1. Feature Selection, Theory Building and Association Rules Network School of Information Technologies Sanjay Chawla

2. Acknowledgement ›This is joint work with -Gaurav Pandey; Simon Poon; Bavani Arunasalam; Joseph Davis -Gaurav Pandey, Sanjay Chawla, Simon Poon, Bavani Arunasalam and Joseph Davis Association Rules Network: Definition and Applications Statistical Analysis and Data Mining 1(4), 260-279, 2009 -Earlier versions appeared in PAKDD (2003) and ICDE (2004) 2

3. Outline ›The Context of Data Mining ›Common Data Mining Techniques ›From Patterns to Structure ›Association Rules Network (ARN) ›ARN to Hypothesis Generation ›Case Studies 3

4. Context of Data Mining ›Large parts of human activity now has an observational data footprint -Going for groceries – point of sales (POS) data -Visit to a doctor – electronic health record & insurance data -Work – email; documents; browsing web page (web logs), phone logs -Entertainment – Netflix; Facebook; Twitter -Surveillance – CCTV ›Scientific activity -Large Hadron Collider (LHC) -15 petabytes of data per year; -one 5 GB DVD every 5 sec; -….but Google processes 24 petabytes/day !! 4

5. Jim Gray’s :The Fourth Paradigm of Science ›First Paradigm (till ~1000 years ago ) -Science was an empirical exercise - about description (catalogue stars; plants, etc.) ›Second Paradigm (last few hundred years) -Science became theoretical -Models and generalizations ›Third Paradigm (last few decades) -Science became computational -Solve complex models through computational simulation ›Fourth Paradigm (today) -Science is about data exploration -Unify theory, experiment and simulation 5

6. Data Mining Definition and Activity ›Within Computer Science/AI, Data Mining is one component in a larger process known as KDD (Knowledge Discovery in Databases): -Data Extraction  Transformation  Data Mining Task  Action ›Obviously strong overlap with Statistics and Machine Learning ›Statistics (hypothesis validation) -form hypothesis  run experiment  collect data  statistical techniques to test hypothesis  conclusion ›Machine Learning (function estimation and stability) -data  fit function f  perturb data  is f valid? 6

7. What is a theory? ›Computer Science Theory -Computational Models (Church-Turing Hypothesis /Quantum Computing ) -Computational Complexity P = NP -Approximation Algorithms ›Theory – A system of ideas and statements held as explanation ›Database Theory -Relational Algebra -Declarative Interface -Query Language and Query Optimization -ACID ›Statistics -Statistical Inference -Maximum Likelihood Estimation 7

8. Data Mining Theory ›Statistics starts with a hypothesis; -Which suggests an experiments -Apply statistical techniques on experimental data to make objective judgements about the validity of the hypothesis. -(e.g., the Universe is expanding; examine the redshift of distant stars ) ›The validity of statistical theories is predicated on several mathematical theorems (e.g.,) -the ubiquity of the Normal distribution through the Central Limit Theorem ›Data Mining starts with observational data; -Computational correlation analysis suggests formulation of candidate hypothesis -Primary focus on computational efficiency and reduction of semantic-gap -Space-time tradeoff; and more recent space-accuracy tradeoff (e.g., Bloom Filters) -Search for pruning invariants. 8

9. Taxonomy of Theories Theory TypeDescription AnalysisSays what is: analysis and description ExplanationWhat, why, where, how but no prediction PredictionWhat is and what will be. Testable propositions but no causal explanation Explanation and Prediction Everything above and causal explanation Design and ActionSays how to do something; prescriptive ; recipes for building artifact 9 Shirley Gregor: The Nature of Theory in Information Systems; MISQ 2006

10. Data Mining: The task of hypothesis generation 10

11. Common Data Mining Tasks ›Classification/Regression -Fundamentally about function estimation -Decision Trees; Logistic Regression; SVM ›Clustering -Essentially lossy-compression -K-means; spectral clustering ›Association Rule or Pattern Mining -Multivariate discrete correlation generation; lossless compression -Apriori; FP-Trees; Closed itemsets ›Outlier/Anomaly Detection -Identification of "weak" signals -Distance-based and Density-based outlier detection; -direct search for middle eigenvalues 11

12. Association Rules ›Let I be a set of items. ›Let T be a set of transactions: ›Let α be an itemset, i.e., subset of items. ›An association rule r is an implication of the form r: λ  δ where λ and δ are itemsets › 12 TIDItems 1a,b,e 2b,e,f,g 3a,b,g 4a,b,e,f,g Sup({b,e,f}) = 2/4 =0.5 Conf({b,e}  f) = 2/3 = 0.67

13. Association Rules ›Association Rule Mining (ARM) is easily the most "researched" topic in data mining ›The research has mainly focused along three dimensions: 1.Efficient data structures to mine frequent itemsets a.An itemset is frequent if its support is greater than minsup. 2.Extend ARM to measures beyond support and confidence a.but preserve anti-monotonicity 1.Condensed representation of all frequent itemsets a.prune itemsets which are "redundant". 13

14. Trivia: Association Rule Mining Top Citations (Google Scholar) 14

15. From Patterns to Structure 15  Applied association rule mining to US Census Data for Elderly People Lesson: pruning in context; remove (hyper) cycles and redundant paths r1: immigrant=no  income=below50k r2: sex=female; age < 75  immigrant=no r3: immigrant=no  sex =female r4: urban=no  income=below50k r5: urban=no  sex=female

16. Association Rule Network: Definition 16 An ARN is a backward directed hypergraph (B-graph) without cycles and redundant paths

17. Hypergraphs ›A graph G=(V,E); V is a set of vertices and E is a subset of the cartesian product V x V. ›A hypergraph G=(V,H); V is the set of vertices and H is a subset of the powerset of V -A hyperedge is a set of vertices. -No good visual metaphor for hyperedges (like a line for an edge). ›The connection with the association rule problem is clear: -V is the set of items -H is the set of transactions 17

18. ARN: Formal Definition ›Given a set of association rules R and a single item z, an ARN(R,z) is a weighted B-graph such that i.There is a rule (hyperedge) whose consequent is the singleton item z i.Each hyperedge corresponds to a rule whose consequent is a singleton. The weight of the hyperedge is the consequent of the rule i.The node representing z is reachable from any other node in the ARN i.A node p ≠ z is not reachable from z 18

19. Case Studies ›Case Study 1 – Open Source Software (sourceforge.net) – which ones tend to become popular and why? -~24K records; 46 attributes. ›Case Study 2 – Multifactor Producitivity Growth (MFG) – what factors contribute towards firm/company level productivity -~3K records: 32 variables ›In both these examples there is a lack of "general theory" –so good test cases for data mining 19

20. Case Study 1: ARN formed from Open Source Data (Downloads=High) 20

21. Case Study 1: Clusters formed from ARN have natural semantics 21

22. Case Study 2: Measuring Firm Level Productivity ›In Economics, understanding factors which contribute towards productivity growth is an important problem. ›For example, a simple measure of employee productivity will be: › ›In practice much more complex measures are used. ›Economists (and Businesses) are interested in understanding what are the factors that contribute towards productivity. 22

23. Case Study 2: Measuring Firm Level Productivity ›Four years of data was obtained from the Australian Bureau of Statistics (ABS) 23 What is a natural data mining technique to use for these kinds of problems?

24. Case Study 2: Variables 24

25. Case Study 2- MFP (Positive Growth) 25

26. Case Study 2: MFP (Negative Growth) 26

27. Candidate Hypothesis 27

28. Mathematical Modeling 28

29. Summary ›Data Mining is presented as a mechanism for candidate hypothesis generation ›This viewpoint allows data mining to be integrated into the traditional theory building/scientific process. ›Demonstrated: - Association Rules (Patterns)  ARN (Structure)  Knowledge ›Future: Engineering issues and Causality! 29