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Data Mining Tools

Data Mining Tools. A crash course C. Faloutsos. Subset of:. www.cs.cmu.edu/~christos/TALKS/ SIGMETRICS03-tut/. High-level Outline. [I - Traditional Data Mining tools classification, CART trees; clustering II - Time series: analysis and forecasting ARIMA; Fourier, Wavelets]

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Data Mining Tools

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  1. Data Mining Tools A crash course C. Faloutsos

  2. Subset of: www.cs.cmu.edu/~christos/TALKS/ SIGMETRICS03-tut/ C. Faloutsos

  3. High-level Outline • [I - Traditional Data Mining tools • classification, CART trees; clustering • II - Time series: analysis and forecasting • ARIMA; Fourier, Wavelets] • III - New Tools: SVD • IV - New Tools: Fractals & power laws C. Faloutsos

  4. High-level Outline • [I - Traditional Data Mining tools • II - Time series: analysis and forecasting] • III - New Tools: SVD • IV - New Tools: Fractals & power laws C. Faloutsos

  5. III - SVD - outline • Introduction - motivating problems • Definition - properties • Interpretation / Intuition • Solutions to posed problems • Conclusions C. Faloutsos

  6. SVD - Motivation • problem #1: find patterns in a matrix • (e.g., traffic patterns from several IP-sources) • compression; dim. reduction C. Faloutsos

  7. Problem#1 • ~10**6 rows; ~10**3 columns; no updates; • Compress / find patterns C. Faloutsos

  8. SVD - in short: It gives the best hyperplane to project on C. Faloutsos

  9. SVD - in short: It gives the best hyperplane to project on C. Faloutsos

  10. III - SVD - outline • Introduction - motivating problems • Definition - properties • Interpretation / Intuition • Solutions to posed problems • Conclusions C. Faloutsos

  11. SVD - Definition • A = ULVT - example: C. Faloutsos

  12. Skip SVD - notation Conventions: • bold capitals -> matrix (eg. A, U, L, V) • bold lower-case -> column vector (eg., x, v1, u3) • regular lower-case -> scalars (eg., l1 , lr ) C. Faloutsos

  13. Skip SVD - Definition A[n x m] = U[n x r]L [ r x r] (V[m x r])T • A: n x m matrix (eg., n customers, m days) • U: n x r matrix (n customers, r concepts) • L: r x r diagonal matrix (strength of each ‘concept’) (r : rank of the matrix) • V: m x r matrix (m days, r concepts) C. Faloutsos

  14. Skip SVD - Properties THEOREM [Press+92]:always possible to decomposematrix A into A = ULVT , where • U,L,V: unique (*) • U, V: column orthonormal (ie., columns are unit vectors, orthogonal to each other) • UTU = I; VTV = I (I: identity matrix) • L: eigenvalues are positive, and sorted in decreasing order C. Faloutsos

  15. Comm. Res. SVD - example • Customers; days; #packets C. Faloutsos

  16. Fr Th. Su Sa We Com. x x = Res. SVD - Example • A = ULVT - example: C. Faloutsos

  17. III - SVD - outline • Introduction - motivating problems • Definition - properties • Interpretation / Intuition • #1: customers, days, concepts • #2: best projection - dimensionality reduction • Solutions to posed problems • Conclusions C. Faloutsos

  18. SVD - Interpretation #1 ‘customers’, ‘days’ and ‘concepts’ • U: customer-to-concept similarity matrix • V: day-to-concept sim. matrix • L: its diagonal elements: ‘strength’ of each concept C. Faloutsos

  19. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 • A = ULVT - example: Rank=2 2x2 C. Faloutsos

  20. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 • A = ULVT - example: Rank=2 =2 ‘concepts’ C. Faloutsos

  21. Comm. Res. (reminder) • Customers; days; #packets C. Faloutsos

  22. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 U: customer-to-concept similarity matrix • A = ULVT - example: weekday-concept W/end-concept C. Faloutsos

  23. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 U: Customer to concept similarity matrix • A = ULVT - example: weekday-concept W/end-concept C. Faloutsos

  24. Skip Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 • A = ULVT - example: unit C. Faloutsos

  25. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 Strength of ‘weekday’ concept • A = ULVT - example: weekday-concept C. Faloutsos

  26. Fr Th. Su Sa We Com. x x = Res. SVD - Interpretation #1 • A = ULVT - example: weekday-concept V: day to concept similarity matrix C. Faloutsos

  27. III - SVD - outline • Introduction - motivating problems • Definition - properties • Interpretation / Intuition • #1: customers, days, concepts • #2: best projection - dimensionality reduction • Solutions to posed problems • Conclusions C. Faloutsos

  28. SVD - Interpretation #2 • best axis to project on: (‘best’ = min sum of squares of projection errors) C. Faloutsos

  29. SVD - Interpretation #2 C. Faloutsos

  30. SVD - Interpretation#2 C. Faloutsos

  31. minimum RMS error SVD - interpretation #2 SVD: gives best axis to project v1 C. Faloutsos

  32. x x = v1 SVD - Interpretation #2 • A = ULVT - example: C. Faloutsos

  33. SVD - Interpretation #2 • A = ULVT - example: variance (‘spread’) on the v1 axis x x = C. Faloutsos

  34. minimum RMS error SVD - interpretation #2 SVD: gives best axis to project v1 ~ l1 C. Faloutsos

  35. SVD, PCA and the v vectors how to ‘read’ the v vectors (= principal components) C. Faloutsos

  36. SVD • Recall: A = ULVT - example: x x = C. Faloutsos

  37. v1 v2 We Th Fr Sa Su SVD • First Principal component = v1 -> weekdays are correlated positively • similarly for v2 • (we’ll see negative correlations later) C. Faloutsos

  38. Skip SVD - Complexity • O( n * m * m) or O( n * n * m) (whichever is less) • less work, if we just want eigenvalues • ... or if we want first k eigenvectors • ... or if the matrix is sparse [Berry] • Implemented: in any linear algebra package (LINPACK, matlab, Splus, mathematica ...) C. Faloutsos

  39. SVD - conclusions so far • SVD: A= U L VT : unique (*) • U: row-to-concept similarities • V: column-to-concept similarities • L: strength of each concept (*) see [Press+92] C. Faloutsos

  40. SVD - conclusions so far • dim. reduction: keep the first few strongest eigenvalues (80-90% of ‘energy’ [Fukunaga]) • SVD: picks up linear correlations C. Faloutsos

  41. III - SVD - outline • Introduction - motivating problems • Definition - properties • Interpretation / Intuition • Solutions to posed problems • P1: patterns in a matrix; compression • Conclusions C. Faloutsos

  42. SVD & visualization: • Visualization for free! • Time-plots are not enough: C. Faloutsos

  43. SVD & visualization: • Visualization for free! • Time-plots are not enough: C. Faloutsos

  44. SVD: project 365-d vectors to best 2 dimensions, and plot: no Gaussian clusters; Zipf-like distribution phonecalls SVD & visualization C. Faloutsos

  45. SVD and visualization • NBA dataset • ~500 players; • ~30 attributes • (#games, • #points, • #rebounds,…) C. Faloutsos

  46. could be network dataset: N IP sources k attributes (#http bytes, #http packets) SVD and visualization C. Faloutsos

  47. SVD ~ PCA = Principal component analysis PCA: get eigenvectors v1, v2, ... ignore entries with small abs. value try to interpret the rest Moreover, PCA/rules for free! C. Faloutsos

  48. Skip PCA & Rules NBA dataset - V matrix (term to ‘concept’ similarities) v1 C. Faloutsos

  49. Skip PCA & Rules • (Ratio) Rule#1: minutes:points = 2:1 • corresponding concept? v1 C. Faloutsos

  50. Skip PCA & Rules • RR1: minutes:points = 2:1 • corresponding concept? • A: ‘goodness’ of player • (in a systems setting, could be ‘volume of traffic’ generated by this IP address) C. Faloutsos

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