Unit – III: Classification

Dr. M. Kumara Swamy

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 Unit – III : Classification
◼ Basic Concepts, Decision Tree Induction, Bayes
Classification Methods, Rule-Based Classification,
Metrics for Evaluating Classifier Performance,
Ensemble Methods, Multilayer Feed-Forward Neural
Network, Support Vector Machines, k-Nearest-
Neighbor Classifiers.

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 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

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 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
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 Prediction Problems: Classification vs.
Numeric 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
◼ Numeric Prediction
◼ Models continuous-valued functions, i.e., predicts
unknown or missing values
◼ Typical applications
◼ Credit/loan approval

◼ Medical diagnosis: if a tumor is cancerous or benign

◼ Fraud detection: if a transaction is fraudulent

◼ Web page categorization: which category it is

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 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 overfitting)

◼ If the accuracy is acceptable, use the model to classify new data

◼ Note: If the test set is used to select models, it is called validation (test) set
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 Process (1): Model Construction

Classification
Algorithms
Training
Data

N A M E R A N K Y E A R S TE N U R E D Classifier
M ik e A s s is t a n t P r o f 3 no (Model)
M a ry A s s is t a n t P r o f 7 yes
B ill P ro fe s s o r 2 yes
J im A s s o c ia t e P r o f 7 yes
IF rank = ‘professor’
D ave A s s is t a n t P r o f 6 no
OR years > 6
A nne A s s o c ia t e P r o f 3 no
THEN tenured = ‘yes’
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Process (2): Using the Model in Prediction

Classifier

Testing
Data Unseen Data

(Jeff, Professor, 4)
NA M E R A NK YEARSTENUR ED
Tom Assistant Prof 2 no Tenured?
M erlisa AssociateProf 7 no
GeorgeProfessor 5 yes
Joseph Assistant Prof 7 yes
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 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

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 Decision Tree Induction: An Example
age income student credit_rating buys_computer
<=30 high no fair no
❑ Training data set: Buys_computer <=30 high no excellent no
❑ The data set follows an example of 31…40 high no fair yes
>40 medium no fair yes
Quinlan’s ID3 (Playing Tennis) >40 low yes fair yes
>40 low yes excellent no
❑ Resulting tree:
31…40 low yes excellent yes
age? <=30 medium no fair no
<=30 low yes fair yes
>40 medium yes fair yes
<=30 medium yes excellent yes
<=30 overcast
31..40 >40 31…40 medium no excellent yes
31…40 high yes fair yes
>40 medium no excellent no

student? yes credit rating?

no yes excellent fair

no yes yes
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 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
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 Brief Review of Entropy
◼

m=2

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 Attribute Selection Measure:
Information Gain (ID3/C4.5)
◼ Select the attribute with the highest information gain
◼ Let pi be the probability that an arbitrary tuple in D belongs to
class Ci, estimated by |Ci, D|/|D|
◼ Expected information (entropy) needed to classify a tuple in D:

◼ Information needed (after using A to split D into v partitions) to

classify D:

◼ Information gained by branching on attribute A

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 Attribute Selection: Information Gain
 Class P: buys_computer = “yes”
 Class N: buys_computer = “no”

age pi ni I(pi, ni) 5

I (2,3) means “age <=30” has 5 out of
<=30 2 3 0.971 14
14 samples, with 2 yes’es and 3
31…40 4 0 0
>40 3 2 0.971 no’s. Hence
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 Similarly,
>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 yes
31…40 high yes fair yes
>40 medium no excellent no 14
 Computing Information-Gain for
Continuous-Valued Attributes
◼ Let attribute A be a continuous-valued attribute
◼ Must determine the best split point for A
◼ Sort the value A in increasing order
◼ Typically, the midpoint between each pair of adjacent values
is considered as a possible split point
◼ (ai+ai+1)/2 is the midpoint between the values of ai and ai+1
◼ The point with the minimum expected information
requirement for A is selected as the split-point for A
◼ Split:
◼ D1 is the set of tuples in D satisfying A ≤ split-point, and D2 is
the set of tuples in D satisfying A > split-point
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Gain Ratio for Attribute Selection (C4.5)
◼ Information gain measure is biased towards attributes with a
large number of values
◼ C4.5 (a successor of ID3) uses gain ratio to overcome the
problem (normalization to information gain)

◼ GainRatio(A) = Gain(A)/SplitInfo(A)
◼ Ex.

◼ gain_ratio(income) = 0.029/1.557 = 0.019

◼ The attribute with the maximum gain ratio is selected as the
splitting attribute
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Gini Index (CART, IBM IntelligentMiner)
◼ If a data set D contains examples from n classes, gini index,
gini(D) is defined as n 2
gini( D) = 1−  p j
j =1
where pj is the relative frequency of class j in D
◼ If a data set D is split on A into two subsets D1 and D2, the gini
index gini(D) is defined as
|D1| |D |
gini A ( D) = gini( D1) + 2 gini( D 2)
|D| |D|
◼ Reduction in Impurity:
gini( A) = gini( D) − giniA ( D)
◼ The attribute provides the smallest ginisplit(D) (or the largest
reduction in impurity) is chosen to split the node (need to
enumerate all the possible splitting points for each attribute)
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 Computation of Gini Index
◼ Ex. D has 9 tuples in buys_computer = “yes” and 5 in “no”

◼ Suppose the attribute income partitions D into 10 in D1: {low,

medium} and 4 in D2

Gini{low,high} is 0.459; Gini{medium,high} is 0.443. Thus, split on the

{low,medium} (and {high}) since it has the lowest Gini index
◼ All attributes are assumed continuous-valued
◼ May need other tools, e.g., clustering, to get the possible split
values
◼ Can be modified for categorical attributes 18
 Comparing Attribute Selection Measures

◼ The three measures, in general, return good results but

◼ Information gain:
◼ biased towards multivalued attributes
◼ Gain ratio:
◼ tends to prefer unbalanced splits in which one partition is
much smaller than the others
◼ Gini index:
◼ biased to multivalued attributes
◼ has difficulty when # of classes is large
◼ tends to favor tests that result in equal-sized partitions
and purity in both partitions
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 Other Attribute Selection Measures
◼ CHAID: a popular decision tree algorithm, measure based on χ2 test for
independence
◼ C-SEP: performs better than info. gain and gini index in certain cases
◼ G-statistic: has a close approximation to χ2 distribution
◼ MDL (Minimal Description Length) principle (i.e., the simplest solution is
preferred):
◼ The best tree as the one that requires the fewest # of bits to both (1)
encode the tree, and (2) encode the exceptions to the tree
◼ Multivariate splits (partition based on multiple variable combinations)
◼ CART: finds multivariate splits based on a linear comb. of attrs.
◼ Which attribute selection measure is the best?
◼ Most give good results, none is significantly superior than others
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 Overfitting and Tree Pruning
◼ 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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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
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 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 is decision tree induction popular?
◼ 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

◼ RainForest (VLDB’98 — Gehrke, Ramakrishnan & Ganti)

◼ Builds an AVC-list (attribute, value, class label)

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 Scalability Framework for RainForest

◼ Separates the scalability aspects from the criteria that

determine the quality of the tree
◼ Builds an AVC-list: AVC (Attribute, Value, Class_label)
◼ AVC-set (of an attribute X )
◼ Projection of training dataset onto the attribute X and
class label where counts of individual class label are
aggregated
◼ AVC-group (of a node n )
◼ Set of AVC-sets of all predictor attributes at the node n

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 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

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 Bayesian Classification: Why?
◼ A statistical classifier: performs probabilistic prediction, i.e.,
predicts class membership probabilities
◼ Foundation: Based on Bayes’ Theorem.
◼ Performance: A simple Bayesian classifier, naïve Bayesian
classifier, has comparable performance with decision tree and
selected neural network classifiers
◼ Incremental: Each training example can incrementally
increase/decrease the probability that a hypothesis is correct —
prior knowledge can be combined with observed data
◼ 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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 Bayes’ Theorem: Basics
◼ Total probability Theorem:

◼ Bayes’ Theorem:

◼ Let X be a data sample (“evidence”): class label is unknown

◼ Let H be a hypothesis that X belongs to class C
◼ Classification is to determine P(H|X), (i.e., posteriori probability): the
probability that the hypothesis holds given the observed data sample X
◼ P(H) (prior probability): the initial probability
◼ E.g., X will buy computer, regardless of age, income, …

◼ P(X): probability that sample data is observed

◼ P(X|H) (likelihood): the probability of observing the sample X, given that
the hypothesis holds
◼ E.g., Given that X will buy computer, the prob. that X is 31..40,

medium income
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 Prediction Based on Bayes’ Theorem
◼ Given training data X, posteriori probability of a hypothesis H,
P(H|X), follows the Bayes’ theorem

◼ Informally, this can be viewed as

posteriori = likelihood x prior/evidence
◼ Predicts X belongs to Ci iff the probability P(Ci|X) is the highest
among all the P(Ck|X) for all the k classes
◼ Practical difficulty: It requires initial knowledge of many
probabilities, involving significant computational cost

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Classification Is to Derive the Maximum Posteriori
◼ Let D be a training set of tuples and their associated class
labels, and each tuple is represented by an n-D attribute vector
X = (x1, x2, …, xn)
◼ Suppose there are m classes C1, C2, …, Cm.
◼ Classification is to derive the maximum posteriori, i.e., the
maximal P(Ci|X)
◼ This can be derived from Bayes’ theorem

◼ Since P(X) is constant for all classes, only

needs to be maximized

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 Naïve Bayes Classifier
◼ A simplified assumption: attributes are conditionally
independent (i.e., no dependence relation between attributes):

◼ This greatly reduces the computation cost: Only counts the class
distribution
◼ If Ak is categorical, P(xk|Ci) is the # of tuples in Ci having value xk
for Ak divided by |Ci, D| (# of tuples of Ci in D)
◼ If Ak is continous-valued, P(xk|Ci) is usually computed based on
Gaussian distribution with a mean μ and standard deviation σ

and P(xk|Ci) is

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 Naïve Bayes Classifier: Training Dataset
age income studentcredit_rating
buys_compu
<=30 high no fair no
Class: <=30 high no excellent no
C1:buys_computer = ‘yes’ 31…40 high no fair yes
C2:buys_computer = ‘no’ >40 medium no fair yes
>40 low yes fair yes
Data to be classified: >40 low yes excellent no
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
Credit_rating = Fair) <=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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 Naïve Bayes Classifier: An Example age income studentcredit_rating
buys_comp
<=30 high no fair no
<=30 high no excellent no
31…40 high no fair yes

◼ P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643 >40

>40
medium
low
no fair
yes fair
yes
yes
>40 low yes excellent no

P(buys_computer = “no”) = 5/14= 0.357 31…40

<=30
low
medium
yes excellent
no fair
yes
no
<=30 low yes fair yes
◼ Compute P(X|Ci) for each class >40
<=30
medium yes fair
medium yes excellent
yes
yes
31…40 medium no excellent yes
P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222 31…40
>40
high
medium
yes fair
no excellent
yes
no

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 0.667 = 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 = “no”) * P(buys_computer = “no”) = 0.007
Therefore, X belongs to class (“buys_computer = yes”) 32
 Avoiding the Zero-Probability Problem
◼ Naïve Bayesian prediction requires each conditional prob. be
non-zero. Otherwise, the predicted prob. will be zero

◼ Ex. Suppose a dataset with 1000 tuples, income=low (0),

income= medium (990), and income = high (10)
◼ Use Laplacian correction (or Laplacian estimator)
◼ Adding 1 to each case

Prob(income = low) = 1/1003

Prob(income = medium) = 991/1003
Prob(income = high) = 11/1003
◼ The “corrected” prob. estimates are close to their

“uncorrected” counterparts
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 Naïve Bayes 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

Bayes Classifier
◼ How to deal with these dependencies? Bayesian Belief Networks
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 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

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 Using IF-THEN Rules for Classification
◼ Represent the knowledge in the form of IF-THEN rules
R: IF age = youth AND student = yes THEN buys_computer = yes
◼ Rule antecedent/precondition vs. rule consequent

◼ Assessment of a rule: coverage and accuracy

◼ ncovers = # of tuples covered by R

◼ ncorrect = # of tuples correctly classified by R

coverage(R) = ncovers /|D| /* D: training data set */

accuracy(R) = ncorrect / ncovers
◼ If more than one rule are triggered, need conflict resolution
◼ Size ordering: assign the highest priority to the triggering rules that has

the “toughest” requirement (i.e., with the most attribute tests)

◼ Class-based ordering: decreasing order of prevalence or misclassification

cost per class

◼ Rule-based ordering (decision list): rules are organized into one long

priority list, according to some measure of rule quality or by experts

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 Rule Extraction from a Decision Tree
◼ Rules are easier to understand than large
trees age?

◼ One rule is created for each path from the <=30 31..40 >40
root to a leaf
student? credit rating?
yes
◼ Each attribute-value pair along a path forms a
no yes excellent fair
conjunction: the leaf holds the class
no yes yes
prediction
◼ Rules are mutually exclusive and exhaustive
◼ Example: Rule extraction from our buys_computer decision-tree
IF age = young AND student = no THEN buys_computer = no
IF age = young AND student = yes THEN buys_computer = yes
IF age = mid-age THEN buys_computer = yes
IF age = old AND credit_rating = excellent THEN buys_computer = no
IF age = old AND credit_rating = fair THEN buys_computer = yes
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Rule Induction: Sequential Covering Method
◼ Sequential covering algorithm: Extracts rules directly from training
data
◼ Typical sequential covering algorithms: FOIL, AQ, CN2, RIPPER
◼ Rules are learned sequentially, each for a given class Ci will cover
many tuples of Ci but none (or few) of the tuples of other classes
◼ Steps:
◼ Rules are learned one at a time

◼ Each time a rule is learned, the tuples covered by the rules are
removed
◼ Repeat the process on the remaining tuples until termination
condition, e.g., when no more training examples or when the
quality of a rule returned is below a user-specified threshold
◼ Comp. w. decision-tree induction: learning a set of rules
simultaneously
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 Sequential Covering Algorithm

while (enough target tuples left)

generate a rule
remove positive target tuples satisfying this rule

Examples covered
Examples covered by Rule 2
by Rule 1 Examples covered
by Rule 3

Positive
examples

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 Rule Generation
◼ To generate a rule
while(true)
find the best predicate p
if foil-gain(p) > threshold then add p to current rule
else break

A3=1&&A1=2
A3=1&&A1=2
&&A8=5A3=1

Positive Negative
examples examples

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 How to Learn-One-Rule?
◼ Start with the most general rule possible: condition = empty
◼ Adding new attributes by adopting a greedy depth-first strategy
◼ Picks the one that most improves the rule quality

◼ Rule-Quality measures: consider both coverage and accuracy

◼ Foil-gain (in FOIL & RIPPER): assesses info_gain by extending

condition

◼ favors rules that have high accuracy and cover many positive tuples
◼ Rule pruning based on an independent set of test tuples

Pos/neg are # of positive/negative tuples covered by R.

If FOIL_Prune is higher for the pruned version of R, prune R
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 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

42
 Model Evaluation and Selection
◼ Evaluation metrics: How can we measure accuracy? Other
metrics to consider?
◼ Use validation test set of class-labeled tuples instead of
training set when assessing accuracy
◼ Methods for estimating a classifier’s accuracy:
◼ Holdout method, random subsampling
◼ Cross-validation
◼ Bootstrap
◼ Comparing classifiers:
◼ Confidence intervals
◼ Cost-benefit analysis and ROC Curves
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 Classifier Evaluation Metrics: Confusion
Matrix
Confusion Matrix:
Actual class\Predicted class C1 ¬ C1
C1 True Positives (TP) False Negatives (FN)
¬ C1 False Positives (FP) True Negatives (TN)

Example of Confusion Matrix:

Actual class\Predicted buy_computer buy_computer Total
class = yes = no
buy_computer = yes 6954 46 7000
buy_computer = no 412 2588 3000
Total 7366 2634 10000

◼ Given m classes, an entry, CMi,j in a confusion matrix indicates

# of tuples in class i that were labeled by the classifier as class j
◼ May have extra rows/columns to provide totals
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 Classifier Evaluation Metrics: Accuracy,
Error Rate, Sensitivity and Specificity
A\P C ¬C ◼ Class Imbalance Problem:
C TP FN P
◼ One class may be rare, e.g.
¬C FP TN N
fraud, or HIV-positive
P’ N’ All
◼ Significant majority of the

◼ Classifier Accuracy, or negative class and minority of

recognition rate: percentage of the positive class
test set tuples that are correctly ◼ Sensitivity: True Positive
classified recognition rate
Accuracy = (TP + TN)/All ◼ Sensitivity = TP/P

◼ Error rate: 1 – accuracy, or ◼ Specificity: True Negative

Error rate = (FP + FN)/All recognition rate

◼ Specificity = TN/N

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 Classifier Evaluation Metrics:
Precision and Recall, and F-measures
◼ Precision: exactness – what % of tuples that the classifier
labeled as positive are actually positive

◼ Recall: completeness – what % of positive tuples did the

classifier label as positive?
◼ Perfect score is 1.0
◼ Inverse relationship between precision & recall
◼ F measure (F1 or F-score): harmonic mean of precision and
recall,

◼ Fß: weighted measure of precision and recall

◼ assigns ß times as much weight to recall as to precision

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 Classifier Evaluation Metrics: Example

Actual Class\Predicted class cancer = yes cancer = no Total Recognition(%)

cancer = yes 90 210 300 30.00 (sensitivity
cancer = no 140 9560 9700 98.56 (specificity)
Total 230 9770 10000 96.40 (accuracy)

◼ Precision = 90/230 = 39.13% Recall = 90/300 = 30.00%

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 Evaluating Classifier Accuracy:
Holdout & Cross-Validation Methods
◼ Holdout method
◼ Given data is randomly partitioned into two independent sets

◼ Training set (e.g., 2/3) for model construction

◼ Test set (e.g., 1/3) for accuracy estimation

◼ Random sampling: a variation of holdout

◼ Repeat holdout k times, accuracy = avg. of the accuracies

obtained
◼ Cross-validation (k-fold, where k = 10 is most popular)
◼ Randomly partition the data into k mutually exclusive subsets,
each approximately equal size
◼ At i-th iteration, use Di as test set and others as training set

◼ Leave-one-out: k folds where k = # of tuples, for small sized

data
◼ *Stratified cross-validation*: folds are stratified so that class
dist. in each fold is approx. the same as that in the initial data
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Evaluating Classifier Accuracy: Bootstrap
◼ Bootstrap
◼ Works well with small data sets
◼ Samples the given training tuples uniformly with replacement
◼ i.e., each time a tuple is selected, it is equally likely to be selected
again and re-added to the training set
◼ Several bootstrap methods, and a common one is .632 boostrap
◼ A data set with d tuples is sampled d times, with replacement, resulting in
a training set of d samples. The data tuples that did not make it into the
training set end up forming the test set. About 63.2% of the original data
end up in the bootstrap, and the remaining 36.8% form the test set (since
(1 – 1/d)d ≈ e-1 = 0.368)
◼ Repeat the sampling procedure k times, overall accuracy of the model:

49
 Estimating Confidence Intervals:
Classifier Models M1 vs. M2
◼ Suppose we have 2 classifiers, M1 and M2, which one is better?

◼ Use 10-fold cross-validation to obtain and

◼ These mean error rates are just estimates of error on the true
population of future data cases

◼ What if the difference between the 2 error rates is just

attributed to chance?

◼ Use a test of statistical significance

◼ Obtain confidence limits for our error estimates

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 Estimating Confidence Intervals:
Null Hypothesis
◼ Perform 10-fold cross-validation
◼ Assume samples follow a t distribution with k–1 degrees of
freedom (here, k=10)
◼ Use t-test (or Student’s t-test)
◼ Null Hypothesis: M1 & M2 are the same
◼ If we can reject null hypothesis, then
◼ we conclude that the difference between M 1 & M2 is
statistically significant
◼ Chose model with lower error rate

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 Estimating Confidence Intervals: t-test

◼ If only 1 test set available: pairwise comparison

◼ For ith round of 10-fold cross-validation, the same cross
partitioning is used to obtain err(M1)i and err(M2)i
◼ Average over 10 rounds to get
and
◼ t-test computes t-statistic with k-1 degrees of
freedom:
where

◼ If two test sets available: use non-paired t-test

where

where k1 & k2 are # of cross-validation samples used for M1 & M2, resp.
52
 Estimating Confidence Intervals:
Table for t-distribution

◼ Symmetric
◼ Significance level,
e.g., sig = 0.05 or
5% means M1 & M2
are significantly
different for 95% of
population
◼ Confidence limit, z
= sig/2

53
 Estimating Confidence Intervals:
Statistical Significance
◼ Are M1 & M2 significantly different?
◼ Compute t. Select significance level (e.g. sig = 5%)

◼ Consult table for t-distribution: Find t value corresponding

to k-1 degrees of freedom (here, 9)

◼ t-distribution is symmetric: typically upper % points of

distribution shown → look up value for confidence limit

z=sig/2 (here, 0.025)
◼ If t > z or t < -z, then t value lies in rejection region:

◼ Reject null hypothesis that mean error rates of M1 & M2

are same
◼ Conclude: statistically significant difference between M1

& M2
◼ Otherwise, conclude that any difference is chance
54
 Model Selection: ROC Curves
◼ ROC (Receiver Operating
Characteristics) curves: for visual
comparison of classification models
◼ Originated from signal detection theory
◼ Shows the trade-off between the true
positive rate and the false positive rate
◼ The area under the ROC curve is a ◼ Vertical axis
measure of the accuracy of the model represents the true
positive rate
◼ Rank the test tuples in decreasing ◼ Horizontal axis rep.
order: the one that is most likely to the false positive rate
belong to the positive class appears at ◼ The plot also shows a
the top of the list diagonal line
◼ The closer to the diagonal line (i.e., the ◼ A model with perfect
closer the area is to 0.5), the less accuracy will have an
accurate is the model area of 1.0
55
 Issues Affecting Model Selection
◼ Accuracy
◼ classifier accuracy: predicting class label
◼ Speed
◼ time to construct the model (training time)
◼ time to use the model (classification/prediction time)
◼ Robustness: handling noise and missing values
◼ Scalability: efficiency in disk-resident databases
◼ Interpretability
◼ understanding and insight provided by the model
◼ Other measures, e.g., goodness of rules, such as decision tree
size or compactness of classification rules
56
 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed - Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

57
Ensemble Methods: Increasing the Accuracy

◼ Ensemble methods
◼ Use a combination of models to increase accuracy

◼ Combine a series of k learned models, M 1, M2, …, Mk, with

the aim of creating an improved model M*

◼ Popular ensemble methods
◼ Bagging: averaging the prediction over a collection of

classifiers
◼ Boosting: weighted vote with a collection of classifiers

◼ Ensemble: combining a set of heterogeneous classifiers

58
 Bagging: Boostrap Aggregation
◼ Analogy: Diagnosis based on multiple doctors’ majority vote
◼ Training
◼ Given a set D of d tuples, at each iteration i, a training set Di of d tuples

is sampled with replacement from D (i.e., bootstrap)

◼ A classifier model Mi is learned for each training set Di

◼ Classification: classify an unknown sample X

◼ Each classifier Mi returns its class prediction

◼ The bagged classifier M* counts the votes and assigns the class with the

most votes to X
◼ Prediction: can be applied to the prediction of continuous values by taking
the average value of each prediction for a given test tuple
◼ Accuracy
◼ Often significantly better than a single classifier derived from D

◼ For noise data: not considerably worse, more robust

◼ Proved improved accuracy in prediction

59
 Boosting
◼ Analogy: Consult several doctors, based on a combination of
weighted diagnoses—weight assigned based on the previous
diagnosis accuracy
◼ How boosting works?
◼ Weights are assigned to each training tuple
◼ A series of k classifiers is iteratively learned
◼ After a classifier Mi is learned, the weights are updated to
allow the subsequent classifier, Mi+1, to pay more attention to
the training tuples that were misclassified by Mi
◼ The final M* combines the votes of each individual classifier,
where the weight of each classifier's vote is a function of its
accuracy
◼ Boosting algorithm can be extended for numeric prediction
◼ Comparing with bagging: Boosting tends to have greater accuracy,
but it also risks overfitting the model to misclassified data 60
 Adaboost (Freund and Schapire, 1997)
◼ Given a set of d class-labeled tuples, (X1, y1), …, (Xd, yd)
◼ Initially, all the weights of tuples are set the same (1/d)
◼ Generate k classifiers in k rounds. At round i,
◼ Tuples from D are sampled (with replacement) to form a training set
Di of the same size
◼ Each tuple’s chance of being selected is based on its weight
◼ A classification model Mi is derived from Di
◼ Its error rate is calculated using Di as a test set
◼ If a tuple is misclassified, its weight is increased, o.w. it is decreased
◼ Error rate: err(Xj) is the misclassification error of tuple Xj. Classifier Mi
error rate is the sum of the weights of the misclassified tuples:

◼ The weight of classifier Mi’s vote is

61
 Random Forest (Breiman 2001)
◼ Random Forest:
◼ Each classifier in the ensemble is a decision tree classifier and is

generated using a random selection of attributes at each node to

determine the split
◼ During classification, each tree votes and the most popular class is

returned
◼ Two Methods to construct Random Forest:
◼ Forest-RI (random input selection): Randomly select, at each node, F

attributes as candidates for the split at the node. The CART methodology
is used to grow the trees to maximum size
◼ Forest-RC (random linear combinations): Creates new attributes (or

features) that are a linear combination of the existing attributes

(reduces the correlation between individual classifiers)
◼ Comparable in accuracy to Adaboost, but more robust to errors and outliers
◼ Insensitive to the number of attributes selected for consideration at each
split, and faster than bagging or boosting
62
 Classification of Class-Imbalanced Data Sets
◼ Class-imbalance problem: Rare positive example but numerous
negative ones, e.g., medical diagnosis, fraud, oil-spill, fault, etc.
◼ Traditional methods assume a balanced distribution of classes
and equal error costs: not suitable for class-imbalanced data
◼ Typical methods for imbalance data in 2-class classification:
◼ Oversampling: re-sampling of data from positive class

◼ Under-sampling: randomly eliminate tuples from negative

class
◼ Threshold-moving: moves the decision threshold, t, so that
the rare class tuples are easier to classify, and hence, less
chance of costly false negative errors
◼ Ensemble techniques: Ensemble multiple classifiers
introduced above
◼ Still difficult for class imbalance problem on multiclass tasks
63
 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

64
 Classification by Backpropagation

◼ Backpropagation: A neural network learning algorithm

◼ Started by psychologists and neurobiologists to develop and
test computational analogues of neurons
◼ A neural network: A set of connected input/output units
where each connection has a weight associated with it
◼ During the learning phase, the network learns by adjusting
the weights so as to be able to predict the correct class label
of the input tuples
◼ Also referred to as connectionist learning due to the
connections between units
65
 Neural Network as a Classifier
◼ Weakness
◼ Long training time
◼ Require a number of parameters typically best determined empirically,
e.g., the network topology or “structure.”
◼ Poor interpretability: Difficult to interpret the symbolic meaning behind
the learned weights and of “hidden units” in the network
◼ Strength
◼ High tolerance to noisy data
◼ Ability to classify untrained patterns
◼ Well-suited for continuous-valued inputs and outputs
◼ Successful on an array of real-world data, e.g., hand-written letters
◼ Algorithms are inherently parallel
◼ Techniques have recently been developed for the extraction of rules
from trained neural networks
66
A Multi-Layer Feed-Forward Neural Network

Output vector

Output layer

Hidden layer

wij

Input layer

Input vector: X
67
 How A Multi-Layer Neural Network Works
◼ The inputs to the network correspond to the attributes measured for each
training tuple
◼ Inputs are fed simultaneously into the units making up the input layer
◼ They are then weighted and fed simultaneously to a hidden layer
◼ The number of hidden layers is arbitrary, although usually only one
◼ The weighted outputs of the last hidden layer are input to units making up
the output layer, which emits the network's prediction
◼ The network is feed-forward: None of the weights cycles back to an input
unit or to an output unit of a previous layer
◼ From a statistical point of view, networks perform nonlinear regression:
Given enough hidden units and enough training samples, they can closely
approximate any function

68
 Defining a Network Topology
◼ Decide the network topology: Specify # of units in the input
layer, # of hidden layers (if > 1), # of units in each hidden layer,
and # of units in the output layer
◼ Normalize the input values for each attribute measured in the
training tuples to [0.0—1.0]
◼ One input unit per domain value, each initialized to 0
◼ Output, if for classification and more than two classes, one
output unit per class is used
◼ Once a network has been trained and its accuracy is
unacceptable, repeat the training process with a different
network topology or a different set of initial weights

69
 Backpropagation
◼ Iteratively process a set of training tuples & compare the network's prediction
with the actual known target value
◼ For each training tuple, the weights are modified to minimize the mean
squared error between the network's prediction and the actual target value
◼ Modifications are made in the “backwards” direction: from the output layer,
through each hidden layer down to the first hidden layer, hence
“backpropagation”
◼ Steps
◼ Initialize weights to small random numbers, associated with biases
◼ Propagate the inputs forward (by applying activation function)
◼ Backpropagate the error (by updating weights and biases)
◼ Terminating condition (when error is very small, etc.)

70
 Neuron: A Hidden/Output Layer Unit
bias
x0 w0 k

x1 w1
f output y
xn wn For Example
n
y = sign( wi xi −  k )
Input weight weighted Activation i =0

vector x vector w sum function

◼ An n-dimensional input vector x is mapped into variable y by means of the
scalar product and a nonlinear function mapping
◼ The inputs to unit are outputs from the previous layer. They are multiplied by
their corresponding weights to form a weighted sum, which is added to the
bias associated with unit. Then a nonlinear activation function is applied to it.
71
 Efficiency and Interpretability
◼ Efficiency of backpropagation: Each epoch (one iteration through the training
set) takes O(|D| * w), with |D| tuples and w weights, but # of epochs can be
exponential to n, the number of inputs, in worst case
◼ For easier comprehension: Rule extraction by network pruning
◼ Simplify the network structure by removing weighted links that have the
least effect on the trained network
◼ Then perform link, unit, or activation value clustering
◼ The set of input and activation values are studied to derive rules
describing the relationship between the input and hidden unit layers
◼ Sensitivity analysis: assess the impact that a given input variable has on a
network output. The knowledge gained from this analysis can be
represented in rules

72
 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers.

73
 Classification: A Mathematical Mapping

◼ Classification: predicts categorical class labels

◼ E.g., Personal homepage classification

◼ xi = (x1, x2, x3, …), yi = +1 or –1

x
x
◼ x1 : # of word “homepage”
x x x
◼ x2 : # of word “welcome” x
x x x o
◼ Mathematically, x  X = n, yY={+1, –1}, o
x o o o o
◼ We want to derive a function f: X → Y
o o o
◼ Linear Classification o o o o
◼ Binary Classification problem

◼ Data above the red line belongs to class ‘x’

◼ Data below red line belongs to class ‘o’

◼ Examples: SVM, Perceptron, Probabilistic Classifiers

74
 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

75
 SVM—Support Vector Machines
◼ A relatively new classification method for both linear and
nonlinear data
◼ It uses a nonlinear mapping to transform the original training
data into a higher dimension
◼ With the new dimension, it searches for the linear optimal
separating hyperplane (i.e., “decision boundary”)
◼ With an appropriate nonlinear mapping to a sufficiently high
dimension, data from two classes can always be separated by a
hyperplane
◼ SVM finds this hyperplane using support vectors (“essential”
training tuples) and margins (defined by the support vectors)

76
 SVM—History and Applications

◼ Vapnik and colleagues (1992)—groundwork from Vapnik &

Chervonenkis’ statistical learning theory in 1960s
◼ Features: training can be slow but accuracy is high owing to
their ability to model complex nonlinear decision boundaries
(margin maximization)
◼ Used for: classification and numeric prediction
◼ Applications:
◼ handwritten digit recognition, object recognition, speaker
identification, benchmarking time-series prediction tests

77
 SVM—General Philosophy

Small Margin Large Margin

Support Vectors

78
SVM—Margins and Support Vectors

79
 SVM—When Data Is Linearly Separable

Let data D be (X1, y1), …, (X|D|, y|D|), where Xi is the set of training tuples
associated with the class labels y i
There are infinite lines (hyperplanes) separating the two classes but we want to
find the best one (the one that minimizes classification error on unseen data)
SVM searches for the hyperplane with the largest margin , i.e., maximum
marginal hyperplane (MMH)

80
 SVM—Linearly Separable
◼ A separating hyperplane can be written as
W●X+b=0
where W={w1, w2, …, wn} is a weight vector and b a scalar (bias)
◼ For 2-D it can be written as
w0 + w1 x1 + w2 x2 = 0
◼ The hyperplane defining the sides of the margin:
H1: w0 + w1 x1 + w2 x2 ≥ 1 for yi = +1, and
H2: w0 + w1 x1 + w2 x2 ≤ – 1 for yi = –1
◼ Any training tuples that fall on hyperplanes H1 or H2 (i.e., the
sides defining the margin) are support vectors
◼ This becomes a constrained (convex) quadratic optimization
problem: Quadratic objective function and linear constraints →
Quadratic Programming (QP) → Lagrangian multipliers

81
 Why Is SVM Effective on High Dimensional Data?

◼ The complexity of trained classifier is characterized by the # of

support vectors rather than the dimensionality of the data
◼ The support vectors are the essential or critical training examples —
they lie closest to the decision boundary
◼ If all other training examples are removed and the training is
repeated, the same separating hyperplane would be found
◼ The number of support vectors found can be used to compute an
(upper) bound on the expected error rate of the SVM classifier, which
is independent of the data dimensionality
◼ Thus, an SVM with a small number of support vectors can have good
generalization, even when the dimensionality of the data is high

82
 A 2

SVM—Linearly Inseparable

A 1

◼ Transform the original input data into a higher dimensional space

◼ Search for a linear separating hyperplane in the new space

83
 SVM: Different Kernel functions
◼ Instead of computing the dot product on the transformed
data, it is math. equivalent to applying a kernel function
K(Xi, Xj) to the original data, i.e., K(Xi, Xj) = Φ(Xi) Φ(Xj)
◼ Typical Kernel Functions

◼ SVM can also be used for classifying multiple (> 2) classes

and for regression analysis (with additional parameters)
84
 Scaling SVM by Hierarchical Micro-Clustering

◼ SVM is not scalable to the number of data objects in terms of training time
and memory usage
◼ H. Yu, J. Yang, and J. Han, “Classifying Large Data Sets Using SVM with
Hierarchical Clusters”, KDD'03)
◼ CB-SVM (Clustering-Based SVM)
◼ Given limited amount of system resources (e.g., memory), maximize
the SVM performance in terms of accuracy and the training speed
◼ Use micro-clustering to effectively reduce the number of points to be
considered
◼ At deriving support vectors, de-cluster micro-clusters near “candidate
vector” to ensure high classification accuracy

85
 CF-Tree: Hierarchical Micro-cluster

◼ Read the data set once, construct a statistical summary of the data
(i.e., hierarchical clusters) given a limited amount of memory
◼ Micro-clustering: Hierarchical indexing structure
◼ provide finer samples closer to the boundary and coarser
samples farther from the boundary
86
 Selective Declustering: Ensure High Accuracy

◼ CF tree is a suitable base structure for selective declustering

◼ De-cluster only the cluster Ei such that
◼ Di – Ri < Ds, where Di is the distance from the boundary to the center point
of Ei and Ri is the radius of Ei
◼ Decluster only the cluster whose subclusters have possibilities to be the
support cluster of the boundary
◼ “Support cluster”: The cluster whose centroid is a support vector

87
 CB-SVM Algorithm: Outline
◼ Construct two CF-trees from positive and negative data sets
independently
◼ Need one scan of the data set

◼ Train an SVM from the centroids of the root entries

◼ De-cluster the entries near the boundary into the next level
◼ The children entries de-clustered from the parent entries

are accumulated into the training set with the non-

declustered parent entries
◼ Train an SVM again from the centroids of the entries in the
training set
◼ Repeat until nothing is accumulated

88
 Accuracy and Scalability on Synthetic Dataset

◼ Experiments on large synthetic data sets shows better accuracy

than random sampling approaches and far more scalable than
the original SVM algorithm
89
 SVM vs. Neural Network

◼ SVM ◼ Neural Network

◼ Deterministic algorithm ◼ Nondeterministic
◼ Nice generalization algorithm
properties ◼ Generalizes well but
doesn’t have strong
◼ Hard to learn – learned in
mathematical foundation
batch mode using
◼ Can easily be learned in
quadratic programming
incremental fashion
techniques
◼ To learn complex
◼ Using kernels can learn
functions—use multilayer
very complex functions perceptron (nontrivial)
90
 SVM Related Links

◼ SVM Website: http://www.kernel-machines.org/

◼ Representative implementations
◼ LIBSVM: an efficient implementation of SVM, multi-class
classifications, nu-SVM, one-class SVM, including also
various interfaces with java, python, etc.
◼ SVM-light: simpler but performance is not better than
LIBSVM, support only binary classification and only in C
◼ SVM-torch: another recent implementation also written in C

91
 Classification
◼ Basic Concepts
◼ Decision Tree Induction
◼ Bayes Classification Methods
◼ Rule-Based Classification
◼ Metrics for Evaluating Classifier Performance
◼ Ensemble Methods
◼ Multilayer Feed- Forward Neural Network
◼ Support Vector Machines
◼ k-Nearest-Neighbor Classifiers

92
 Lazy vs. Eager Learning
◼ Lazy vs. eager learning
◼ Lazy learning (e.g., instance-based learning): Simply stores
training data (or only minor processing) and waits until it is
given a test tuple
◼ Eager learning (the above discussed methods): Given a set of
training tuples, constructs a classification model before
receiving new (e.g., test) data to classify
◼ Lazy: less time in training but more time in predicting
◼ Accuracy
◼ Lazy method effectively uses a richer hypothesis space since
it uses many local linear functions to form an implicit global
approximation to the target function
◼ Eager: must commit to a single hypothesis that covers the
entire instance space
93
 Lazy Learner: 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

94
 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, dist(X1, X2)
◼ Target function could be discrete- or real- valued
◼ For discrete-valued, k-NN returns the most common value
among the k training examples nearest to xq
◼ Vonoroi diagram: the decision surface induced by 1-NN for
a typical set of training examples

_
_
_ _ .
+
_
. +
xq +
. . .
_ + . 95
 Discussion on the k-NN Algorithm

◼ k-NN for real-valued prediction for a given unknown tuple

◼ Returns 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 xq
◼ Give greater weight to closer neighbors
◼ 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
96
 Case-Based Reasoning (CBR)
◼ CBR: Uses a database of problem solutions to solve new problems
◼ Store symbolic description (tuples or cases)—not points in a Euclidean space
◼ Applications: Customer-service (product-related diagnosis), legal ruling
◼ Methodology
◼ Instances represented by rich symbolic descriptions (e.g., function graphs)
◼ Search for similar cases, multiple retrieved cases may be combined
◼ Tight coupling between case retrieval, knowledge-based reasoning, and
problem solving
◼ Challenges
◼ Find a good similarity metric
◼ Indexing based on syntactic similarity measure, and when failure,
backtracking, and adapting to additional cases

97
End of Unit - III

98