Chapter 6:

Classification
Lecturer: Dr. Nguyen Thi Ngoc Anh
Email: ngocanhnt@ude.edu.vn

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Bayesian Classification
— Classification by decision tree induction
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

1
Classification vs. Prediction
— Classification:
◦ predicts categorical class labels (discrete or nominal)
◦ classifies data (constructs a model) based on the training set and
the values (class labels) in a classifying attribute and uses it in
classifying new data
— Prediction:
◦ models continuous-valued functions, i.e., predicts unknown or
missing values
— Typical Applications
◦ credit approval
◦ target marketing
◦ medical diagnosis
◦ treatment effectiveness analysis

Classification—A Two-Step Process

— Model construction: describing a set of predetermined classes
◦ Each tuple/sample is assumed to belong to a predefined class, as
determined by the class label attribute
◦ The set of tuples used for model construction is training set
◦ The model is represented as classification rules, decision trees, or
mathematical formulae
— Model usage: for classifying future or unknown objects
◦ Estimate accuracy of the model
– The known label of test sample is compared with the classified result
from the model
– Accuracy rate is the percentage of test set samples that are correctly
classified by the model
– Test set is independent of training set, otherwise over-fitting will
occur
◦ If the accuracy is acceptable, use the model to classify data tuples whose
class labels are not known

2
 Classification Process (1): Model
Construction
Classification
Algorithms
Training
Data

NAME RANK YEARS TENURED Classifier

Mike Assistant Prof 3 no (Model)
Mary Assistant Prof 7 yes
Bill Professor 2 yes
Jim Associate Prof 7 yes
IF rank = ‘professor’
Dave Assistant Prof 6 no
OR years > 6
Anne Associate Prof 3 no
THEN tenured = ‘yes’
5

Classification Process (2): Use the

Model in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NAME RANK YEARS TENURED
Tom Assistant Prof 2 no Tenured?
Merlisa Associate Prof 7 no
George Professor 5 yes
Joseph Assistant Prof 7 yes
6

3
 Dataset
age income student credit_rating buys_computer
<=30 high no fair no
<=30 high no excellent no
31…40 high no fair yes
>40 medium no fair yes
>40 low yes fair yes
>40 low yes excellent no
31…40 low yes excellent yes
<=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
31…40 medium no excellent
31…40 high yes fair
>40 medium no excellent
7

A Decision Tree for “buys_computer”

age?

<=30 overcast
30..40 >40

student? yes credit rating?

no yes excellent fair

no yes no yes

4
Supervised vs. Unsupervised Learning
— Supervised learning (classification)
◦ Supervision: The training data (observations, measurements, etc.)
are accompanied by labels indicating the class of the
observations
◦ 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

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Bayesian Classification
— Classification by decision tree induction
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

10

5
Issues (1): Data Preparation
— Data cleaning
◦ Preprocess data in order to reduce noise and
handle missing values
— Relevance analysis (feature selection)
◦ Remove the irrelevant or redundant
attributes
— Data transformation
◦ Generalize and/or normalize data

11

Issues (2): 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:
◦ understanding and insight provided by the model
— Goodness of rules
◦ decision tree size
◦ compactness of classification rules

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6
Classification and Prediction
— What is classification? What is prediction?
— Issues regarding classification and prediction
— Bayesian Classification
— Classification by decision tree induction
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

13

Bayesian Classification: Why?

— Probabilistic learning: Calculate explicit probabilities for
hypothesis, among the most practical approaches to
certain types of learning problems
— Incremental: Each training example can incrementally
increase/decrease the probability that a hypothesis is
correct. Prior knowledge can be combined with
observed data.
— Probabilistic prediction: Predict multiple hypotheses,
weighted by their probabilities
— Standard: Even when Bayesian methods are
computationally intractable, they can provide a standard
of optimal decision making against which other methods
can be measured

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7
Bayesian Theorem: Basics
— Let X be a data sample whose class label is unknown
— Let H be a hypothesis that X belongs to class C
— For classification problems, determine P(H|X): the
probability that the hypothesis holds given the observed
data sample X
— P(H): prior probability of hypothesis H (i.e. the initial
probability before we observe any data, reflects the
background knowledge)
— P(X): probability that sample data is observed
— P(X|H) : probability of observing the sample X, given
that the hypothesis holds

15

Bayes’ Theorem
— Given training data X, posteriori probability of a hypothesis
H, P(H|X) follows the Bayes theorem

P(H | X ) = P( X | H )P(H )
P( X )
— Informally, this can be written as
posterior =likelihood x prior / evidence
— MAP (maximum posteriori) hypothesis
h º arg max P(h | D) = arg max P(D | h)P(h).
MAP hÎH hÎH
— Practical difficulty: require initial knowledge of many
probabilities, significant computational cost

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8
 Naïve Bayes Classifier
— A simplified assumption: attributes are conditionally
independent:
n
P( X | C i) = Õ P( x k | C i)
k =1
— The product of occurrence of say 2 elements x1 and x2,
given the current class is C, is the product of the
probabilities of each element taken separately, given the
same class P([y1,y2],C) = P(y1,C) * P(y2,C)
— No dependence relation between attributes
— Greatly reduces the computation cost, only count the
class distribution.
— Once the probability P(X|Ci) is known, assign X to the
class with maximum P(X|Ci)*P(Ci)

17

Training dataset
age income student credit_rating buys_computer
Class: <=30 high no fair no
C1:buys_computer= <=30 high no excellent no
‘yes’ 30…40 high no fair yes
C2:buys_computer= >40 medium no fair yes
‘no’ >40 low yes fair yes
>40 low yes excellent no
Data sample 31…40 low yes excellent yes
X =(age<=30, <=30 medium no fair no
Income=medium, <=30 low yes fair yes
Student=yes >40 medium yes fair yes
<=30 medium yes excellent yes
Credit_rating=
31…40 medium no excellent yes
Fair)
31…40 high yes fair yes
>40 medium no excellent no

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9
Naïve Bayesian Classifier: Example
— Compute P(X/Ci) 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|Ci) : 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|Ci)*P(Ci ) : 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”

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Naïve Bayesian Classifier:

Comments
— Advantages :
◦ Easy to implement
◦ Good results obtained in most of the cases
— Disadvantages
◦ Assumption: class conditional independence , therefore loss of
accuracy
◦ Practically, dependencies exist among variables
◦ E.g., hospitals: patients: Profile: age, family history etc
Symptoms: fever, cough etc., Disease: lung cancer, diabetes etc
◦ Dependencies among these cannot be modeled by Naïve
Bayesian Classifier
— How to deal with these dependencies?
◦ Bayesian Belief Networks

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10
 Bayesian Networks
— Bayesian belief network allows a subset of the variables
conditionally independent
— A graphical model of causal relationships
◦ Represents dependency among the variables
◦ Gives a specification of joint probability distribution

qNodes: random variables

qLinks: dependency
X Y qX,Y are the parents of Z, and Y is the
parent of P
Z qNo dependency between Z and P
P qHas no loops or cycles
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Bayesian Belief Network: An Example

Family
Smoker
History
(FH, S) (FH, ~S) (~FH, S) (~FH, ~S)

LC 0.8 0.5 0.7 0.1

~LC 0.2 0.5 0.3 0.9
LungCancer Emphysema

The conditional probability table

for the variable LungCancer:
Shows the conditional probability
PositiveXRay Dyspnea for each possible combination of its
parents n
P ( z1,..., zn) = Õ P ( z i | Parents ( Z i ))
Bayesian Belief Networks i =1

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11
Learning Bayesian Networks
— Several cases
◦ Given both the network structure and all variables
observable: learn only the CPTs
◦ Network structure known, some hidden variables:
method of gradient descent, analogous to neural
network learning
◦ Network structure unknown, all variables observable:
search through the model space to reconstruct graph
topology
◦ Unknown structure, all hidden variables: no good
algorithms known for this purpose
— D. Heckerman, Bayesian networks for data
mining

23

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

24

12
 Training Dataset
age income student credit_rating buys_computer
<=30 high no fair no
This <=30 high no excellent no
follows an 31…40 high no fair yes
example >40 medium no fair yes
>40 low yes fair yes
from
>40 low yes excellent no
Quinlan’s 31…40 low yes excellent yes
ID3 <=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

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Output: A Decision Tree for

“buys_computer”
age?

<=30 overcast
30..40 >40

student? yes credit rating?

no yes excellent fair

no yes no yes

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13
 Algorithm for Decision Tree Induction
— Basic algorithm (a greedy algorithm)
◦ Tree is constructed in a top-down recursive divide-and-conquer
manner
◦ At start, all the training examples are at the root
◦ Attributes are categorical (if continuous-valued, they are
discretized in advance)
◦ 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 samples 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 samples left 27

Attribute Selection Measure:

Information Gain (ID3/C4.5)
n Select the attribute with the highest information gain
n S contains si tuples of class Ci for i = {1, …, m}
n information measures info required to classify any
arbitrary tuple m
si si
I( s1,s2,...,sm ) = -å log 2
i =1 s s
n entropy of attribute A with values {a1,a2,…,av}
v
s1 j + ... + smj
E(A) = å I ( s1 j ,..., smj )
j =1 s

n information gained by branching on attribute A

Gain(A) = I(s 1, s 2 ,..., sm) - E(A)

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14
 Attribute Selection by Information
Gain Computation
g Class P: buys_computer = “yes” 5 4
g Class N: buys_computer = “no” E (age) = I (2,3) + I (4,0)
14 14
g I(p, n) = I(9, 5) =0.940
5
g Compute the entropy for age: + I (3,2) = 0.694
14
age pi ni I(pi, ni) 5
I (2,3) means “age <=30” has 5 out
<=30 2 3 0.971 14
of 14 samples, with 2 yes’es and 3
30…40 4 0 0
no’s. Hence
>40 3 2 0.971
age
<=30
income student credit_rating
high no fair
buys_computer
no
Gain(age) = I ( p, n) - E (age) = 0.246
<=30 high no excellent no
31…40 high no fair yes
>40 medium no fair yes
Similarly,
>40 low yes fair yes
>40 low yes excellent no Gain(income) = 0.029
31…40 low yes excellent yes
<=30
<=30
medium
low
no
yes
fair
fair
no
yes
Gain( student ) = 0.151
>40
<=30
medium
medium
yes
yes
fair
excellent
yes
yes
Gain(credit _ rating ) = 0.048
31…40 medium no excellent yes
31…40 high yes fair yes
29
>40 medium no excellent no

Other Attribute Selection Measures

— Gini index (CART, IBM IntelligentMiner)
◦ All attributes are assumed continuous-valued
◦ Assume there exist several possible split values for
each attribute
◦ May need other tools, such as clustering, to get the
possible split values
◦ Can be modified for categorical attributes

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15
Gini Index (IBM IntelligentMiner)
— If a data set T contains examples from n classes, gini
index, gini(T) is defined as n 2
gini(T ) = 1- å p j
j =1
where pj is the relative frequency of class j in T.
— If a data set T is split into two subsets T1 and T2 with
sizes N1 and N2 respectively, the gini index of the split
data contains examples from n classes, the gini index
gini(T) is defined as
N 1 gini( ) + N 2 gini( )
gini split (T ) = T1 T2
— The attribute providesNthe smallest ginisplit
N(T) is chosen
to split the node (need to enumerate all possible splitting
points for each attribute).

31

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”

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16
Avoid Overfitting in Classification
— Overfitting: An induced tree may overfit the training
data
◦ Too many branches, some may reflect anomalies due to noise or
outliers
◦ Poor accuracy for unseen samples
— Two approaches to avoid overfitting
◦ Prepruning: Halt tree construction early—do not split a node if
this would result in the goodness measure falling below a
threshold
– Difficult to choose an appropriate threshold
◦ Postpruning: Remove branches from a “fully grown” tree—get a
sequence of progressively pruned trees
– Use a set of data different from the training data to decide
which is the “best pruned tree”

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Approaches to Determine the Final

Tree Size
— Separate training (2/3) and testing (1/3) sets
— Use cross validation, e.g., 10-fold cross validation
— Use all the data for training
◦ but apply a statistical test (e.g., chi-square) to estimate whether
expanding or pruning a node may improve the entire distribution
— Use minimum description length (MDL) principle
◦ halting growth of the tree when the encoding is minimized

34

17
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

35

Classification in Large Databases

— Classification—a classical problem extensively studied
by statisticians and machine learning researchers
— Scalability: Classifying data sets with millions of
examples and hundreds of attributes with reasonable
speed
— Why decision tree induction in data mining?
◦ relatively faster learning speed (than other classification
methods)
◦ convertible to simple and easy to understand classification rules
◦ can use SQL queries for accessing databases
◦ comparable classification accuracy with other methods

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18
 Scalable Decision Tree Induction Methods in
Data Mining Studies
— SLIQ (EDBT’96 — Mehta et al.)
◦ builds an index for each attribute and only class list and the
current attribute list reside in memory
— SPRINT (VLDB’96 — J. Shafer et al.)
◦ constructs an attribute list data structure
— PUBLIC (VLDB’98 — Rastogi & Shim)
◦ integrates tree splitting and tree pruning: stop growing the tree
earlier
— RainForest (VLDB’98 — Gehrke, Ramakrishnan &
Ganti)
◦ separates the scalability aspects from the criteria that determine
the quality of the tree
◦ builds an AVC-list (attribute, value, class label)

37

Presentation of Classification
Results

39

19
Visualization of a Decision Tree in
SGI/MineSet 3.0

40

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Bayesian Classification
— Classification by decision tree induction
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based methods
— Prediction
— Classification accuracy
— Summary

42

20
 Classification
— Classification:
◦ predicts categorical class labels
— Typical Applications
◦ {credit history, salary}-> credit approval ( Yes/No)
◦ {Temp, Humidity} --> Rain (Yes/No)

x Î X = {0,1}n , y Î Y = {0,1}
Mathematically h: X ®Y
y = h( x )

43

Linear Classification
— Binary Classification
problem
x — The data above the red line
x belongs to class ‘x’
x x x
— The data below red line
x
x x o belongs to class ‘o’
x
o — Examples – SVM,
x o
o o o Perceptron, Probabilistic
o o o Classifiers
o o o o

44

21
Discriminative Classifiers
— Advantages
◦ prediction accuracy is generally high
– (as compared to Bayesian methods – in general)
◦ robust, works when training examples contain errors
◦ fast evaluation of the learned target function
– (Bayesian networks are normally slow)
— Criticism
◦ long training time
◦ difficult to understand the learned function (weights)
– (Bayesian networks can be used easily for pattern discovery)
◦ not easy to incorporate domain knowledge
– (easy in the form of priors on the data or distributions)

45

Neural Networks
— Analogy to Biological Systems (Indeed a great example
of a good learning system)
— Massive Parallelism allowing for computational efficiency
— The first learning algorithm came in 1959 (Rosenblatt)
who suggested that if a target output value is provided
for a single neuron with fixed inputs, one can
incrementally change weights to learn to produce these
outputs using the perceptron learning rule

46

22
 A Neuron
- mk
x0 w0
x1 w1
å f
output y
xn wn

Input weight weighted Activation

vector x vector w sum function
— The n-dimensional input vector x is mapped into variable y
by means of the scalar product and a nonlinear function
mapping
47

A Neuron
- mk
x0 w0
x1 w1
å f
output y
xn wn

Input weight weighted Activation

vector x vector w sum function
For Example
n
y = sign( å wi xi + m k )
i =0 48

23
 Multi-Layer Perceptron
Output vector
Err j = O j (1 - O j )å Errk w jk
Output nodes k

q j = q j + (l) Err j
wij = wij + (l ) Err j Oi
Hidden nodes Err j = O j (1 - O j )(T j - O j )
wij 1
Oj = -I
1+ e j
Input nodes
I j = å wij Oi + q j
i

Input vector: xi
49

Network Training
— The ultimate objective of training
◦ obtain a set of weights that makes almost all the tuples in the
training data classified correctly
— Steps
◦ Initialize weights with random values
◦ Feed the input tuples into the network one by one
◦ For each unit
– Compute the net input to the unit as a linear combination of all the
inputs to the unit
– Compute the output value using the activation function
– Compute the error
– Update the weights and the bias

50

24
Classification and Prediction
— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

52

SVM – Support Vector Machines

Small Margin Large Margin

Support Vectors

53

25
 Support vector machine(SVM).
— Classification is essentially finding the best
boundary between classes.
— Support vector machine finds the best
boundary points called support vectors
and build classifier on top of them.
— Linear and Non-linear support vector
machine.

54

Example of general SVM

The dots with shadow around

them are support vectors.
Clearly they are the best data
points to represent the
boundary. The curve is the
separating boundary.

55

26
 Optimal Hyper plane, separable case.

— In this case, class 1 and

class 2 are separable.
— The representing points xT b + b 0 = 0
are selected such that
the margin between X
two classes are
maximized. X
X
— Crossed points are
support vectors. X
C

56

Analysis of Separable case.

1. Through out our presentation, the training data
consists of N pairs:(x1,y1), (x2,y2) ,…,
(Xn,Yn).
2. Define a hyper plane:
{x : f ( x) = xT b + b 0 = 0}

where b is a unit vector. The classification rule

is :
G ( x) = sign[ xT b + b 0 ]

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27
 Analysis Cont.
3. So the problem of finding optimal hyperplane
turns to: b , b 0 , || b ||= 1
Maximizing C on
Subject to constrain:
yi ( xiT b + b 0 ) > C , i = 1,..., N .
4. It’s the same as :
Minimizing || b || subject to

yi ( xiT b + b 0 ) > 1, i = 1,..., N .

59

Non-separable case

When the data set is

non-separable as
xT b + b 0 = 0
shown in the right
figure, we will assign X
weight to each x*
X
support vector which X
will be shown in the X
constraint. C

60

28
 Non-separable Cont.
1. Constraint changes to the following:
y ( xT b + b ), > C (1 - x ), Where
i i 0 i
N
"i, xi > 0, å xi < const.
i =1
2. Thus the optimization problem changes to:
ì T
Min || b || subject to ï yi ( xi b + b0 )>1-xi ,i =1,..., N .
í N

ïî "i ,xi >0,å

i =1
xi < const .

63

Compute SVM.

We can rewrite the optimization problem as:

N
2
min{(1/ 2) || b || +g å xi }
Subject to z i>0, i =1

yi ( xiT b xi + b) > 1 - xi , "i

Which we can solve by Lagrange.
The separable case is when g=0.

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29
 SVM computing Cont.
The Lagrange function for this problem is:
N N N
1 2 T
Lp = || b || +g å xi - å a i [ yi ( xi b + b 0 ) - (1 - xi )] - å mixi
2 i =1 i =1 i =1
By formal Lagrange procedures, we get a
dual problem:
N
1 N N
LD = å a i - åå a ia i ' yi yi ' xiT xi '
i =1 2 i =1 i '=1

65

SVM computing Cont.

This dual problem subjects to the original
and the K-K-T constraint. Then it turns to
a simpler quadratic programming problem

The solution is in the form of:

Ù N Ù
b = å a i yi xi
i =1

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30
 67

General SVM

This classification problem

clearly do not have a good
optimal linear classifier.

Can we do better?
A non-linear boundary as
shown will do fine.

68

31
General SVM Cont.
— The idea is to map the feature space into
a much bigger space so that the boundary
is linear in the new space.
— Generally linear boundaries in the
enlarged space achieve better training-
class separation, and it translates to non-
linear boundaries in the original space.

69

Mapping
— Mapping F : � d a H
◦ Need distances in H: F ( xi ) × F ( x j )
— Kernel Function: K ( xi , x j ) = F ( xi ) × F ( x j )
-|| xi - x j ||2 / 2s 2
◦ Example: K ( xi , x j ) = e
— In this example, H is infinite-dimensional

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32
Degree 3 Example

71

Resulting Surfaces

72

33
 General SVM Cont.
Now suppose our mapping from original
Feature space to new space is h(xi), the
dual problem changed to:
N
1 N N
LD = å a i - åå a ia i 'yi yi ' h( xi ), h( xi ' )
i =1 2 i =1 i ' =1
Note that the transformation only
operates on the dot product.

73

General SVM Cont.

Similar to linear case, the solution can be
written as:
N
f ( x ) = h( x )T b + b 0 = åa i yi h( xi ), h( xi ' ) + b 0
i =1

But function “h” is of very high dimension

sometimes infinity, does it mean SVM is
impractical?

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34
Reproducing Kernel.
Look at the dual problem, the solution
only depends on h( xi ), h( xi ' .)
Traditional functional analysis tells us we
need to only look at their kernel
representation: K(X,X’)= h( xi ), h( xi ' )
Which lies in a much smaller dimension
Space than “h”.

75

Restrictions and typical kernels.

— Kernel representation does not exist all
the time, Mercer’s condition (Courant
and Hilbert,1953) tells us the condition
for this kind of existence.
— There are a set of kernels proven to be
effective, such as polynomial kernels
and radial basis kernels.

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Example of polynomial kernel.
r degree polynomial:
K(x,x’)=(1+<x,x’>)d.
For a feature space with two inputs: x1,x2
and
a polynomial kernel of degree 2.
K(x,x’)=(1+<x,x’>)2
Let
h1 ( x) = 1, h2 ( x) = 2 x1 , h3 ( x) = 2 x2 , h4 ( x) = x12 , h5 ( x) = x22
and h6 ( x) = 2 x1 x2 , then
K(x,x’)=<h(x),h(x’)>.
77

Performance of SVM.
— For optimal hyper planes passing through the origin, we
have:
E[ D 2 / M 2 ]
E ( P (error )] £
l
— For general support vector machine.

E[ P (error )] £
E(# of support vectors)/(# training
samples)
— SVM has been very successful in lots of applications.

78

36
 Results

79

SVM vs. Neural Network

— SVM — Neural Network
◦ Relatively new concept ◦ Quiet Old
◦ Nice Generalization ◦ Generalizes well but
properties doesn’t have strong
◦ Hard to learn – learned in mathematical
batch mode using quadratic foundation
programming techniques
◦ Can easily be learned
◦ Using kernels can learn in incremental fashion
very complex functions
◦ To learn complex
functions – use
multilayer perceptron
(not that trivial)

80

37
Open problems of SVM.
— How do we choose Kernel function for a
specific set of problems. Different Kernel
will have different results, although
generally the results are better than using
hyper planes.
— Comparisons with Bayesian risk for
classification problem. Minimum Bayesian
risk is proven to be the best. When can
SVM achieve the risk.

81

Open problems of SVM

— For very large training set, support
vectors might be of large size. Speed thus
becomes a bottleneck.
— A optimal design for multi-class SVM
classifier.

82

38
SVM Related Links
— http://svm.dcs.rhbnc.ac.uk/
— http://www.kernel-machines.org/
— C. J. C. Burges. A Tutorial on Support Vector Machines
for Pattern Recognition. Knowledge Discovery and Data
Mining, 2(2), 1998.
— SVMlight – Software (in C)
http://ais.gmd.de/~thorsten/svm_light
— BOOK: An Introduction to Support Vector
Machines
N. Cristianini and J. Shawe-Taylor
Cambridge University Press
83

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

86

39
Other Classification Methods
— k-nearest neighbor classifier
— case-based reasoning
— Genetic algorithm
— Rough set approach
— Fuzzy set approaches

87

Instance-Based Methods
— Instance-based learning:
◦ Store training examples and delay the processing (“lazy
evaluation”) until a new instance must be classified
— Typical approaches
◦ k-nearest neighbor approach
– Instances represented as points in a Euclidean space.
◦ Locally weighted regression
– Constructs local approximation
◦ Case-based reasoning
– Uses symbolic representations and knowledge-based
inference

88

40
 The k-Nearest Neighbor Algorithm
— All instances correspond to points in the n-D space.
— The nearest neighbor are defined in terms of Euclidean
distance.
— The target function could be discrete- or real- valued.
— For discrete-valued, the k-NN returns the most common
value among the k training examples nearest to xq.
— Voronoi diagram: the decision surface induced by 1-NN for a
typical set of training examples.
_
_
_ _ .
+
_ .
+
xq + . . .
_ + .
89

Discussion on the k-NN Algorithm

— The k-NN algorithm for continuous-valued target
functions
◦ Calculate the mean values of the k nearest neighbors
— Distance-weighted nearest neighbor algorithm
◦ Weight the contribution of each of the k neighbors according to
their distance to the query point xq
– giving greater weight to closer neighbors w º 1
d ( xq , xi )2
◦ Similarly, for real-valued target functions
— Robust to noisy data by averaging k-nearest neighbors
— Curse of dimensionality: distance between neighbors
could be dominated by irrelevant attributes.
◦ To overcome it, axes stretch or elimination of the least relevant
attributes.

90

41
Case-Based Reasoning
— Also uses: lazy evaluation + analyze similar instances
— Difference: Instances are not “points in a Euclidean
space”
— Example:Water faucet problem in CADET (Sycara et
al’92)
— Methodology
◦ Instances represented by rich symbolic descriptions (e.g.,
function graphs)
◦ Multiple retrieved cases may be combined
◦ Tight coupling between case retrieval, knowledge-based
reasoning, and problem solving
— Research issues
◦ Indexing based on syntactic similarity measure, and when failure,
backtracking, and adapting to additional cases

91

Remarks on Lazy vs. Eager Learning

— Instance-based learning: lazy evaluation
— Decision-tree and Bayesian classification: eager
evaluation
— Key differences
◦ Lazy method may consider query instance xq when deciding how
to generalize beyond the training data D
◦ Eager method cannot since they have already chosen global
approximation when seeing the query
— Efficiency: Lazy - less time training but more time
predicting
— Accuracy
◦ Lazy method effectively uses a richer hypothesis space since it
uses many local linear functions to form its implicit global
approximation to the target function
◦ Eager: must commit to a single hypothesis that covers the entire
instance space
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42
 Genetic Algorithms
— GA: based on an analogy to biological evolution
— Each rule is represented by a string of bits
— An initial population is created consisting of randomly
generated rules
◦ e.g., IF A1 and Not A2 then C2 can be encoded as 100
— Based on the notion of survival of the fittest, a new
population is formed to consists of the fittest rules and
their offsprings
— The fitness of a rule is represented by its classification
accuracy on a set of training examples
— Offsprings are generated by crossover and mutation

93

Rough Set Approach

— Rough sets are used to approximately or “roughly” define
equivalent classes
— A rough set for a given class C is approximated by two sets: a
lower approximation (certain to be in C) and an upper
approximation (cannot be described as not belonging to C)
— Finding the minimal subsets (reducts) of attributes (for feature
reduction) is NP-hard but a discernibility matrix is used to
reduce the computation intensity

94

43
 Fuzzy Set
Approaches
• Fuzzy logic uses truth values between 0.0 and 1.0 to
represent the degree of membership (such as using
fuzzy membership graph)
• Attribute values are converted to fuzzy values
– e.g., income is mapped into the discrete categories {low,
medium, high} with fuzzy values calculated
• For a given new sample, more than one fuzzy value may
apply
• Each applicable rule contributes a vote for membership
in the categories
• Typically, the truth values for each predicted category
are summed
95

Classification and Prediction

— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

96

44
What Is Prediction?
— Prediction is similar to classification
◦ First, construct a model
◦ Second, use model to predict unknown value
– Major method for prediction is regression
– Linear and multiple regression
– Non-linear regression
— Prediction is different from classification
◦ Classification refers to predict categorical class label
◦ Prediction models continuous-valued functions

97

Predictive Modeling in Databases

— Predictive modeling: Predict data values or construct
generalized linear models based on the database data.
— One can only predict value ranges or category
distributions
— Method outline:
◦ Minimal generalization
◦ Attribute relevance analysis
◦ Generalized linear model construction
◦ Prediction
— Determine the major factors which influence the
prediction
◦ Data relevance analysis: uncertainty measurement, entropy
analysis, expert judgement, etc.
— Multi-level prediction: drill-down and roll-up analysis

98

45
Regress Analysis and Log-Linear
Models in Prediction
— Linear regression:Y = a + b X
◦ Two parameters , a 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:
◦ The multi-way table of joint probabilities is
approximated by a product of lower-order tables.
◦ Probability: p(a, b, c, d) = aab baccad dbcd

99

Locally Weighted Regression

— Construct an explicit approximation to f over a local
region surrounding query instance xq.
— Locally weighted linear regression:
◦ The target function f is approximated near xq using the linear
function:
f$ ( x) = w + w a ( x)+L+ wnan ( x)
0 11
◦ minimize the squared error: distance-decreasing weight K
E ( xq ) º 1 å ( f ( x) - f$ ( x))2 K (d ( xq , x))
2 xÎk _nearest _neighbors _of _ xq
◦ the gradient descent training rule:
Dw j º h å K (d ( xq , x))(( f ( x) - f$ ( x))a j ( x)
x Îk _ nearest _ neighbors_ of _ xq
— In most cases, the target function is approximated by a
constant, linear, or quadratic function.

100

46
Prediction: Numerical Data

101

Prediction: Categorical Data

102

47
Classification and Prediction
— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

103

Classification Accuracy: Estimating

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 samples
— 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
— Bootstrapping (leave-one-out)
◦ for small size data

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48
Bagging and Boosting
— General idea Classification method (CM)

Training data Classifier C

CM

Altered Training data Classifier C1

CM

Altered Training data Classifier C2

……..
Aggregation …. Classifier C*

105

Bagging
— Given a set S of s samples
— Generate a bootstrap sample T from S. Cases in S may
not appear in T or may appear more than once.
— Repeat this sampling procedure, getting a sequence of k
independent training sets
— A corresponding sequence of classifiers C1,C2,…,Ck is
constructed for each of these training sets, by using the
same classification algorithm
— To classify an unknown sample X,let each classifier
predict or vote
— The Bagged Classifier C* counts the votes and assigns X
to the class with the “most” votes

106

49
Boosting Technique — Algorithm
— Assign every example an equal weight 1/N
— For t = 1, 2, …,T Do
◦ Obtain a hypothesis (classifier) h(t) under w(t)
◦ Calculate the error of h(t) and re-weight the
examples based on the error . Each classifier is
dependent on the previous ones. Samples that are
incorrectly predicted are weighted more heavily
◦ Normalize w(t+1) to sum to 1 (weights assigned to
different classifiers sum to 1)
— Output a weighted sum of all the hypothesis,
with each hypothesis weighted according to its
accuracy on the training set

107

Bagging and Boosting

— Experiments with a new boosting
algorithm, freund et al (AdaBoost )
— Bagging Predictors, Brieman
— Boosting Naïve Bayesian Learning on large
subset of MEDLINE, W. Wilbur

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Classification and Prediction
— What is classification? What is prediction?
— Issues regarding classification and prediction
— Classification by decision tree induction
— Bayesian Classification
— Classification by Neural Networks
— Classification by Support Vector Machines (SVM)
— Instance Based Methods
— Prediction
— Classification accuracy
— Summary

109

Summary
— Classification is an extensively studied problem (mainly in statistics,
machine learning & neural networks)
— Classification is probably one of the most widely used data mining
techniques with a lot of extensions
— Scalability is still an important issue for database applications: thus
combining classification with database techniques should be a
promising topic
— Research directions: classification of non-relational data, e.g., text,
spatial, multimedia, etc..

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