | C i)   P( x k | C i)
k 1
 Ex. Suppose a dataset with 1000 tuples, income=low (0),
income= medium (990), and income = high (10)
 Use Laplacian correction (or Laplacian estimator)
 Adding 1 to each case

Prob(income = low) = 1/1003

Prob(income = medium) = 991/1003
Prob(income = high) = 11/1003
 The “corrected” prob. estimates are close to their

“uncorrected” counterparts 33
 Naïve Bayes Classifier: Comments
 Advantages
 Easy to implement

 Good results obtained in most of the cases

 Disadvantages
 Assumption: class conditional independence, therefore loss of

accuracy
 Practically, dependencies exist among variables

 E.g., hospitals: patients: Profile: age, family history, etc.

Symptoms: fever, cough etc., Disease: lung cancer,

diabetes, etc.
 Dependencies among these cannot be modeled by Naïve

Bayes Classifier
 How to deal with these dependencies? Bayesian Belief Networks
(Chapter 9)
34
 Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
35
 Rule-Based Classification
 Learned Model is represented in the form of if-then
rules
 Rules are generated either by
 Decision Tree Induction
 Or Directly from training data using sequential
covering algorithm
 IF condition THEN conclusion
 If the condition in rule antecedent holds true for a
given tuple, we say the rule antecedent is satisfied and
that the rule covers the tuple

36
 Using IF-THEN Rules for Classification
 Represent the knowledge in the form of IF-THEN rules
R: IF age = youth AND student = yes THEN buys_computer = yes
 Rule antecedent/precondition vs. rule consequent

 Assessment of a rule: coverage and accuracy

 n
covers = # of tuples covered by R

 ncorrect = # of tuples correctly classified by R

coverage(R) = ncovers /|D| /* D: training data set */
accuracy(R) = ncorrect / ncovers
 For above rule the coverage is s2/14 and accuracy is 2/2=100%

37
 Using IF-THEN Rules for Classification
 If more than one rule are triggered, need conflict resolution
 Size ordering: assign the highest priority to the triggering rules that has

the “toughest” requirement (i.e., with the most attribute tests)

 Class-based ordering: decreasing order of prevalence or misclassification

cost per class

 Rule-based ordering (decision list): rules are organized into one long

priority list, according to some measure of rule quality or by experts

38
 Rule Extraction from a Decision Tree
 Rules are easier to understand than large
trees age?
 One rule is created for each path from the <=30 31..40 >40
root to a leaf student? credit rating?
yes
 Each attribute-value pair along a path forms a
no yes excellent fair
conjunction: the leaf holds the class
no yes no yes
prediction
 Rules are mutually exclusive and exhaustive
 Example: Rule extraction from our buys_computer decision-tree
IF age = <=30 AND student = no THEN buys_computer = no
IF age = <=30 AND student = yes THEN buys_computer = yes
IF age = 31…40 THEN buys_computer = yes
IF age = >=40 AND credit_rating = excellent THEN buys_computer = no
IF age = >=40 AND credit_rating = fair THEN buys_computer = yes
39
Rule Induction: Sequential Covering Method
 Sequential covering algorithm: Extracts rules directly from training
data
 Typical sequential covering algorithms: FOIL, AQ, CN2, RIPPER
 Rules are learned sequentially, each for a given class Ci will cover
many tuples of Ci but none (or few) of the tuples of other classes
 Steps:
 Rules are learned one at a time

 Each time a rule is learned, the tuples covered by the rules are

removed
 Repeat the process on the remaining tuples until termination

condition, e.g., when no more training examples or when the

quality of a rule returned is below a user-specified threshold
 Comp. w. decision-tree induction: learning a set of rules
simultaneously
40
Sequential Covering

41
How are rules learned?

42
 Sequential Covering Algorithm

while (enough target tuples left)

generate a rule
remove positive target tuples satisfying this rule

Examples covered
Examples covered by Rule 2
by Rule 1 Examples covered
by Rule 3

Positive
examples

43
Is Coverage Good Rule Quality Measure

Coverage alone is also not enough

44
 Rule Generation
 To generate a rule
while(true)
find the best predicate p
if foil-gain(p) > threshold then add p to current rule
else break

A3=1&&A1=2
A3=1&&A1=2
&&A8=5A3=1

Positive Negative
examples examples

45
 How to Learn-One-Rule?
 R: If condition Then C
 R’=If condition’ then C where condition’ is condition with new
attribute test added
 Rule-Quality measures: consider both coverage and accuracy
 Foil-gain (in FOIL & RIPPER): assesses info_gain by extending

condition pos ' pos

FOIL _ Gain  pos '(log 2  log 2 )
pos ' neg ' pos  neg
 favors rules that have high accuracy and cover many positive tuples
 CN2 uses entropy together with likelihood ratio, FOIL’s information
gain is used by RIPPER

46
 Rule pruning based on an independent set of test tuples
pos  neg
FOIL _ Prune( R) 
pos  neg
Pos/neg are # of positive/negative tuples covered by R.
If FOIL_Prune is higher for the pruned version of R, prune
R

 Rule pruning is started with most recently added

conjunct. Conjuncts are pruned as long as that results in
improvement

47
Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
48
 Model Evaluation and Selection
 Evaluation metrics: How can we measure accuracy? Other
metrics to consider?
 Use validation test set of class-labeled tuples instead of
training set when assessing accuracy
 Methods for estimating a classifier’s accuracy:
 Holdout method, random subsampling
 Cross-validation
 Bootstrap
 Comparing classifiers:
 Confidence intervals
 Cost-benefit analysis and ROC Curves
49
 Classifier Evaluation Metrics: Confusion
Matrix
Confusion Matrix:
Actual class\Predicted class C1 ¬ C1
C1 True Positives (TP) False Negatives (FN)
¬ C1 False Positives (FP) True Negatives (TN)

Example of Confusion Matrix:

Actual class\Predicted buy_computer buy_computer Total
class = yes = no
buy_computer = yes 6954 46 7000
buy_computer = no 412 2588 3000
Total 7366 2634 10000
 Given m classes, an entry, CMi,j in a confusion matrix indicates
# of tuples in class i that were labeled by the classifier as class j
 May have extra rows/columns to provide totals
50
 Classifier Evaluation Metrics: Accuracy,
Error Rate, Sensitivity and Specificity
A\P C ¬C  Class Imbalance Problem:
C TP FN P  One class may be rare, e.g.
¬C FP TN N
fraud, or HIV-positive
P’ N’ All
 Significant majority of the

 Classifier Accuracy, or negative class and minority of

recognition rate: percentage of the positive class
test set tuples that are correctly  Sensitivity: True Positive
classified recognition rate
Accuracy = (TP + TN)/All  Sensitivity = TP/P

 Error rate: 1 – accuracy, or  Specificity: True Negative

Error rate = (FP + FN)/All recognition rate

 Specificity = TN/N

51
 Classifier Evaluation Metrics:
Precision and Recall, and F-measures
 Precision: exactness – what % of tuples that the classifier
labeled as positive are actually positive

 Recall: completeness – what % of positive tuples did the

classifier label as positive?
 Perfect score is 1.0
 Inverse relationship between precision & recall
 F measure (F1 or F-score): harmonic mean of precision and
recall,

 Fß: weighted measure of precision and recall

 The beta parameter determines the weight of precision in the combined score.

52
 Fβ
 The F-beta score is the weighted harmonic mean of
precision and recall, reaching its optimal value at 1 and
its worst value at 0.
 The beta parameter determines the weight of
precision in the combined score. beta < 1 lends more
weight to precision, while beta > 1 favors recall (beta
-> 0 considers only precision, beta -> inf only recall).

53
 Eveny Distributed Classes and
Imbalanced Classes
 Accuracy measure – If data classes are fairly evenly
distributed
 Sensitivity (recall) , specificity, precisison, F, F-beta for
class imbalance problem- especially when the main
class of interest is rare

54
 Classifier Evaluation Metrics: Example

Actual Class\Predicted class cancer = yes cancer = no Total Recognition(%)

cancer = yes 90 210 300 30.00 (sensitivity
cancer = no 140 9560 9700 98.56 (specificity)
Total 230 9770 10000 96.40 (accuracy)
 Precision = 90/230 = 39.13% Recall = 90/300 = 30.00%

55
 Evaluating Classifier Accuracy:
Holdout & Cross-Validation Methods

 Holdout method
 Given data is randomly partitioned into two independent

sets
 Training set (e.g., 2/3) for model construction

 Test set (e.g., 1/3) for accuracy estimation

56
 Evaluating Classifier Accuracy:
Holdout & Cross-Validation Methods
 Random sampling: a variation of holdout
 Repeat holdout k times, accuracy = avg. of the accuracies

obtained
 Cross-validation (k-fold, where k = 10 is most popular)
 Randomly partition the data into k mutually exclusive subsets,

each approximately equal size


At i-th iteration, use Di as test set and others as training set
 Leave-one-out: k folds where k = # of tuples, for small sized

data
 *Stratified cross-validation*: folds are stratified so that class

dist. in each fold is approx. the same as that in the initial data

57
Evaluating Classifier Accuracy: Bootstrap
 Bootstrap
 Works well with small data sets
 Samples the given training tuples uniformly with replacement
 i.e., each time a tuple is selected, it is equally likely to be selected
again and re-added to the training set
 Several bootstrap methods, and a common one is .632 boostrap
 A data set with d tuples is sampled d times, with replacement, resulting in
a training set of d samples. The data tuples that did not make it into the
training set end up forming the test set. About 63.2% of the original data
end up in the bootstrap, and the remaining 36.8% form the test set (since
(1 – 1/d)d ≈ e-1 = 0.368)
 Repeat the sampling procedure k times, overall accuracy of the model:

58
Model Selection: ROC Curves
 ROC (Receiver Operating
Characteristics) curves: for visual
comparison of classification models
 Originated from signal detection theory
 Shows the trade-off between the true
positive rate and the false positive rate
 The area under the ROC curve is a
 Vertical axis
measure of the accuracy of the model represents the true
positive rate
 Rank the test tuples in decreasing  Horizontal axis rep.
order: the one that is most likely to the false positive rate
belong to the positive class appears at  The plot also shows a
the top of the list diagonal line
 The closer to the diagonal line (i.e., the  A model with perfect
closer the area is to 0.5), the less accuracy will have an
accurate is the model area of 1.0
59
ROC Curve contd.

60
ROC Curve contd.

61
 Issues Affecting Model Selection
 Accuracy
 classifier accuracy: predicting class label
 Speed
 time to construct the model (training time)
 time to use the model (classification/prediction time)
 Robustness: handling noise and missing values
 Scalability: efficiency in disk-resident databases
 Interpretability
 understanding and insight provided by the model
 Other measures, e.g., goodness of rules, such as decision tree
size or compactness of classification rules
62
 Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
63
Ensemble Methods: Increasing the Accuracy

 Ensemble methods
 Use a combination of models to increase accuracy

 Combine a series of k learned models, M , M , …, M , with

1 2 k
the aim of creating an improved model M*
 Popular ensemble methods
 Bagging: averaging the prediction over a collection of

classifiers
 Boosting: weighted vote with a collection of classifiers

 Ensemble: combining a set of heterogeneous classifiers

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 Ensemble Methods
 Ensembles yield better results when there is significant
diversity among models.
 The classifiers should perform better than random
guessing
 Each base classifier can be allocated to a different CPU
and so ensembles are parallelizable

65
Decisison Boundary with Ensemble Methods

66
 Bagging: Boostrap Aggregation
 Analogy: Diagnosis based on multiple doctors’ majority vote
 Training
 Given a set D of d tuples, at each iteration i, a training set D of d tuples
i
is sampled with replacement from D (i.e., bootstrap)
 A classifier model M is learned for each training set D
i i

 Classification: classify an unknown sample X

 Each classifier M returns its class prediction
i
 The bagged classifier M* counts the votes and assigns the class with the
most votes to X
 Prediction: can be applied to the prediction of continuous values by taking
the average value of each prediction for a given test tuple
 Accuracy
 Often significantly better than a single classifier derived from D

 For noise data: not considerably worse, more robust

 Proved improved accuracy in prediction

67
 Boosting
 Analogy: Consult several doctors, based on a combination of
weighted diagnoses—weight assigned based on the previous
diagnosis accuracy
 How boosting works?
 Weights are assigned to each training tuple
 A series of k classifiers is iteratively learned
 After a classifier Mi is learned, the weights are updated to allow
the subsequent classifier, Mi+1, to pay more attention to the
training tuples that were misclassified by Mi
 The final M* combines the votes of each individual classifier,
where the weight of each classifier's vote is a function of its
accuracy
 Boosting algorithm can be extended for numeric prediction
 Comparing with bagging: Boosting tends to have greater accuracy,
but it also risks overfitting the model to misclassified data
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 Adaboost (Freund and Schapire, 1997)
 Given a set of d class-labeled tuples, (X1, y1), …, (Xd, yd)
 Initially, all the weights of tuples are set the same (1/d)
 Generate k classifiers in k rounds. At round i,
 Tuples from D are sampled (with replacement) to form a training set
Di of the same size
 Each tuple’s chance of being selected is based on its weight
 A classification model Mi is derived from Di
 Its error rate is calculated using Di as a test set
 If a tuple is misclassified, its weight is increased, o.w. it is decreased
 Error rate: err(Xj) is the misclassification error of tuple Xj. Classifier Mi
error rate is the sum of the weights d of the misclassified tuples:
error ( M i )   w j  err ( X j )
j

1  error ( M i )
 The weight of classifier Mi’s vote is log
error ( M i )
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 Random Forest (Breiman 2001)
 Random Forest:
 Each classifier in the ensemble is a decision tree classifier and is

generated using a random selection of attributes at each node to

determine the split
 During classification, each tree votes and the most popular class is

returned
 Two Methods to construct Random Forest:
 Forest-RI (random input selection): Randomly select, at each node, F

attributes as candidates for the split at the node. The CART methodology
is used to grow the trees to maximum size
 Forest-RC (random linear combinations): Creates new attributes (or

features) that are a linear combination of the existing attributes

(reduces the correlation between individual classifiers)
 Comparable in accuracy to Adaboost, but more robust to errors and outliers
 Insensitive to the number of attributes selected for consideration at each
split, and faster than bagging or boosting
70
 Random Forest Contd.
 Generalization error for a forest converges as long as
the number of trees in the forest is large (overfitting is
not a problem)
 Accuracy depends on
 Strength of individual classifier
 Measure of dependence between them
 The number of attributes selected at a node is logd+1

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 Classification of Class-Imbalanced Data Sets
 Class-imbalance problem: Rare positive example but numerous
negative ones, e.g., medical diagnosis, fraud, oil-spill from satellite
radar images, fault, etc.
 Traditional methods assume a balanced distribution of classes and
equal error costs: not suitable for class-imbalanced data
 Typical methods for imbalance data in 2-class classification:
 Oversampling: re-sampling of data from positive class

 Under-sampling: randomly eliminate tuples from negative class

 Threshold-moving: moves the decision threshold, t, so that the

rare class tuples are easier to classify, and hence, less chance of
costly false negative errors
 Ensemble techniques: Ensemble multiple classifiers introduced

above
 Still difficult for class imbalance problem on multiclass tasks
72
 Chapter 8. Classification: Basic Concepts

 Classification: Basic Concepts

 Decision Tree Induction
 Bayes Classification Methods
 Rule-Based Classification
 Model Evaluation and Selection
 Techniques to Improve Classification Accuracy:
Ensemble Methods
 Summary
73
 Summary (I)
 Classification is a form of data analysis that extracts models
describing important data classes.
 Effective and scalable methods have been developed for decision
tree induction, Naive Bayesian classification, rule-based
classification, and many other classification methods.
 Evaluation metrics include: accuracy, sensitivity, specificity,
precision, recall, F measure, and Fß measure.
 Stratified k-fold cross-validation is recommended for accuracy
estimation. Bagging and boosting can be used to increase overall
accuracy by learning and combining a series of individual models.

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 Summary (II)

 Significance tests and ROC curves are useful for model selection.
 There have been numerous comparisons of the different
classification methods; the matter remains a research topic
 No single method has been found to be superior over all others
for all data sets
 Issues such as accuracy, training time, robustness, scalability,
and interpretability must be considered and can involve trade-
offs, further complicating the quest for an overall superior
method

75
 Predictor Error Measures

 Measure predictor accuracy: measure how far off the predicted value is from
the actual known value
 Loss function: measures the error betw. yi and the predicted value yi’
 Absolute error: | yi – yi’|
 Squared error: (yi – yi’)2
 Test error (generalization error):
d the average loss over the test setd
| y i  yi ' | (y i  yi ' ) 2
 Mean absolute error: i 1 Mean squared error: i 1

d d
d
d

| y i  yi ' |  ( yi  yi ' ) 2
i 1
 Relative absolute error: i 1
d Relative squared error: d
| y
i 1
i y|
(y
i 1
i  y)2

The mean squared-error exaggerates the presence of outliers

Popularly use (square) root mean-square error, similarly, root relative
squared error
76