Classification in Data Science: Methods and Applications

1. Chapter 4Classification and Scoring B. Liu

2. An example application • An emergency room in a hospital measures 17 variables (e.g., blood pressure, age, etc) of newly admitted patients. A decision has to be taken whether to put the patient in an intensive-care unit. Due to the high cost of ICU, those patients who may survive less than a month are given higher priority. The problem is to predict high-risk patients and discriminate them from low-risk patients. B. Liu

3. Another application • A credit card company typically receives thousands of applications for new cards. The application contains information regarding several different attributes, such as annual salary, any outstanding debts, age etc. The problem is to categorize applications into those who have good credit, bad credit, or fall into a gray area (thus requiring further human analysis). B. Liu

4. Classification • Data: It has k attributes A1, … Ak. Each tuple (case or example) is described by values of the attributes and a class label. • Goal: To learn rules or to build a model that can be used to predict the classes of new (or future or test) cases. • The data used for building the model is called the training data. B. Liu

5. An example data B. Liu

6. Classification—A Two-Step Process • Model construction: describing a set of predetermined classes based on a training set. It is also called learning. • Each tuple/sample is assumed to belong to a predefined class • The model is represented as classification rules, decision trees, or mathematical formulae • Model usage: for classifying future test data/objects • Estimate accuracy of the model • The known label of test example is compared with the classified result from the model • Accuracy rate is the % of test cases that are correctly classified by the model • If the accuracy is acceptable, use the model to classify data tuples whose class labels are not known. B. Liu

7. Training Data Classifier (Model) Classification Process (1): Model Construction Classification Algorithms IF rank = ‘professor’ OR years > 6 THEN tenured = ‘yes’ B. Liu

8. Classifier Testing Data Unseen Data Classification Process (2): Use the Model in Prediction (Jeff, Professor, 4) Tenured? B. Liu

9. Supervised vs. Unsupervised Learning • Supervised learning: classification is seen as supervised learning from examples. • Supervision: The training data (observations, measurements, etc.) are accompanied by labels indicating the classes of the observations/cases. • 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 B. Liu

10. Evaluating Classification Methods • Predictive accuracy • Speed and scalability • time to construct the model • time to use the model • Robustness: handling noise and missing values • Scalability: efficiency in disk-resident databases • Interpretability: • understandable and insight provided by the model • Compactness of the model: size of the tree, or the number of rules. B. Liu

11. Different classification techniques • There are many techniques for classification • Decision trees • Naïve Bayesian classifiers • Using association rules • Neural networks • Logistic regression • and many more ... B. Liu

12. Building a decision tree: an example training dataset B. Liu

13. Output: A Decision Tree for “buys_computer” age? <=30 overcast >40 30..40 student? credit rating? yes no yes fair excellent no yes no yes B. Liu

14. Inducing a decision tree • There are many possible trees • let’s try it on a credit data • How to find the most compact one • that is consistent with the data? • Why the most compact? • Occam’s razor principle B. Liu

15. Algorithm for Decision Tree Induction • Basic algorithm (a greedy algorithm) • Tree is constructed in a top-down recursive manner • At start, all the training examples are at the root • Attributes are categorical (we will talk about continuous-valued attributes later) • 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 exmples 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 exmples left B. Liu

16. Building a compact tree • The key to building a decision tree - which attribute to choose in order to branch. • The heuristic is to choose the attribute with the maximum Information Gain based on information theory. • Another explanation is to reduce uncertainty as much as possible. B. Liu

17. Information theory • Information theory provides a mathematical basis for measuring the information content. • To understand the notion of information, think about it as providing the answer to a question, for example, whether a coin will come up heads. • If one already has a good guess about the answer, then the actual answer is less informative. • If one already knows that the coin is rigged so that it will come with heads with probability 0.99, then a message (advanced information) about the actual outcome of a flip is worth less than it would be for a honest coin. B. Liu

18. Information theory (cont …) • For a fair (honest) coin, you have no information, and you are willing to pay more (say in terms of $) for advanced information - less you know, the more valuable the information. • Information theory uses this same intuition, but instead of measuring the value for information in dollars, it measures information contents in bits. One bit of information is enough to answer a yes/no question about which one has no idea, such as the flip of a fair coin B. Liu

19. Information theory • In general, if the possible answers vi have probabilities P(vi), then the information content I (entropy) of the actual answer is given by • For example, for the tossing of a fair coin we get • If the coin is loaded to give 99% head we get I = 0.08, and as the probability of heads goes to 1, the information of the actual answer goes to 0 B. Liu

20. Back to decision tree learning • For a given example, what is the correct classification? • We may think of a decision tree as conveying information about the classification of examples in the table (of examples); • The entropy measure characterizes the (im)purity of an arbitrary collection of examples. B. Liu

21. Attribute Selection Measure: Information Gain (ID3/C4.5) • S contains si tuples of class Ci for i = {1, …, m} • information measures info (entropy) required to classify any arbitrary tuple • Assume a set of training examples, S. If we make attribute A, with v values, the root of the current tree, this will partition S into v subsets. The expected information needed to complete the tree after making A the root is: B. Liu

22. Information gain • information gained by branching on attribute A • We will choose the attribute with the highest information gain to branch the current tree. B. Liu

23. Class P: buys_computer = “yes” Class N: buys_computer = “no” I(p, n) = I(9, 5) =0.940 Compute the entropy for age: means “age <=30” has 5 out of 14 samples, with 2 yes’es and 3 no’s. Hence Similarly, Attribute Selection by info gain B. Liu

24. We build the following tree age? <=30 overcast >40 30..40 student? credit rating? yes no yes fair excellent no yes no yes B. Liu

25. Extracting Classification Rules from Trees • Represent the knowledge in the form of IF-THEN rules • One rule is created for each path from the root to a leaf • Each attribute-value pair along a path forms a conjunction. The leaf node holds the class prediction • Rules are easier for humans to understand • Example 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 = “yes” IF age = “<=30” AND credit_rating = “fair” THEN buys_computer = “no” B. Liu

26. Avoid Overfitting in Classification • Overfitting: An tree may overfit the training data • Good accuracy on training data but poor on test exmples • Too many branches, some may reflect anomalies due to noise or outliers • Two approaches to avoid overfitting • Prepruning: Halt tree construction early • Difficult to decide • Postpruning: Remove branches from a “fully grown” tree—get a sequence of progressively pruned trees. • This method is commonly used (based on validation set or statistical estimate or MDL) B. Liu

27. Enhancements to basic decision tree induction • Allow for continuous-valued attributes • Dynamically define new discrete-valued attributes that partition the continuous attribute value into a discrete set of intervals • Handle missing attribute values • Assign the most common value of the attribute • Assign probability to each of the possible values • Attribute construction • Create new attributes based on existing ones that are sparsely represented. • This reduces fragmentation, repetition, and replication B. Liu

28. Bayesian Classification: Why? • Probabilistic learning: Classification learning can also be seen as computing P(C=c | d), i.e., given a data tuple d, what is the probability that d is of class c. (C is the class attribute). • How? B. Liu

29. Naïve Bayesian Classifier • Let A1 through Ak be attributes with discrete values. They are used to predict a discrete class C. • Given an example with observed attribute values a1 through ak. • The prediction is the class c such that P(C=c|A1=a1...Ak=ak) is maximal. B. Liu

30. Compute Probabilities • By Bayes’ rule, the above can be expressed • P(C=c) can be easily estimated from training data. • P(A1=a1...Ak=ak) is irrelevant for decision making since it is the same for every class value c. B. Liu

31. Computing probabilities • We only need P(A1=a1...Ak=ak | C=c), which can be written as P(A1=a1|A2=a2...Ak=ak,C=c)* P(A2=a2...Ak=ak |C=c) • Recursively, the second factor above can be written in the same way, and so on. B. Liu

32. Computing probabilities • Now suppose we assume that all attributes are conditionally independent given the class c. Formally, we assume. P(A1=a1|A2=a2...Ak=ak,C=c) = P(A1=a1|C=c) and so on for A2 through Ak. • We are done. • How do we estimate P(A1=a1|C=c)? B. Liu

33. Training dataset Class: C1:buys_computer= ‘yes’ C2:buys_computer= ‘no’ Data sample X =(age<=30, Income=medium, Student=yes Credit_rating= Fair) B. Liu

34. An Example • Compute P(A1=a1|C=c) for each class P(age=“<30” | buys_computer=“yes”) = 2/9=0.222 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|buys_computer=“yes”)= 0.222 x 0.444 x 0.667 x 0.0.667 =0.044 P(X|buys_computer=“no”)= 0.6 x 0.4 x 0.2 x 0.4 =0.019 P(X|C=c)*P(C=c) : P(X|buys_computer=“yes”) * P(buys_computer=“yes”)=0.028 P(X|buys_computer=“yes”) * P(buys_computer=“yes”)=0.007 X belongs to class “buys_computer=yes” B. Liu

35. On Naïve Bayesian Classifier • Advantages : • Easy to implement • Good results obtained in many applications • Disadvantages • Assumption: class conditional independence, therefore loss of accuracy when the assumption is not true. • Practically, dependencies exist • How to deal with these dependencies? • Bayesian Belief Networks B. Liu

36. Use of Association Rules:Classification • Classification: mine a small set of rules existing in the data to form a classifier or predictor. • It has a target attribute (on the right side): Class attribute • Association: has no fixed target, but we can fix a target. B. Liu

37. Class Association Rules (CARs) • Mining rules with a fixed target Right-hand-side of the rules are fixed to a single attribute, which can have a number of values E.g., X = a, Y = d  Class = yes X = b  Class = no • Call such rules: class association rules B. Liu

38. Mining Class Association Rules • Itemset in class association rules: <condset, class_value> condset: a set of items item: attribute value pair, e.g., attribute1 = a class_value: a value in class attribute B. Liu

39. Classification Based on Associations (CBA) Two steps: • Find all class association rules • Using a modified Apriori algorithm • Build a classifier • There can be many ways, e.g., • Choose a small set of rules to cover the data Numeric attributes need to be discrertized. B. Liu

40. Advantages of the CBA Model • One algorithm performs 3 tasks • mine class association rules • build an accurate classifier (or predictor) • mine normal association rules • by treating “class” as a dummy in <condset, class_value> • then condset = itemset B. Liu

41. Advantages of the CBA Model • Existing classification systems use • Table data. • CBA can build classifiers using either • Table form data or • Transaction form data (sparse data) • CBA is able to find rules that existing classification systems cannot. B. Liu

42. Assoc. Rules can be Used in Many Ways for Prediction • We have so many rules: • Select a subset of rules • Using Baysian Probability together with the rules • Using rule combinations • … • A number of systems have been designed and implemented. B. Liu

43. Other classification techniques • Support vector machines • Logistic regression • K-nearest neighbor • Neural networks • Genetic algorithms • Etc. B. Liu

44. How to Estimated Classification Accuracy or Error Rates • Partition: Training-and-testing • use two independent data sets, e.g., training set (2/3), test set(1/3) • used for data set with large number of exmples • Cross-validation • divide the data set into k subsamples • use k-1 subsamples as training data and one sub-sample as test data—k-fold cross-validation • for data set with moderate size • leave-one-out: for small size data B. Liu

45. Scoring the data • Scoring is related to classification. • Normally, we are only interested a single class (called positive class), e.g., buyers class in a marketing database. • Instead of assigning each test example a definite class, scoring assigns a probability estimate (PE) to indicate the likelihood that the example belongs to the positive class. B. Liu

46. Ranking and lift analysis • After each example is given a score, we can rank all examples according to their PEs. • We then divide the data into n (say 10) bins. A lift curve can be drawn according how many positive examples are in each bin. This is called lift analysis. • Classification systems can be used for scoring. Need to produce a probability estimate. B. Liu

47. Lift curve Bin 1 2 3 4 5 6 7 8 9 10 B. Liu