Knowledge Discovery and Data Mining. Bootstrap review. Bagging Important Concepts. Notes. Lecture 19 - Bagging. Tom Kelsey. Notes

Size: px
Start display at page:

Download "Knowledge Discovery and Data Mining. Bootstrap review. Bagging Important Concepts. Notes. Lecture 19 - Bagging. Tom Kelsey. Notes"

Transcription

1 Knowledge Discovery and Data Mining Lecture 19 - Bagging Tom Kelsey School of Computer Science University of St Andrews Tom Kelsey ID B & B 3 April Bootstrap review Resample with replacement Mimics the way that the data was selected from the population Not suitable for small data sets dirty data outliers add too much variability dependence structures time series, spatial problems, etc. bootstrap assumes independence Tom Kelsey ID B & B 3 April Bagging Important Concepts 1 The general process behind bagging of a predictive model. You should be able to describe the process algorithmically. 2 How the predictions are produced for both quantitative and categorical response type models. 3 The benefits and short-comings of bagging. In particular where you d expect a predictive process to benefit from bagging. Tom Kelsey ID B & B 3 April

2 History Bootstrap AGGregatING Proposed by Breiman (1996) - one of the creaters of of CART Basically boostrapping, an often used approach in statistics Benefits from being applied directly to classification/regression trees (+ the weight of the author and a very nice acronym). Tom Kelsey ID B & B 3 April Overview A high-level description of the method is simple: create a number of bootstrapped datasets, fit the predictive model to each, combine the predictions of the multiple models Note we have two classes of predictive model in mind: a quantitative response (i.e. regression type problems) or a categorical response (classification problems). Tom Kelsey ID B & B 3 April More specifically Following the original notation of Brieman 1996: Take L as some learning/training set of data consisting of y i, x i, (i = 1,.., n) By standard sampling with replacement produce M variants of these from our original data: L m (m = 1, 2,.., M) We can produce predictors for each of the L m giving ˆf m (X Lm ). Combine this multitude of models. Tom Kelsey ID B & B 3 April

3 Combining bootstrapped predictions Quantitative response (i.e. a regression problem). For a given input vector x, pass this down through all M models giving M predictions. A simple mean gives the bagged prediction. Categorical response (i.e. a classification problem): seek a vote across the collective classifiers. For a given input vector x, pass this down each of our M classifiers to give predictions of class ĵ in each case. The vote is the class with the greatest frequency of predictions. Tom Kelsey ID B & B 3 April Performance The resulting aggregate predictions will have lower variability than the individual predictions that might be generated from a single classifier/model. Simulations and analyses of real data and found that the improvement in performance was marked. Across a large number of datasets reductions in misclassification rates of 6%-77%, but typically in the range of 20%-40%. Tom Kelsey ID B & B 3 April Algorithm Application to a classification tree 1 Select a bootstrap sample L B from our learning/training dataset L. 2 Create a tree φ B (X) using L B with the dataset L being the validation set to prune φ B (X). 3 Repeat this say 50 times to produce φ 1 (X),..., φ 50 (X). 4 Take some observation i with covariate vector x i - the estimated class j is that with the plurality (i.e. most common) in φ 1 (x i ),..., φ 50 (x i ). In the case of a continuous b= response take 50 φ b (x i ). Tom Kelsey ID B & B 3 April

4 on this method Bagging component models are likely to have higher test-set error When combined, the models can (and often do) produce test-set error lower than that of the single model The diversity among bagging models generally compensates for the increase in error rate of any individual model Tom Kelsey ID B & B 3 April on this method The process is very simple to apply, even without dedicated software Requires only: a front-end that will perform the bootstrap sampling of the data, a predictive modelling tool, and a back-end that will gather the results together. The modelling part can be done in parallel, therefore suitable for modern cloud, grid & HPC frameworks Tom Kelsey ID B & B 3 April Pros and cons There is no particular gain for models that do not have some inherent instability (evidenced under perturbation) For example, application to a k-nearest neighbor classifier may show no improvement, whereas classification tree might show great gains. Something like ordinary regression, where an automated model selection process proves quite variable under perturbation, would simiarly benefit. Tom Kelsey ID B & B 3 April

5 Pros and cons Low gains will be expected if the base model is giving good performance already - e.g. is close to the misclassification performance boundary. There is a loss of interpretability. We have predictions from multiple models, so the exact nature of the model and the contribution of the variables is complex. Tom Kelsey ID B & B 3 April on the method The method of bagging is a variant of ensemble models More generally this falls under the developing areas of model uncertainty and model averaging. Tom Kelsey ID B & B 3 April More detail on Bagging Trees Ensemble of trees with different initial conditions" Algorithm: 1 sample from data with replacement (on average get 64% of the full data set) 2 fit a full regression tree (no pruning!) 3 calculate cross-validated stats on in-bag samples Repeat 1-3 for some number of trees generating cross validated statistics as you go Tom Kelsey ID B & B 3 April

6 More detail on Bagging Trees CV score as a function of the number of trees can decide how big the forest should be New data: run down all trees and average their collective result (classification is popular vote) Bagging is more robust to noise and outliers: the variance of single trees is reduced by their consensus over diverse subsets of the data Tom Kelsey ID B & B 3 April Random Forests Algorithm Identical to Bagging, except: Each time a tree is fit, at each node, censor some of the predictor variables In addition to a good model we get information on variable importance and proximity of observations We scramble each predictor relative to the observations and see if it matters We can check how often pairs of observations fall into the same terminal nodes over the forest We can get good estimates for missing data values Tom Kelsey ID B & B 3 April Random Forest Results Tom Kelsey ID B & B 3 April

7 Random Forest Wins Tom Kelsey ID B & B 3 April Random Forest Results Tom Kelsey ID B & B 3 April Random Forest Loses Tom Kelsey ID B & B 3 April

8 Summary Bagging is easy to understand and implement: Works for any type of model, usually GLM or CART Bagging often gives great predictive accuracy But not always There is no single method that outperforms its competitors most of the time So comparative studies and competitions are useful We next consider two more modelling approaches: Boost and SVM Tom Kelsey ID B & B 3 April

Data Mining. Nonlinear Classification

Data Mining. Nonlinear Classification Data Mining Unit # 6 Sajjad Haider Fall 2014 1 Nonlinear Classification Classes may not be separable by a linear boundary Suppose we randomly generate a data set as follows: X has range between 0 to 15

More information

Decision Trees from large Databases: SLIQ

Decision Trees from large Databases: SLIQ Decision Trees from large Databases: SLIQ C4.5 often iterates over the training set How often? If the training set does not fit into main memory, swapping makes C4.5 unpractical! SLIQ: Sort the values

More information

Knowledge Discovery and Data Mining

Knowledge Discovery and Data Mining Knowledge Discovery and Data Mining Unit # 11 Sajjad Haider Fall 2013 1 Supervised Learning Process Data Collection/Preparation Data Cleaning Discretization Supervised/Unuspervised Identification of right

More information

CI6227: Data Mining. Lesson 11b: Ensemble Learning. Data Analytics Department, Institute for Infocomm Research, A*STAR, Singapore.

CI6227: Data Mining. Lesson 11b: Ensemble Learning. Data Analytics Department, Institute for Infocomm Research, A*STAR, Singapore. CI6227: Data Mining Lesson 11b: Ensemble Learning Sinno Jialin PAN Data Analytics Department, Institute for Infocomm Research, A*STAR, Singapore Acknowledgements: slides are adapted from the lecture notes

More information

Chapter 11 Boosting. Xiaogang Su Department of Statistics University of Central Florida - 1 -

Chapter 11 Boosting. Xiaogang Su Department of Statistics University of Central Florida - 1 - Chapter 11 Boosting Xiaogang Su Department of Statistics University of Central Florida - 1 - Perturb and Combine (P&C) Methods have been devised to take advantage of the instability of trees to create

More information

Model Combination. 24 Novembre 2009

Model Combination. 24 Novembre 2009 Model Combination 24 Novembre 2009 Datamining 1 2009-2010 Plan 1 Principles of model combination 2 Resampling methods Bagging Random Forests Boosting 3 Hybrid methods Stacking Generic algorithm for mulistrategy

More information

Using multiple models: Bagging, Boosting, Ensembles, Forests

Using multiple models: Bagging, Boosting, Ensembles, Forests Using multiple models: Bagging, Boosting, Ensembles, Forests Bagging Combining predictions from multiple models Different models obtained from bootstrap samples of training data Average predictions or

More information

Chapter 12 Bagging and Random Forests

Chapter 12 Bagging and Random Forests Chapter 12 Bagging and Random Forests Xiaogang Su Department of Statistics and Actuarial Science University of Central Florida - 1 - Outline A brief introduction to the bootstrap Bagging: basic concepts

More information

Data Mining Methods: Applications for Institutional Research

Data Mining Methods: Applications for Institutional Research Data Mining Methods: Applications for Institutional Research Nora Galambos, PhD Office of Institutional Research, Planning & Effectiveness Stony Brook University NEAIR Annual Conference Philadelphia 2014

More information

Data Mining - Evaluation of Classifiers

Data Mining - Evaluation of Classifiers Data Mining - Evaluation of Classifiers Lecturer: JERZY STEFANOWSKI Institute of Computing Sciences Poznan University of Technology Poznan, Poland Lecture 4 SE Master Course 2008/2009 revised for 2010

More information

Class #6: Non-linear classification. ML4Bio 2012 February 17 th, 2012 Quaid Morris

Class #6: Non-linear classification. ML4Bio 2012 February 17 th, 2012 Quaid Morris Class #6: Non-linear classification ML4Bio 2012 February 17 th, 2012 Quaid Morris 1 Module #: Title of Module 2 Review Overview Linear separability Non-linear classification Linear Support Vector Machines

More information

Ensemble Methods. Knowledge Discovery and Data Mining 2 (VU) (707.004) Roman Kern. KTI, TU Graz 2015-03-05

Ensemble Methods. Knowledge Discovery and Data Mining 2 (VU) (707.004) Roman Kern. KTI, TU Graz 2015-03-05 Ensemble Methods Knowledge Discovery and Data Mining 2 (VU) (707004) Roman Kern KTI, TU Graz 2015-03-05 Roman Kern (KTI, TU Graz) Ensemble Methods 2015-03-05 1 / 38 Outline 1 Introduction 2 Classification

More information

Data Mining Practical Machine Learning Tools and Techniques

Data Mining Practical Machine Learning Tools and Techniques Ensemble learning Data Mining Practical Machine Learning Tools and Techniques Slides for Chapter 8 of Data Mining by I. H. Witten, E. Frank and M. A. Hall Combining multiple models Bagging The basic idea

More information

Knowledge Discovery and Data Mining

Knowledge Discovery and Data Mining Knowledge Discovery and Data Mining Unit # 6 Sajjad Haider Fall 2014 1 Evaluating the Accuracy of a Classifier Holdout, random subsampling, crossvalidation, and the bootstrap are common techniques for

More information

Leveraging Ensemble Models in SAS Enterprise Miner

Leveraging Ensemble Models in SAS Enterprise Miner ABSTRACT Paper SAS133-2014 Leveraging Ensemble Models in SAS Enterprise Miner Miguel Maldonado, Jared Dean, Wendy Czika, and Susan Haller SAS Institute Inc. Ensemble models combine two or more models to

More information

Knowledge Discovery and Data Mining

Knowledge Discovery and Data Mining Knowledge Discovery and Data Mining Unit # 10 Sajjad Haider Fall 2012 1 Supervised Learning Process Data Collection/Preparation Data Cleaning Discretization Supervised/Unuspervised Identification of right

More information

Comparison of Data Mining Techniques used for Financial Data Analysis

Comparison of Data Mining Techniques used for Financial Data Analysis Comparison of Data Mining Techniques used for Financial Data Analysis Abhijit A. Sawant 1, P. M. Chawan 2 1 Student, 2 Associate Professor, Department of Computer Technology, VJTI, Mumbai, INDIA Abstract

More information

L25: Ensemble learning

L25: Ensemble learning L25: Ensemble learning Introduction Methods for constructing ensembles Combination strategies Stacked generalization Mixtures of experts Bagging Boosting CSCE 666 Pattern Analysis Ricardo Gutierrez-Osuna

More information

Gerry Hobbs, Department of Statistics, West Virginia University

Gerry Hobbs, Department of Statistics, West Virginia University Decision Trees as a Predictive Modeling Method Gerry Hobbs, Department of Statistics, West Virginia University Abstract Predictive modeling has become an important area of interest in tasks such as credit

More information

Introduction to Machine Learning and Data Mining. Prof. Dr. Igor Trajkovski trajkovski@nyus.edu.mk

Introduction to Machine Learning and Data Mining. Prof. Dr. Igor Trajkovski trajkovski@nyus.edu.mk Introduction to Machine Learning and Data Mining Prof. Dr. Igor Trajkovski trajkovski@nyus.edu.mk Ensembles 2 Learning Ensembles Learn multiple alternative definitions of a concept using different training

More information

TRANSACTIONAL DATA MINING AT LLOYDS BANKING GROUP

TRANSACTIONAL DATA MINING AT LLOYDS BANKING GROUP TRANSACTIONAL DATA MINING AT LLOYDS BANKING GROUP Csaba Főző csaba.fozo@lloydsbanking.com 15 October 2015 CONTENTS Introduction 04 Random Forest Methodology 06 Transactional Data Mining Project 17 Conclusions

More information

Chapter 6. The stacking ensemble approach

Chapter 6. The stacking ensemble approach 82 This chapter proposes the stacking ensemble approach for combining different data mining classifiers to get better performance. Other combination techniques like voting, bagging etc are also described

More information

ENSEMBLE DECISION TREE CLASSIFIER FOR BREAST CANCER DATA

ENSEMBLE DECISION TREE CLASSIFIER FOR BREAST CANCER DATA ENSEMBLE DECISION TREE CLASSIFIER FOR BREAST CANCER DATA D.Lavanya 1 and Dr.K.Usha Rani 2 1 Research Scholar, Department of Computer Science, Sree Padmavathi Mahila Visvavidyalayam, Tirupati, Andhra Pradesh,

More information

Social Media Mining. Data Mining Essentials

Social Media Mining. Data Mining Essentials Introduction Data production rate has been increased dramatically (Big Data) and we are able store much more data than before E.g., purchase data, social media data, mobile phone data Businesses and customers

More information

REVIEW OF ENSEMBLE CLASSIFICATION

REVIEW OF ENSEMBLE CLASSIFICATION Available Online at www.ijcsmc.com International Journal of Computer Science and Mobile Computing A Monthly Journal of Computer Science and Information Technology ISSN 2320 088X IJCSMC, Vol. 2, Issue.

More information

Random forest algorithm in big data environment

Random forest algorithm in big data environment Random forest algorithm in big data environment Yingchun Liu * School of Economics and Management, Beihang University, Beijing 100191, China Received 1 September 2014, www.cmnt.lv Abstract Random forest

More information

Better credit models benefit us all

Better credit models benefit us all Better credit models benefit us all Agenda Credit Scoring - Overview Random Forest - Overview Random Forest outperform logistic regression for credit scoring out of the box Interaction term hypothesis

More information

Applied Data Mining Analysis: A Step-by-Step Introduction Using Real-World Data Sets

Applied Data Mining Analysis: A Step-by-Step Introduction Using Real-World Data Sets Applied Data Mining Analysis: A Step-by-Step Introduction Using Real-World Data Sets http://info.salford-systems.com/jsm-2015-ctw August 2015 Salford Systems Course Outline Demonstration of two classification

More information

Trees and Random Forests

Trees and Random Forests Trees and Random Forests Adele Cutler Professor, Mathematics and Statistics Utah State University This research is partially supported by NIH 1R15AG037392-01 Cache Valley, Utah Utah State University Leo

More information

Generalizing Random Forests Principles to other Methods: Random MultiNomial Logit, Random Naive Bayes, Anita Prinzie & Dirk Van den Poel

Generalizing Random Forests Principles to other Methods: Random MultiNomial Logit, Random Naive Bayes, Anita Prinzie & Dirk Van den Poel Generalizing Random Forests Principles to other Methods: Random MultiNomial Logit, Random Naive Bayes, Anita Prinzie & Dirk Van den Poel Copyright 2008 All rights reserved. Random Forests Forest of decision

More information

A Study Of Bagging And Boosting Approaches To Develop Meta-Classifier

A Study Of Bagging And Boosting Approaches To Develop Meta-Classifier A Study Of Bagging And Boosting Approaches To Develop Meta-Classifier G.T. Prasanna Kumari Associate Professor, Dept of Computer Science and Engineering, Gokula Krishna College of Engg, Sullurpet-524121,

More information

Classification and Regression by randomforest

Classification and Regression by randomforest Vol. 2/3, December 02 18 Classification and Regression by randomforest Andy Liaw and Matthew Wiener Introduction Recently there has been a lot of interest in ensemble learning methods that generate many

More information

Decompose Error Rate into components, some of which can be measured on unlabeled data

Decompose Error Rate into components, some of which can be measured on unlabeled data Bias-Variance Theory Decompose Error Rate into components, some of which can be measured on unlabeled data Bias-Variance Decomposition for Regression Bias-Variance Decomposition for Classification Bias-Variance

More information

Beating the MLB Moneyline

Beating the MLB Moneyline Beating the MLB Moneyline Leland Chen llxchen@stanford.edu Andrew He andu@stanford.edu 1 Abstract Sports forecasting is a challenging task that has similarities to stock market prediction, requiring time-series

More information

Why Ensembles Win Data Mining Competitions

Why Ensembles Win Data Mining Competitions Why Ensembles Win Data Mining Competitions A Predictive Analytics Center of Excellence (PACE) Tech Talk November 14, 2012 Dean Abbott Abbott Analytics, Inc. Blog: http://abbottanalytics.blogspot.com URL:

More information

Applied Multivariate Analysis - Big data analytics

Applied Multivariate Analysis - Big data analytics Applied Multivariate Analysis - Big data analytics Nathalie Villa-Vialaneix nathalie.villa@toulouse.inra.fr http://www.nathalievilla.org M1 in Economics and Economics and Statistics Toulouse School of

More information

The Predictive Data Mining Revolution in Scorecards:

The Predictive Data Mining Revolution in Scorecards: January 13, 2013 StatSoft White Paper The Predictive Data Mining Revolution in Scorecards: Accurate Risk Scoring via Ensemble Models Summary Predictive modeling methods, based on machine learning algorithms

More information

BIOINF 585 Fall 2015 Machine Learning for Systems Biology & Clinical Informatics http://www.ccmb.med.umich.edu/node/1376

BIOINF 585 Fall 2015 Machine Learning for Systems Biology & Clinical Informatics http://www.ccmb.med.umich.edu/node/1376 Course Director: Dr. Kayvan Najarian (DCM&B, kayvan@umich.edu) Lectures: Labs: Mondays and Wednesdays 9:00 AM -10:30 AM Rm. 2065 Palmer Commons Bldg. Wednesdays 10:30 AM 11:30 AM (alternate weeks) Rm.

More information

Feature vs. Classifier Fusion for Predictive Data Mining a Case Study in Pesticide Classification

Feature vs. Classifier Fusion for Predictive Data Mining a Case Study in Pesticide Classification Feature vs. Classifier Fusion for Predictive Data Mining a Case Study in Pesticide Classification Henrik Boström School of Humanities and Informatics University of Skövde P.O. Box 408, SE-541 28 Skövde

More information

An Overview of Data Mining: Predictive Modeling for IR in the 21 st Century

An Overview of Data Mining: Predictive Modeling for IR in the 21 st Century An Overview of Data Mining: Predictive Modeling for IR in the 21 st Century Nora Galambos, PhD Senior Data Scientist Office of Institutional Research, Planning & Effectiveness Stony Brook University AIRPO

More information

Random Forest Based Imbalanced Data Cleaning and Classification

Random Forest Based Imbalanced Data Cleaning and Classification Random Forest Based Imbalanced Data Cleaning and Classification Jie Gu Software School of Tsinghua University, China Abstract. The given task of PAKDD 2007 data mining competition is a typical problem

More information

A New Ensemble Model for Efficient Churn Prediction in Mobile Telecommunication

A New Ensemble Model for Efficient Churn Prediction in Mobile Telecommunication 2012 45th Hawaii International Conference on System Sciences A New Ensemble Model for Efficient Churn Prediction in Mobile Telecommunication Namhyoung Kim, Jaewook Lee Department of Industrial and Management

More information

Homework Assignment 7

Homework Assignment 7 Homework Assignment 7 36-350, Data Mining Solutions 1. Base rates (10 points) (a) What fraction of the e-mails are actually spam? Answer: 39%. > sum(spam$spam=="spam") [1] 1813 > 1813/nrow(spam) [1] 0.3940448

More information

Data Mining Classification: Decision Trees

Data Mining Classification: Decision Trees Data Mining Classification: Decision Trees Classification Decision Trees: what they are and how they work Hunt s (TDIDT) algorithm How to select the best split How to handle Inconsistent data Continuous

More information

6 Classification and Regression Trees, 7 Bagging, and Boosting

6 Classification and Regression Trees, 7 Bagging, and Boosting hs24 v.2004/01/03 Prn:23/02/2005; 14:41 F:hs24011.tex; VTEX/ES p. 1 1 Handbook of Statistics, Vol. 24 ISSN: 0169-7161 2005 Elsevier B.V. All rights reserved. DOI 10.1016/S0169-7161(04)24011-1 1 6 Classification

More information

Data Mining Classification: Alternative Techniques. Instance-Based Classifiers. Lecture Notes for Chapter 5. Introduction to Data Mining

Data Mining Classification: Alternative Techniques. Instance-Based Classifiers. Lecture Notes for Chapter 5. Introduction to Data Mining Data Mining Classification: Alternative Techniques Instance-Based Classifiers Lecture Notes for Chapter 5 Introduction to Data Mining by Tan, Steinbach, Kumar Set of Stored Cases Atr1... AtrN Class A B

More information

Fraud Detection for Online Retail using Random Forests

Fraud Detection for Online Retail using Random Forests Fraud Detection for Online Retail using Random Forests Eric Altendorf, Peter Brende, Josh Daniel, Laurent Lessard Abstract As online commerce becomes more common, fraud is an increasingly important concern.

More information

BIDM Project. Predicting the contract type for IT/ITES outsourcing contracts

BIDM Project. Predicting the contract type for IT/ITES outsourcing contracts BIDM Project Predicting the contract type for IT/ITES outsourcing contracts N a n d i n i G o v i n d a r a j a n ( 6 1 2 1 0 5 5 6 ) The authors believe that data modelling can be used to predict if an

More information

EXPLORING & MODELING USING INTERACTIVE DECISION TREES IN SAS ENTERPRISE MINER. Copyr i g ht 2013, SAS Ins titut e Inc. All rights res er ve d.

EXPLORING & MODELING USING INTERACTIVE DECISION TREES IN SAS ENTERPRISE MINER. Copyr i g ht 2013, SAS Ins titut e Inc. All rights res er ve d. EXPLORING & MODELING USING INTERACTIVE DECISION TREES IN SAS ENTERPRISE MINER ANALYTICS LIFECYCLE Evaluate & Monitor Model Formulate Problem Data Preparation Deploy Model Data Exploration Validate Models

More information

The More Trees, the Better! Scaling Up Performance Using Random Forest in SAS Enterprise Miner

The More Trees, the Better! Scaling Up Performance Using Random Forest in SAS Enterprise Miner Paper 3361-2015 The More Trees, the Better! Scaling Up Performance Using Random Forest in SAS Enterprise Miner Narmada Deve Panneerselvam, Spears School of Business, Oklahoma State University, Stillwater,

More information

Data Mining for Knowledge Management. Classification

Data Mining for Knowledge Management. Classification 1 Data Mining for Knowledge Management Classification Themis Palpanas University of Trento http://disi.unitn.eu/~themis Data Mining for Knowledge Management 1 Thanks for slides to: Jiawei Han Eamonn Keogh

More information

Data Analytics and Business Intelligence (8696/8697)

Data Analytics and Business Intelligence (8696/8697) http: // togaware. com Copyright 2014, Graham.Williams@togaware.com 1/36 Data Analytics and Business Intelligence (8696/8697) Ensemble Decision Trees Graham.Williams@togaware.com Data Scientist Australian

More information

Fine Particulate Matter Concentration Level Prediction by using Tree-based Ensemble Classification Algorithms

Fine Particulate Matter Concentration Level Prediction by using Tree-based Ensemble Classification Algorithms Fine Particulate Matter Concentration Level Prediction by using Tree-based Ensemble Classification Algorithms Yin Zhao School of Mathematical Sciences Universiti Sains Malaysia (USM) Penang, Malaysia Yahya

More information

Classification of Bad Accounts in Credit Card Industry

Classification of Bad Accounts in Credit Card Industry Classification of Bad Accounts in Credit Card Industry Chengwei Yuan December 12, 2014 Introduction Risk management is critical for a credit card company to survive in such competing industry. In addition

More information

Increasing Classification Accuracy. Data Mining: Bagging and Boosting. Bagging 1. Bagging 2. Bagging. Boosting Meta-learning (stacking)

Increasing Classification Accuracy. Data Mining: Bagging and Boosting. Bagging 1. Bagging 2. Bagging. Boosting Meta-learning (stacking) Data Mining: Bagging and Boosting Increasing Classification Accuracy Andrew Kusiak 2139 Seamans Center Iowa City, Iowa 52242-1527 andrew-kusiak@uiowa.edu http://www.icaen.uiowa.edu/~ankusiak Tel: 319-335

More information

Data Mining Techniques Chapter 6: Decision Trees

Data Mining Techniques Chapter 6: Decision Trees Data Mining Techniques Chapter 6: Decision Trees What is a classification decision tree?.......................................... 2 Visualizing decision trees...................................................

More information

Ensemble Learning Better Predictions Through Diversity. Todd Holloway ETech 2008

Ensemble Learning Better Predictions Through Diversity. Todd Holloway ETech 2008 Ensemble Learning Better Predictions Through Diversity Todd Holloway ETech 2008 Outline Building a classifier (a tutorial example) Neighbor method Major ideas and challenges in classification Ensembles

More information

UNDERSTANDING THE EFFECTIVENESS OF BANK DIRECT MARKETING Tarun Gupta, Tong Xia and Diana Lee

UNDERSTANDING THE EFFECTIVENESS OF BANK DIRECT MARKETING Tarun Gupta, Tong Xia and Diana Lee UNDERSTANDING THE EFFECTIVENESS OF BANK DIRECT MARKETING Tarun Gupta, Tong Xia and Diana Lee 1. Introduction There are two main approaches for companies to promote their products / services: through mass

More information

Ensemble Data Mining Methods

Ensemble Data Mining Methods Ensemble Data Mining Methods Nikunj C. Oza, Ph.D., NASA Ames Research Center, USA INTRODUCTION Ensemble Data Mining Methods, also known as Committee Methods or Model Combiners, are machine learning methods

More information

DATA MINING SPECIES DISTRIBUTION AND LANDCOVER. Dawn Magness Kenai National Wildife Refuge

DATA MINING SPECIES DISTRIBUTION AND LANDCOVER. Dawn Magness Kenai National Wildife Refuge DATA MINING SPECIES DISTRIBUTION AND LANDCOVER Dawn Magness Kenai National Wildife Refuge Why Data Mining Random Forest Algorithm Examples from the Kenai Species Distribution Model Pattern Landcover Model

More information

On the effect of data set size on bias and variance in classification learning

On the effect of data set size on bias and variance in classification learning On the effect of data set size on bias and variance in classification learning Abstract Damien Brain Geoffrey I Webb School of Computing and Mathematics Deakin University Geelong Vic 3217 With the advent

More information

CS570 Data Mining Classification: Ensemble Methods

CS570 Data Mining Classification: Ensemble Methods CS570 Data Mining Classification: Ensemble Methods Cengiz Günay Dept. Math & CS, Emory University Fall 2013 Some slides courtesy of Han-Kamber-Pei, Tan et al., and Li Xiong Günay (Emory) Classification:

More information

Environmental Remote Sensing GEOG 2021

Environmental Remote Sensing GEOG 2021 Environmental Remote Sensing GEOG 2021 Lecture 4 Image classification 2 Purpose categorising data data abstraction / simplification data interpretation mapping for land cover mapping use land cover class

More information

Location matters. 3 techniques to incorporate geo-spatial effects in one's predictive model

Location matters. 3 techniques to incorporate geo-spatial effects in one's predictive model Location matters. 3 techniques to incorporate geo-spatial effects in one's predictive model Xavier Conort xavier.conort@gear-analytics.com Motivation Location matters! Observed value at one location is

More information

Predictive Modeling and Big Data

Predictive Modeling and Big Data Predictive Modeling and Presented by Eileen Burns, FSA, MAAA Milliman Agenda Current uses of predictive modeling in the life insurance industry Potential applications of 2 1 June 16, 2014 [Enter presentation

More information

Predictive Analytics Techniques: What to Use For Your Big Data. March 26, 2014 Fern Halper, PhD

Predictive Analytics Techniques: What to Use For Your Big Data. March 26, 2014 Fern Halper, PhD Predictive Analytics Techniques: What to Use For Your Big Data March 26, 2014 Fern Halper, PhD Presenter Proven Performance Since 1995 TDWI helps business and IT professionals gain insight about data warehousing,

More information

Predicting borrowers chance of defaulting on credit loans

Predicting borrowers chance of defaulting on credit loans Predicting borrowers chance of defaulting on credit loans Junjie Liang (junjie87@stanford.edu) Abstract Credit score prediction is of great interests to banks as the outcome of the prediction algorithm

More information

Outlier Ensembles. Charu C. Aggarwal IBM T J Watson Research Center Yorktown, NY 10598. Keynote, Outlier Detection and Description Workshop, 2013

Outlier Ensembles. Charu C. Aggarwal IBM T J Watson Research Center Yorktown, NY 10598. Keynote, Outlier Detection and Description Workshop, 2013 Charu C. Aggarwal IBM T J Watson Research Center Yorktown, NY 10598 Outlier Ensembles Keynote, Outlier Detection and Description Workshop, 2013 Based on the ACM SIGKDD Explorations Position Paper: Outlier

More information

ICPSR Summer Program

ICPSR Summer Program ICPSR Summer Program Data Mining Tools for Exploring Big Data Department of Statistics Wharton School, University of Pennsylvania www-stat.wharton.upenn.edu/~stine Modern data mining combines familiar

More information

Bootstrapping Big Data

Bootstrapping Big Data Bootstrapping Big Data Ariel Kleiner Ameet Talwalkar Purnamrita Sarkar Michael I. Jordan Computer Science Division University of California, Berkeley {akleiner, ameet, psarkar, jordan}@eecs.berkeley.edu

More information

Classification tree analysis using TARGET

Classification tree analysis using TARGET Computational Statistics & Data Analysis 52 (2008) 1362 1372 www.elsevier.com/locate/csda Classification tree analysis using TARGET J. Brian Gray a,, Guangzhe Fan b a Department of Information Systems,

More information

An Overview and Evaluation of Decision Tree Methodology

An Overview and Evaluation of Decision Tree Methodology An Overview and Evaluation of Decision Tree Methodology ASA Quality and Productivity Conference Terri Moore Motorola Austin, TX terri.moore@motorola.com Carole Jesse Cargill, Inc. Wayzata, MN carole_jesse@cargill.com

More information

BEHAVIOR BASED CREDIT CARD FRAUD DETECTION USING SUPPORT VECTOR MACHINES

BEHAVIOR BASED CREDIT CARD FRAUD DETECTION USING SUPPORT VECTOR MACHINES BEHAVIOR BASED CREDIT CARD FRAUD DETECTION USING SUPPORT VECTOR MACHINES 123 CHAPTER 7 BEHAVIOR BASED CREDIT CARD FRAUD DETECTION USING SUPPORT VECTOR MACHINES 7.1 Introduction Even though using SVM presents

More information

ISSN: 2319-5967 ISO 9001:2008 Certified International Journal of Engineering Science and Innovative Technology (IJESIT) Volume 2, Issue 3, May 2013

ISSN: 2319-5967 ISO 9001:2008 Certified International Journal of Engineering Science and Innovative Technology (IJESIT) Volume 2, Issue 3, May 2013 Study of Data Mining Techniques used for Financial Data Analysis Abhijit A. Sawant and P. M. Chawan Department of Computer Technology, VJTI, Mumbai, INDIA Abstract This paper describes about different

More information

Combining SVM classifiers for email anti-spam filtering

Combining SVM classifiers for email anti-spam filtering Combining SVM classifiers for email anti-spam filtering Ángela Blanco Manuel Martín-Merino Abstract Spam, also known as Unsolicited Commercial Email (UCE) is becoming a nightmare for Internet users and

More information

Data Mining Part 5. Prediction

Data Mining Part 5. Prediction Data Mining Part 5. Prediction 5.7 Spring 2010 Instructor: Dr. Masoud Yaghini Outline Introduction Linear Regression Other Regression Models References Introduction Introduction Numerical prediction is

More information

Lecture 13: Validation

Lecture 13: Validation Lecture 3: Validation g Motivation g The Holdout g Re-sampling techniques g Three-way data splits Motivation g Validation techniques are motivated by two fundamental problems in pattern recognition: model

More information

Lecture 10: Regression Trees

Lecture 10: Regression Trees Lecture 10: Regression Trees 36-350: Data Mining October 11, 2006 Reading: Textbook, sections 5.2 and 10.5. The next three lectures are going to be about a particular kind of nonlinear predictive model,

More information

COPYRIGHTED MATERIAL. Contents. List of Figures. Acknowledgments

COPYRIGHTED MATERIAL. Contents. List of Figures. Acknowledgments Contents List of Figures Foreword Preface xxv xxiii xv Acknowledgments xxix Chapter 1 Fraud: Detection, Prevention, and Analytics! 1 Introduction 2 Fraud! 2 Fraud Detection and Prevention 10 Big Data for

More information

Classification models for predicting a patient clinical status: discussion on the case of the chemotherapy induced neutropenia duration

Classification models for predicting a patient clinical status: discussion on the case of the chemotherapy induced neutropenia duration Classification models for predicting a patient clinical status: discussion on the case of the chemotherapy induced neutropenia duration S. San Matías 1*, M. Clemente 1 and V. Giner Bosch 1 1 Departamento

More information

An Overview of Knowledge Discovery Database and Data mining Techniques

An Overview of Knowledge Discovery Database and Data mining Techniques An Overview of Knowledge Discovery Database and Data mining Techniques Priyadharsini.C 1, Dr. Antony Selvadoss Thanamani 2 M.Phil, Department of Computer Science, NGM College, Pollachi, Coimbatore, Tamilnadu,

More information

Local classification and local likelihoods

Local classification and local likelihoods Local classification and local likelihoods November 18 k-nearest neighbors The idea of local regression can be extended to classification as well The simplest way of doing so is called nearest neighbor

More information

CLASSIFICATION AND CLUSTERING. Anveshi Charuvaka

CLASSIFICATION AND CLUSTERING. Anveshi Charuvaka CLASSIFICATION AND CLUSTERING Anveshi Charuvaka Learning from Data Classification Regression Clustering Anomaly Detection Contrast Set Mining Classification: Definition Given a collection of records (training

More information

Azure Machine Learning, SQL Data Mining and R

Azure Machine Learning, SQL Data Mining and R Azure Machine Learning, SQL Data Mining and R Day-by-day Agenda Prerequisites No formal prerequisites. Basic knowledge of SQL Server Data Tools, Excel and any analytical experience helps. Best of all:

More information

The Artificial Prediction Market

The Artificial Prediction Market The Artificial Prediction Market Adrian Barbu Department of Statistics Florida State University Joint work with Nathan Lay, Siemens Corporate Research 1 Overview Main Contributions A mathematical theory

More information

Classification: Basic Concepts, Decision Trees, and Model Evaluation. General Approach for Building Classification Model

Classification: Basic Concepts, Decision Trees, and Model Evaluation. General Approach for Building Classification Model 10 10 Classification: Basic Concepts, Decision Trees, and Model Evaluation Dr. Hui Xiong Rutgers University Introduction to Data Mining 1//009 1 General Approach for Building Classification Model Tid Attrib1

More information

Package acrm. R topics documented: February 19, 2015

Package acrm. R topics documented: February 19, 2015 Package acrm February 19, 2015 Type Package Title Convenience functions for analytical Customer Relationship Management Version 0.1.1 Date 2014-03-28 Imports dummies, randomforest, kernelfactory, ada Author

More information

ISSN: 2320-1363 CONTEXTUAL ADVERTISEMENT MINING BASED ON BIG DATA ANALYTICS

ISSN: 2320-1363 CONTEXTUAL ADVERTISEMENT MINING BASED ON BIG DATA ANALYTICS CONTEXTUAL ADVERTISEMENT MINING BASED ON BIG DATA ANALYTICS A.Divya *1, A.M.Saravanan *2, I. Anette Regina *3 MPhil, Research Scholar, Muthurangam Govt. Arts College, Vellore, Tamilnadu, India Assistant

More information

Application of Event Based Decision Tree and Ensemble of Data Driven Methods for Maintenance Action Recommendation

Application of Event Based Decision Tree and Ensemble of Data Driven Methods for Maintenance Action Recommendation Application of Event Based Decision Tree and Ensemble of Data Driven Methods for Maintenance Action Recommendation James K. Kimotho, Christoph Sondermann-Woelke, Tobias Meyer, and Walter Sextro Department

More information

Welcome. Data Mining: Updates in Technologies. Xindong Wu. Colorado School of Mines Golden, Colorado 80401, USA

Welcome. Data Mining: Updates in Technologies. Xindong Wu. Colorado School of Mines Golden, Colorado 80401, USA Welcome Xindong Wu Data Mining: Updates in Technologies Dept of Math and Computer Science Colorado School of Mines Golden, Colorado 80401, USA Email: xwu@ mines.edu Home Page: http://kais.mines.edu/~xwu/

More information

Data Mining Practical Machine Learning Tools and Techniques. Slides for Chapter 7 of Data Mining by I. H. Witten and E. Frank

Data Mining Practical Machine Learning Tools and Techniques. Slides for Chapter 7 of Data Mining by I. H. Witten and E. Frank Data Mining Practical Machine Learning Tools and Techniques Slides for Chapter 7 of Data Mining by I. H. Witten and E. Frank Engineering the input and output Attribute selection Scheme independent, scheme

More information

THE HYBRID CART-LOGIT MODEL IN CLASSIFICATION AND DATA MINING. Dan Steinberg and N. Scott Cardell

THE HYBRID CART-LOGIT MODEL IN CLASSIFICATION AND DATA MINING. Dan Steinberg and N. Scott Cardell THE HYBID CAT-LOGIT MODEL IN CLASSIFICATION AND DATA MINING Introduction Dan Steinberg and N. Scott Cardell Most data-mining projects involve classification problems assigning objects to classes whether

More information

Beating the NCAA Football Point Spread

Beating the NCAA Football Point Spread Beating the NCAA Football Point Spread Brian Liu Mathematical & Computational Sciences Stanford University Patrick Lai Computer Science Department Stanford University December 10, 2010 1 Introduction Over

More information

Assessing classification methods for churn prediction by composite

Assessing classification methods for churn prediction by composite Assessing classification methods for churn prediction by composite indicators M. Clemente*, V. Giner-Bosch, S. San Matías Department of Applied Statistics, Operations Research and Quality, Universitat

More information

Analysis of WEKA Data Mining Algorithm REPTree, Simple Cart and RandomTree for Classification of Indian News

Analysis of WEKA Data Mining Algorithm REPTree, Simple Cart and RandomTree for Classification of Indian News Analysis of WEKA Data Mining Algorithm REPTree, Simple Cart and RandomTree for Classification of Indian News Sushilkumar Kalmegh Associate Professor, Department of Computer Science, Sant Gadge Baba Amravati

More information

Fast Analytics on Big Data with H20

Fast Analytics on Big Data with H20 Fast Analytics on Big Data with H20 0xdata.com, h2o.ai Tomas Nykodym, Petr Maj Team About H2O and 0xdata H2O is a platform for distributed in memory predictive analytics and machine learning Pure Java,

More information

Distances, Clustering, and Classification. Heatmaps

Distances, Clustering, and Classification. Heatmaps Distances, Clustering, and Classification Heatmaps 1 Distance Clustering organizes things that are close into groups What does it mean for two genes to be close? What does it mean for two samples to be

More information

Decision Support Systems

Decision Support Systems Decision Support Systems 50 (2011) 602 613 Contents lists available at ScienceDirect Decision Support Systems journal homepage: www.elsevier.com/locate/dss Data mining for credit card fraud: A comparative

More information

Mining Direct Marketing Data by Ensembles of Weak Learners and Rough Set Methods

Mining Direct Marketing Data by Ensembles of Weak Learners and Rough Set Methods Mining Direct Marketing Data by Ensembles of Weak Learners and Rough Set Methods Jerzy B laszczyński 1, Krzysztof Dembczyński 1, Wojciech Kot lowski 1, and Mariusz Paw lowski 2 1 Institute of Computing

More information