3 Processing
3 Processing
— Chapter 3 —
Jiawei Han, Micheline Kamber, and Jian Pei
University of Illinois at Urbana-Champaign &
Simon Fraser University
©2011 Han, Kamber & Pei. All rights reserved.
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Chapter 3: Data Preprocessing
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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Data Quality: Why Preprocess the Data?
■ Measures for data quality: A multidimensional view
■ Accuracy: correct or wrong, accurate or not
■ Human or computer error, limited buffer size etc
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Major Tasks in Data Preprocessing
■ Data cleaning
■ Fill in missing values, smooth noisy data, identify or remove outliers,
and resolve inconsistencies
■ Data integration
■ Integration of multiple databases, data cubes, or files
■ Eg.: Customer_ID, C_ID
■ FIRST NAME, MIDDL NAME, LAST NAME
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Major Tasks in Data Preprocessing
■ Data reduction
■ Dimensionality reduction
■ To obtain reduce or compressed representation
■ Data compression
■ Wavelet transformation, PCA, Attribute subset selection, Attribute
construction
■ Numerosity reduction
■ Replace data by alternative smaller representation
■ Data transformation and data discretization
■ Normalization
■ [0,1]
■ Concept hierarchy generation
■ Age attribute replace by higher-level concepts such as youth, adult, senior
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Forms of data preprocessing
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Chapter 3: Data Preprocessing
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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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
■ 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”
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Incomplete (Missing) Data
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How to Handle Missing Data?
3. Fill in it automatically with
■ a global constant : e.g., “unknown”, a new class?!
■ the attribute mean (normal/symmetric distribution)
■ median (asymmetric distribution)
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How to Handle Missing Data?
■ Fill in it automatically with
■ 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
■ technology limitation
■ incomplete data
■ inconsistent data
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How to Handle Noisy Data?
■ Binning
■ first sort data and
partition into
(equal-frequency) bins
■ smooth by bin means,
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How to Handle Noisy Data?
■ Regression
■ smooth by fitting the data into regression functions
■ Clustering
■ detect and remove outliers
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Data Cleaning as a Process
■ But data cleaning is a big job.
■ Two steps
■ Discrepancy detection
■ Data Transformation
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Data Cleaning as a Process
1. Data discrepancy detection
■ Use metadata (e.g., domain, range, dependency, distribution)
■ Null rule
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Data Cleaning as a Process
2. Data transformation
■ Data migration and integration
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Chapter 3: Data Preprocessing
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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Data Integration
■ Data integration:
■ Combines data from multiple sources into a coherent store
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1. Entity identification problem:
■ How can equivalent real-world entities from multiple data sources
be matched up?
■ Schema integration: e.g., A.cust-id ≡ B.cust-#
■ Integrate metadata from different sources
■ Object matching:
■ Identify real world entities from multiple data sources
■ e.g., Bill Clinton = William Clinton
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2. Redundancy and Correlation Analysis
■ The larger the Χ2 value, the more likely the variables are
related
■ The cells that contribute the most to the Χ2 value are
those whose actual count is very different from the
expected count
■ 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
(Nominal Data)
Contingency table
Play chess Not play chess Sum (row)
Like science fiction 250(90) 200(360) 450
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Visually Evaluating Correlation
Scatter plots
showing the
similarity from
–1 to 1.
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Covariance (Numeric Data)
■ Covariance is similar to correlation
Correlation coefficient:
■ 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?
■ Correlation
■ How strongly X and Y are related?
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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Data Reduction
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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
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Data Reduction Strategies
■ Data compression
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What Is Wavelet Transform?
■ Signal processing technique that, when applied to a
data vector X, transforms it to a numerically different
vector X’ of wavelet coefficients.
■ Both are of same length
■ Data are transformed to preserve relative distance
between objects at different levels of resolution
■ Store only a small fraction of the strongest of the
wavelet coefficients
■ Used for image compression
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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 0’s, and only the significant coefficients are
retained
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Wavelet Transformation
■ Method:
■ Length, L, must be an integer power of 2 (padding with 0’s, 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
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Why Wavelet Transform?
■ Effective removal of outliers
■ Insensitive to noise, insensitive to input order
■ Efficient
■ Complexity O(N)
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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
x1 40
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
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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
GST 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
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Heuristic methods in Attribute Selection
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Heuristic Search in Attribute Selection
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Attribute Creation (Feature Generation)
■ Create new attributes (features) that can capture the
important information in a data set more effectively than
the original ones
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2. Numerosity Reduction
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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,
■ Multiple regression
■ Allows a response variable Y to be modeled as a
distributions
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y
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 x
X1
one or more independent variables (aka.
explanatory variables or predictors)
■ Used for prediction
■ The parameters are estimated so as to give (including forecasting of
a "best fit" of the data time-series data), inference,
■ Most commonly the best fit is evaluated by hypothesis testing, and
modeling of causal
using the least squares method, but other
relationships
criteria have also been used
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Regress Analysis and Log-Linear 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 multi-dimensional
space for a set of discretized attributes, based on a smaller subset
of dimensional combinations
■ Useful for dimensionality reduction and data smoothing
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Histogram Analysis
■ Partitioning rules:
■ Equal-width: equal bucket range
■ Equal-frequency (or equal-depth)
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Clustering
■ Partition data set into clusters based on similarity, and
store cluster representation (e.g., centroid and diameter)
only
■ 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
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Sampling
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Types of Sampling
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Sampling: With or without Replacement
W O R
SRS le random
i m p h ou t
( s e w i t
p l
sam ment)
p l a c e
re
SRSW
R
Raw Data
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Types of Sampling
■ Cluster sample:
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Types of Sampling
■ 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
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Sampling: Stratified Sampling
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Data Cube Aggregation
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Data Aggregation
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Data cube Aggregation
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Data Reduction 3: Data Compression
■ String compression
■ There are extensive theories and well-tuned algorithms
■ Audio/video compression
■ Typically lossy compression, with progressive refinement
s s y
lo
Original Data
Approximated
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Chapter 3: Data Preprocessing
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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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 65
Normalization
■ Min-max normalization: to [new_minA, new_maxA]
■ Ex. A range from -986 to 917. So|-986| = 968 so, V’ = -986/1000 = -0.986
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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
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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., χ2) analysis (unsupervised, bottom-up
merge)
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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
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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
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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 7
■ 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
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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.
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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
■ Price range grouping or grouping by location i.e. north
■ Data Reduction
■ Data Transformation and Data Discretization
■ Summary
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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
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References
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■ M. Hua and J. Pei. Cleaning disguised missing data: A heuristic approach. KDD'07
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Transformation, VLDB’2001
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Examples
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