COMP9318: Data Warehousing and Data Mining 1
COMP9318: Data Warehousing
and Data Mining
L3: Data Preprocessing and Data Cleaning
COMP9318: Data Warehousing and Data Mining 2
n Why preprocess the data?
COMP9318: Data Warehousing and Data Mining 3
Why Data Preprocessing?
n Data in the real world is dirty
n incomplete: lacking attribute values, lacking certain
attributes of interest, or containing only aggregate
data
n e.g., occupation=
n noisy: containing errors or outliers
n e.g., Salary=-10
n inconsistent: containing discrepancies in codes or
names
n e.g., Age=42 Birthday=03/07/1997
n e.g., Was rating 1,2,3, now rating A, B, C
n e.g., discrepancy between duplicate records
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Why Is Data Dirty?
n Incomplete data comes from
n n/a data value when collected
n different consideration between the time when the data was
collected and when it is analyzed.
n human/hardware/software problems
n Noisy data comes from the process of data
n collection
n entry
n transmission
n Inconsistent data comes from
n Different data sources
n Functional dependency violation
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Why Is Data Preprocessing Important?
n No quality data, no quality mining results!
n Quality decisions must be based on quality data
n e.g., duplicate or missing data may cause incorrect or even
misleading statistics.
n Data warehouse needs consistent integration of quality
data
n Data extraction, cleaning, and transformation comprises
the majority of the work of building a data warehouse.
Bill Inmon
n Also a critical step for data mining.
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Major Tasks in Data Preprocessing
n Data cleaning
n Fill in missing values, smooth noisy data, identify or remove
outliers, and resolve inconsistencies
n Data integration
n Integration of multiple databases, data cubes, or files
n Data transformation
n Normalization and aggregation
n Data reduction
n Obtains reduced representation in volume but produces the
same or similar analytical results
n Data discretization & Data Type Conversion
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n Data cleaning
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Data Cleaning
n Importance
n Data cleaning is one of the three biggest problems
in data warehousingRalph Kimball
n Data cleaning is the number one problem in data
warehousingDCI survey
n Data cleaning tasks
n Fill in missing values
n Identify outliers and smooth out noisy data
n Correct inconsistent data
n Resolve redundancy caused by data integration
9
Missing Data
n Data is not always available
n E.g., many tuples have no recorded value for several
attributes, such as customer income in sales data
n Missing data may be due to
n equipment malfunction
n inconsistent with other recorded data and thus deleted
n data not entered due to misunderstanding
n certain data may not be considered important at the time of
entry
n not register history or changes of the data
n Missing data may need to be inferred.
n Many algorithms need a value for all attributes
n Tuples with missing values may have different true values
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How to Handle Missing Data?
n Ignore the tuple: usually done when class label is missing (assuming
the tasks in classificationnot effective when the percentage of
missing values per attribute varies considerably.
n Fill in the missing value manually: tedious + infeasible?
n Fill in it automatically with
n a global constant : e.g., unknown, a new class?!
n the attribute mean
n the attribute mean for all samples belonging to the same class:
smarter
n the most probable value: inference-based such as Bayesian
formula or decision tree
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Noisy Data
n Noise: random error or variance in a measured variable
n Incorrect attribute values may due to
n faulty data collection instruments
n data entry problems
n data transmission problems
n technology limitation
n inconsistency in naming convention
n Other data problems which requires data cleaning
n duplicate records
n incomplete data
n inconsistent data
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How to Handle Noisy Data?
n Binning method:
n first sort data and partition into (equi-depth) bins
n then one can smooth by bin means,smooth by bin
median, smooth by bin boundaries, etc.
n Clustering
n detect and remove outliers
n Combined computer and human inspection
n detect suspicious values and check by human (e.g.,
deal with possible outliers)
n Regression
n smooth by fitting the data into regression functions
To be
discussed in
discretization
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Regression
X1
X2
X2 = 1.1X1 + 0.7
2
6
2.9
Suburb #Residents Usage Charge
Kingsford 2 1502 3047
Kensington 3 987 265.6
Maroubra 1 568 198.3
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n Data integration and transformation
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Data Integration
n Data integration:
n combines data from multiple sources into a coherent
store
n Schema integration
n integrate metadata from different sources
n Entity identification problem: identify real world entities
from multiple data sources, e.g., A.cust-id B.cust-#
n Detecting and resolving data value conflicts
n for the same real world entity, attribute values from
different sources are different
n possible reasons: different representations, different
scales, e.g., metric vs. British units
Example
n Data source 1:
n Book(bid, title, isbn)
n Author(aid, fname, lname, birthdate)
n Writes(bid, aid, order)
n Data source 2:
n Book(isbn, title, year, author1, author2, ,
author10)
n Data source 3:
n Author(name, bornInYear, description, book1,
book2, , book5)
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Handling Redundancy in Data Integration
n Redundant data occur often when integration of multiple
databases
n The same attribute may have different names in
different databases
n One attribute may be a derived attribute in another
table, e.g., annual revenue
n Redundant data may be able to be detected by
correlational analysis
n Careful integration of the data from multiple sources may
help reduce/avoid redundancies and inconsistencies and
improve mining speed and quality
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Data Transformation
n Smoothing: remove noise from data
n Aggregation: summarization, data cube construction
n Generalization: concept hierarchy climbing
n Normalization: scaled to fall within a small, specified
range
n min-max normalization
n z-score normalization
n normalization by decimal scaling
n Attribute/feature construction
n New attributes constructed from the given ones
Also see other transformations later in the Clustering part
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Data Transformation: Normalization
n min-max normalization
n z-score normalization
n normalization by decimal scaling
min
( _ max _min ) _min
max min
A
A A A
A A
v
v new new new
= +
j
v
v
10
= Where j is the smallest integer such that max( ) 1v <MinMaxScaler StandardScaler; sklearn uses biased variance estimate In scikit-learn, they are called Scaling.Normalization means converting vectors to unit vectors. COMP9318: Data Warehousing and Data Mining 20 n Data reduction 21 Data Reduction Strategies n Modern datasets may be very large n Ratings of millions of customers on millions of items n Many ML algorithms have high time and space complexities. n Even learned models could be very large.n E.g., learned word embeddings (300 dims) for 1M words at least 1.2GB memory n Data reductionn Obtain a reduced representation of the data set that is much smaller in volume but yet produce the same (or almost the same) analytical results n Data reduction strategies n Dimensionality reductionremove unimportant attributes n Data Compression n Numerosity reductionfit data into models n Discretization and concept hierarchy generation High-dimensional Features n It is common for many datasets to contain many features n More is better at data capturing/creation n 561 features for human activity recognition using smartphone dataset: https://archive.ics.uci.edu/ml/datasets/Human+Activity+Recognition+Using+Smartphones n GIST: 128 dimensional feature n Mandated by some model n A document is converted into a high-dimensional feature vector. #dims = |vocabulary| COMP9318: Data Warehousing and Data Mining 22 The Curse of Dimensionalityn Data in only one dimension is relatively packed n Adding a dimension stretches thepoints across that dimension, making them further apart n Adding more dimensions will make the points further aparthigh dimensional data is extremely sparse hard to learn n Distance measure tends to become meaningless (graphs from Parsons et al. KDD Explorations 2004) High-dimensional spacen High-dimensional space is totally different from low-dimensional space (e.g., 3D) n Many counter-intuitive facts about the high-dimensional space n Two random vectors are almost surely orthogonal n Random sample n points within a unit hypercube most points are on a thin layer of the surface (annulus) 24 http://www.visiondummy.com/2014/04/curse-dimensionality-affect-classification/ Goals n Reduce dimensionality of the data, yet still maintain the meaningfulness of the data Dimensionality reduction n Dataset X consisting of n points in a d-dimensional space n Data point xi Rd (d-dimensional real vector): xi = [xi1, xi2,, xid]T n Dimensionality reduction methods: n Feature selection: choose a subset of the features n Feature extraction: create new features by combining new onesCOMP9318: Data Warehousing and Data Mining 27 Feature Selection n Feature selection (i.e., attribute subset selection): n Select a minimum set of features such that the probability distribution of different classes given the values for those features is as close as possible to the original distribution given the values of all features n reduce # of patterns in the patterns, easier to understand n Heuristic methods (due to exponential # of choices): n step-wise forward selection n step-wise backward elimination n combining forward selection and backward elimination n decision-tree induction COMP9318: Data Warehousing and Data Mining 28 Heuristic Feature Selection Methods n There are 2d possible sub-features of d features n Several heuristic feature selection methods: n Best single features under the feature independence assumption: choose by significance tests. n Best step-wise feature selection:n The best single-feature is picked first n Then next best feature condition to the first, … n Step-wise feature elimination: n Repeatedly eliminate the worst feature n Best combined feature selection and elimination: n Optimal branch and bound: n Use feature elimination and backtracking 29 n Original dataset: N d-dimensional vectors X = {xi}i=1..n n Find k dorthogonal basis vectors that can be best used to represent data n Preserves maximum information (i.e., variance under the orthogonal constraint) if projected onto these k basis vectors n Reduced data set: Project each xi to the k basis vectors (aka., principal components) n xi = [b1bk]T xin X = [b1bk]T X (en masse) n Closed related to Singular Vector Decomposition (SVD) Principal Component Analysis (PCA)b1 b2 bk x1 x2 x3 Projection 30 https://gist.github.com/anonymous/7d888663c6ec679ea65428715b99bfdd n bT x: projection of x onto the basis vector b n What about x = BT x, where B consists of another set of d-dim basis vectors? JL Lemma n Johnson-Lindenstrauss Flattening Lemma 84:n Given >0, and an integer n, let k be a positive
integer such that k k0=O(-2 logn). For every
set X of n points in Rd there exists F: Rd Rk
such that for all xi, xj in X
n What is the intuitive interpretation of the Lemma?
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kF (xi) F (xj)k2 2 (1 )kxi xjk2
Distributional JL Lemma
n Given in (0, ], > 0, there is a random linear
mapping F: Rd Rk with k = O(-2 log-1) such
that for any unit vector x in Rd,
n Take = n-2, so k = O(-2 log(n)), and then for
for all xi, xj X,
n Hence, by a simple union bound, the same
statement holds for allpairs from X
simultaneously with probability at least .
n There exists a deterministic linear mapping which is an
approximate isometry. Why/How?
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Pr[kF (x)k2 2 1 ] 1
Pr[kF (xi) F (xj)k2 2 (1 )kxi xjk2] 1
1
n
2
n
2
Explicit Mapping
n F(x) = k- * Ux, where Uij ~ N(0, 1), i.e., i.i.d. samples
from the standard Gaussian distribution.
33
yj = hUj , xi =
dX
i=1
xiUij N (0, kxk2)
kyk2 kxk2 2k
U*1
U*1
U*k
x F(x) =y1 y2 yk
=
V ar[kyk2] = 2k
if z 2k
Quick proof:
Concentration bound of chisquared distribution:
Pr[|
z
k
1| < “] 1 exp316k”2E[kyk2] = kxk2 kApproximating Inner Product34 n 20 news groups n Origin dim: 5000COMP9318: Data Warehousing and Data Mining 35 Non-linear Dimensionality Reduction n There are many advanced non-linear dimensionality reduction methods n Hypothesis: real high-dimensional data live in a manifold with low intrinsic dimensionality Digits dataset (d = 64, Class = 0..5) COMP9318: Data Warehousing and Data Mining 36 PCA (time = 0.01s)COMP9318: Data Warehousing and Data Mining 37 t-SNE (time = 5.69s) COMP9318: Data Warehousing and Data Mining 38 39 Data Compression n String compression n There are extensive theories and well-tuned algorithms n Typically lossless n But only limited manipulation is possible without expansion n Audio/video compression n Typically lossy compression, with progressive refinement n Sometimes small fragments of signal can be reconstructed without reconstructing the whole n Time sequence is not audio n Typically short and vary slowly with time COMP9318: Data Warehousing and Data Mining 40 Numerosity Reduction n Parametric methods n Assume the data fits some model, estimate model parameters, store only the parameters, and discard the data (except possible outliers) n Log-linear analysis: obtain value at a point in m-D space as the product on appropriate marginal subspacesn Non-parametric methodsn Do not assume models n Major families: histograms (binning), clustering, samplingCOMP9318: Data Warehousing and Data Mining 41 Random Sampling 8000 points2000 Points500 Points n Allow a mining algorithm to run in complexity that is potentially sub-linear to the size of the data n For approximately evaluating models/parameters, etc. n Then run the best model/parameters on large dataset 42 Other Sampling Methods n Simple random sampling may have very poor performance in the presence of skew n Adaptive sampling methods n Stratified sampling:n Approximate the percentage of each class (or subpopulation of interest) in the overall databasen Used in conjunction with skewed data n Sketch/synopsis based methods n E.g., count-min sketch n A simple and versatile data structure to remember the frequency of elements approximately COMP9318: Data Warehousing and Data Mining 43 n Conversion of data types: n Discretization n Kernel density estimation COMP9318: Data Warehousing and Data Mining 44 Discretization n Three types of simple attributes: n Nominal/categorical values from an unordered set n Profession: clerk, driver, teacher, n Ordinal values from an ordered set n WAM: HD, D, CR, PASS, FAIL n Continuous real numbers, including Boolean values n Other types: n Array n String n Objects Discrete values Continuous values n Here we focus on n Continuous values discrete values n Removes noise n Some ML methods only work with discrete valued features n Reduce the number of distinct values on features, which may improve the performance of some ML modelsn Reduce data size n Discrete values continuous values n Smooth the distribution n Reconstruct probability density distribution from samples, which helps generalization 45 COMP9318: Data Warehousing and Data Mining 46 Discretization n Discretizationn reduce the number of values for a given continuous attribute by dividing the range of the attribute into intervals. Interval labels can then be used to replace actual data values n Methods n Binning/Histogram analysis n Clustering analysis n Entropy-based discretization COMP9318: Data Warehousing and Data Mining 47 Simple Discretization Methods: Binning n Equal-width (distance) partitioning: n Divides the range into N intervals of equal size: uniform grid n if A and B are the lowest and highest values of the attribute, the width of intervals will be: W = (B A)/N. n The most straightforward, but outliers may dominate presentation n Skewed data is not handled well. n Equal-depth (frequency) partitioning: n Divides the range into N intervals, each containing approximately same number of samples n Good data scaling n Managing categorical attributes can be tricky. Optimal Binning Problem n After binning, the educated guess or the smoothed value is E(xi), where xi are all the values in the same bin n cost(bin) = SSE([x1, , xm]) = i=1m (xi E(xi))2 n cost of B bins = sum(cost(bin1), , cost(binB)) n Problem: find the B-1 bin boundaries such that the cost of the resulting bins is minimized n Alg( {x1, …, xn}, B ) n Optimal Binning: Solve the problem optimally in O(B*n2) time and O(n2) space.n MaxDiff: Solve the problem heuristically in O(n*log(n)) time and O(n) space.n Note: both algorithms do not sort input data n Send in sorted({x1, …, xn}) if necessary 48 COMP9318: Data Warehousing and Data Mining 49 Recursive Formulation Observation OPT(x[1.. n], B) = mini in [n]{SSE(x[1 .. i]) +OPT(x[i+1 .. n], B-1)} Example n=4, B=3 x[1] x[2] X[3] x[4] 7 9 13 5 (7,9,13,5)3 (7)1+(9,13,5)2 (7,9)1+(13,5)2 (7)1+(9)1+(13,5)1 (7)1+(9,13)1+(5)1 (7,9)1+(13)1+(5)1 0 + (42+42) (22+22) + 0 0 + 0 0 + 8 (12+12) + 0 2 what about(7,9, 13)1+(5)2 For simplicity, we use integers, rather than real numbers, for the examples here.22/03/17 50 Problem Caused by Overlapping Sub-problems n Consider calculating Fibonacci function n fib(0)=0 n fib(1)=1 n fib(n) = fib(n-1) + fib(n-2), for n>1
n Nave D&C implementation is
in efficient
fib(4)
fib(3) fib(2)
fib(1) fib(0) fib(2)
fib(1) fib(0)
fib(1)
Boundary Condition
22/03/17 51
Memoization
n Remember solutions of all the sub-problems
n Trade space for time
fib(4)
fib(3)
fib(2)
fib(1) fib(0)
Sub-problem solution
fib(4)
fib(3)
fib(2)
fib(1) 1
fib(0) 0
1
2
3
Dynamic Programming
Sub-problem solution
n Ideas
n Ensure all needed recursive calls are already computed
and memorized a good schedule of computation
n (Optional) Reused space to store previous recursive call
resultsfib(4)
fib(3) fib(2)
fib(1) fib(0) fib(2)
fib(1) fib(0)
fib(1)
2D Dynamic Programming
n OPT(x[1.. n], B) = mini in [n]{SSE(x[1 .. i]) +
OPT(x[i+1 .. n], B-1)}
n OPT(S1, B) = mini in [n]{ + OPT(Si+1, B-1)}
n Goal:
53
OPT(Sj,)
OPT(Sj+1,)
OPT(Sn,)
OPT(S1,)
OPT(Sn,)
How to schedule the computations?
Pseudocode
54
OPT(Sj,)
OPT(Sj+1,)
OPT(Sn,)
OPT(S1,)
OPT(Sn,)
Example
n X = [7, 9, 13, 5], B = 3
n (B=2, S2)
n Whats the problem?
n How to calculate it?
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B S1 S2 S3 S4
1 32 0
2 ?? 0
3 ***
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MaxDiff
Complexity of the DP algorithm:
O(n2*B) running time!
Consider a heuristic method: MaxDiff
Idea: use the top-(B-1) max gaps in the data as the
bin/bucket boundary
Example:
x[1] x[2] X[3] x[4]
7 9 13 5 n=4, B=3
gap(1-2) gap(2-3) gap(3-4)
2 4 8
(7,9)1 (13)1 (5)1
Discretization via Clustering
n Can consider multiple attributes together
57
An example where univariate discretization does not work well
Supervised Discretization Methods
n MDLPC [Fayyad & Irani, 1993]
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59
Entropy measures uncertainty
n Two classes:
n Give a set S of instances with binary classes {+,-}.
Let the proportions of + and be p+ and p-.
n Ent(S) = (p+ log2 p+ + p- log2 p-) (Note: log 0 0)
n m classes:
0 1 0.5
1
Ent(S) From information
theory, number of
bits to encode the
class label.
p+
Ent(S) =
mX
i=1
pi log pi
n Consider drawing a random
sample from S. What can you
tell about its label?
n If Ent(S) = 0:
n If Ent(S) = log(m):
60
Entropy After Splitting T
n Split S into two subsets: S1 and S2.
n What about the label of a random sample given that you
know which subset it is drawn from?
n
n
n Define
n Intuitive meaning of Gain?
E(T ;S) =
|S1|
|S|
Ent(S1) +
|S2|
|S|
Ent(S2)
Gain(T ) = Ent(S) E(T ;S)
Can be generalized to n-ary split
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Entropy-Based Discretization: MDLPC
n Given a set of samples S, if S is partitioned into two
intervals S1 and S2 using boundary T, the entropy after
partitioning is
n The boundary that minimizes the entropy function over all
possible boundaries is selected as a binary discretization.
n The process is recursively applied to partitions obtained
until some stopping criterion is met, e.g.,
n Experiments show that it may reduce data size and
improve classification accuracy
Ent S E T S( ) ( , ) >before after
These functions are also used in Decision Trees.
E(T ;S) =
|S1|
|S|
Ent(S1) +
|S2|
|S|
Ent(S2)
Stopping Condition of MDLPC
n Stop when
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Not needed. Just for the sake of completeness.
Comments
n Understanding the underlying data distribution is
important
n e.g., via visualization
n Supervised methods usually works well
n More advanced methods exist
n After learning some ML models, you need to
rethink
n Why discretization?
n Why different method/parameters affects the
model performance? 63
Continuous values Discrete values
n After repeating the experiments (e.g., measuring
customers arriving 3-4pm), we observed the
following random variable xi (e.g., #customers):
n xi = 2, 3, 3, 3, 3, 1, 5
n Whats the probability to see x = 3 in a new
experiment? What about x = 4?
n Naive estimation
n P(x = 3) = 4/7P(x = 4) = 0 / 7
n Assume x follows the Poisson distribution
n MLE estimation of
n MAP estimation with a prior (typically Gamma)
64
P (x;) =
x
e
x!
Non-parametric Estimation
n Kernel density estimation (KDE)
n Let {xi}i=1:n be n i.i.d. sample of an unknown
f(x)
n We can estimate f(x) as
n K(z) controls the weight given to f(xi) to influence
f(x)
n May think K(x, xi) as measuring their similarity
n h is the bandwidth parameter
n Gaussian kernel:
65
f(x;h) =
1
n
nX
i=1
K
x xi
h
K(x;h) / exp
x
2
2h
2
Impact of h
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Categorical Values
n One hot encoding is widely used in ML
n Let there be m distinct values for the attribute
n The i-th (category) value is converted into a m-
dimensional binary vector v, where
n vj = 0, if j !=1
n vj = 1, otherwise
n scikit-learn: OneHotEncoder
n Disadvantages:
n Ignores similarity between values
n Embedding-based methods can learn better (real)
vectors
67
n Case Study
n c.f., TUN_datacleansing.ppt
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