5. introduction: data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Example
Puzzle: Finding Missing Numbers
• Let π be a permutation of {1,...,n}.
• Let π−1 be π with one element missing.
• π−1[i] arrives in increasing order
Task: Determine the missing number
4
6. introduction: data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Example
Puzzle: Finding Missing Numbers
• Let π be a permutation of {1,...,n}.
• Let π−1 be π with one element missing.
• π−1[i] arrives in increasing order
Task: Determine the missing number
Use a n-bit
vector to
memorize all the
numbers (O(n)
space)
4
7. introduction: data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Example
Puzzle: Finding Missing Numbers
• Let π be a permutation of {1,...,n}.
• Let π−1 be π with one element missing.
• π−1[i] arrives in increasing order
Task: Determine the missing number
Data Streams:
O(log(n)) space.
4
8. introduction: data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Example
Puzzle: Finding Missing Numbers
• Let π be a permutation of {1,...,n}.
• Let π−1 be π with one element missing.
• π−1[i] arrives in increasing order
Task: Determine the missing number
Data Streams:
O(log(n)) space.
Store
n(n+1)
2
−∑
j≤i
π−1[j].
4
9. data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Tools:
• approximation
• randomization, sampling
• sketching
5
10. data streams
Data Streams
• Sequence is potentially infinite
• High amount of data: sublinear space
• High speed of arrival: sublinear time per example
• Once an element from a data stream has been processed it
is discarded or archived
Approximation algorithms
• Small error rate with high probability
• An algorithm (ε,δ)−approximates F if it outputs ˜F for which
Pr[|˜F−F| > εF] < δ.
5
11. data streams approximation algorithms
1011000111 1010101
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
12. data streams approximation algorithms
10110001111 0101011
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
13. data streams approximation algorithms
101100011110 1010111
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
14. data streams approximation algorithms
1011000111101 0101110
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
15. data streams approximation algorithms
10110001111010 1011101
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
16. data streams approximation algorithms
101100011110101 0111010
Sliding Window
We can maintain simple statistics over sliding windows, using
O(1
ε log2
N) space, where
• N is the length of the sliding window
• ε is the accuracy parameter
M. Datar, A. Gionis, P. Indyk, and R. Motwani.
Maintaining stream statistics over sliding windows. 2002
6
18. classification
Definition
Given nC different classes, a classifier algorithm builds a
model that predicts for every unlabelled instance I the class C
to which it belongs with accuracy.
Example
A spam filter
Example
Twitter Sentiment analysis: analyze tweets with positive or
negative feelings
8
19. data stream classification cycle
1 Process an example at a time,
and inspect it only once (at
most)
2 Use a limited amount of memory
3 Work in a limited amount of time
4 Be ready to predict at any point
9
20. classification
Data set that
describes e-mail
features for
deciding if it is
spam.
Example
Contains Domain Has Time
“Money” type attach. received spam
yes com yes night yes
yes edu no night yes
no com yes night yes
no edu no day no
no com no day no
yes cat no day yes
Assume we have to classify the following new instance:
Contains Domain Has Time
“Money” type attach. received spam
yes edu yes day ?
10
21. bayes classifiers
Naïve Bayes
• Based on Bayes Theorem:
P(c|d) =
P(c)P(d|c)
P(d)
posterior =
prior×likelikood
evidence
• Estimates the probability of observing attribute a and the
prior probability P(c)
• Probability of class c given an instance d:
P(c|d) =
P(c)∏a∈d P(a|c)
P(d)
11
22. bayes classifiers
Multinomial Naïve Bayes
• Considers a document as a bag-of-words.
• Estimates the probability of observing word w and the prior
probability P(c)
• Probability of class c given a test document d:
P(c|d) =
P(c)∏w∈d P(w|c)nwd
P(d)
12
26. perceptron
Perceptron Learning(Stream,η)
1 for each class
2 do Perceptron Learning(Stream,class,η)
Perceptron Learning(Stream,class,η)
1 £ Let w0 and ⃗w be randomly initialized
2 for each example (⃗x,y) in Stream
3 do if class = y
4 then δ = (1−h⃗w(⃗x))·h⃗w(⃗x)·(1−h⃗w(⃗x))
5 else δ = (0−h⃗w(⃗x))·h⃗w(⃗x)·(1−h⃗w(⃗x))
6 ⃗w = ⃗w+η ·δ ·⃗x
Perceptron Prediction(⃗x)
1 return argmaxclass h⃗wclass
(⃗x)
14
27. classification
Data set that
describes e-mail
features for
deciding if it is
spam.
Example
Contains Domain Has Time
“Money” type attach. received spam
yes com yes night yes
yes edu no night yes
no com yes night yes
no edu no day no
no com no day no
yes cat no day yes
Assume we have to classify the following new instance:
Contains Domain Has Time
“Money” type attach. received spam
yes edu yes day ?
15
28. classification
• Assume we have to classify the following new instance:
Contains Domain Has Time
“Money” type attach. received spam
yes edu yes day ?
Time
Contains “Money”
YES
Yes
NO
No
Day
YES
Night
15
29. decision trees
Basic induction strategy:
• A ← the “best” decision attribute for next node
• Assign A as decision attribute for node
• For each value of A, create new descendant of node
• Sort training examples to leaf nodes
• If training examples perfectly classified, Then STOP, Else
iterate over new leaf nodes
16
30. hoeffding trees
Hoeffding Tree : VFDT
Pedro Domingos and Geoff Hulten.
Mining high-speed data streams. 2000
• With high probability, constructs an identical model that a
traditional (greedy) method would learn
• With theoretical guarantees on the error rate
Time
Contains “Money”
YES
Yes
NO
No
Day
YES
Night
17
32. hoeffding bound inequality
Let X = ∑i Xi where X1,...,Xn are independent and indentically
distributed in [0,1]. Then
1 Chernoff For each ε < 1
Pr[X > (1+ε)E[X]] ≤ exp
(
−
ε2
3
E[X]
)
2 Hoeffding For each t > 0
Pr[X > E[X]+t] ≤ exp
(
−2t2
/n
)
3 Bernstein Let σ2 = ∑i σ2
i the variance of X. If Xi −E[Xi] ≤ b for
each i ∈ [n] then for each t > 0
Pr[X > E[X]+t] ≤ exp
(
−
t2
2σ2 + 2
3bt
)
19
33. hoeffding tree or vfdt
HT(Stream,δ)
1 £ Let HT be a tree with a single leaf(root)
2 £ Init counts nijk at root
3 for each example (x,y) in Stream
4 do HTGrow((x,y),HT,δ)
HTGrow((x,y),HT,δ)
1 £ Sort (x,y) to leaf l using HT
2 £ Update counts nijk at leaf l
3 if examples seen so far at l are not all of the same class
4 then £ Compute G for each attribute
5 if G(Best Attr.)−G(2nd best) >
√
R2 ln1/δ
2n
6 then £ Split leaf on best attribute
7 for each branch
8 do £ Start new leaf and initiliatize counts
20
34. hoeffding tree or vfdt
HT(Stream,δ)
1 £ Let HT be a tree with a single leaf(root)
2 £ Init counts nijk at root
3 for each example (x,y) in Stream
4 do HTGrow((x,y),HT,δ)
HTGrow((x,y),HT,δ)
1 £ Sort (x,y) to leaf l using HT
2 £ Update counts nijk at leaf l
3 if examples seen so far at l are not all of the same class
4 then £ Compute G for each attribute
5 if G(Best Attr.)−G(2nd best) >
√
R2 ln1/δ
2n
6 then £ Split leaf on best attribute
7 for each branch
8 do £ Start new leaf and initiliatize counts
20
35. hoeffding trees
HT features
• With high probability, constructs an identical model that a
traditional (greedy) method would learn
• Ties: when two attributes have similar G, split if
G(Best Attr.)−G(2nd best) <
√
R2 ln1/δ
2n
< τ
• Compute G every nmin instances
• Memory: deactivate least promising nodes with lower pl ×el
• pl is the probability to reach leaf l
• el is the error in the node
21
36. hoeffding naive bayes tree
Hoeffding Tree
Majority Class learner at leaves
Hoeffding Naive Bayes Tree
G. Holmes, R. Kirkby, and B. Pfahringer.
Stress-testing Hoeffding trees, 2005.
• monitors accuracy of a Majority Class learner
• monitors accuracy of a Naive Bayes learner
• predicts using the most accurate method
22
37. bagging
Example
Dataset of 4 Instances : A, B, C, D
Classifier 1: B, A, C, B
Classifier 2: D, B, A, D
Classifier 3: B, A, C, B
Classifier 4: B, C, B, B
Classifier 5: D, C, A, C
Bagging builds a set of M base models, with a bootstrap
sample created by drawing random samples with
replacement.
23
38. bagging
Example
Dataset of 4 Instances : A, B, C, D
Classifier 1: A, B, B, C
Classifier 2: A, B, D, D
Classifier 3: A, B, B, C
Classifier 4: B, B, B, C
Classifier 5: A, C, C, D
Bagging builds a set of M base models, with a bootstrap
sample created by drawing random samples with
replacement.
23
39. bagging
Example
Dataset of 4 Instances : A, B, C, D
Classifier 1: A, B, B, C: A(1) B(2) C(1) D(0)
Classifier 2: A, B, D, D: A(1) B(1) C(0) D(2)
Classifier 3: A, B, B, C: A(1) B(2) C(1) D(0)
Classifier 4: B, B, B, C: A(0) B(3) C(1) D(0)
Classifier 5: A, C, C, D: A(1) B(0) C(2) D(1)
Each base model’s training set contains each of the original
training example K times where P(K = k) follows a binomial
distribution.
23
40. bagging
Figure 1: Poisson(1) Distribution.
Each base model’s training set contains each of the original
training example K times where P(K = k) follows a binomial
distribution.
23
41. oza and russell’s online bagging for m models
1: Initialize base models hm for all m ∈ {1,2,...,M}
2: for all training examples do
3: for m = 1,2,...,M do
4: Set w = Poisson(1)
5: Update hm with the current example with weight w
6: anytime output:
7: return hypothesis: hfin(x) = argmaxy∈Y ∑T
t=1 I(ht(x) = y)
24
45. optimal change detector and predictor
• High accuracy
• Low false positives and false negatives ratios
• Theoretical guarantees
• Fast detection of change
• Low computational cost: minimum space and time needed
• No parameters needed
27
46. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 1
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
47. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 1 W1 = 01010110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
48. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 10 W1 = 1010110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
49. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 101 W1 = 010110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
50. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 1010 W1 = 10110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
51. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 10101 W1 = 0110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
52. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 101010 W1 = 110111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
53. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 1010101 W1 = 10111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
54. algorithm adaptive sliding window
Example
W= 101010110111111
W0= 10101011 W1 = 0111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
55. algorithm adaptive sliding window
Example
W= 101010110111111 |ˆµW0
− ˆµW1
| ≥ εc : CHANGE DET.!
W0= 101010110 W1 = 111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
56. algorithm adaptive sliding window
Example
W= 101010110111111 Drop elements from the tail of W
W0= 101010110 W1 = 111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
57. algorithm adaptive sliding window
Example
W= 01010110111111 Drop elements from the tail of W
W0= 101010110 W1 = 111111
ADWIN: Adaptive Windowing Algorithm
1 Initialize Window W
2 for each t 0
3 do W ← W∪{xt} (i.e., add xt to the head of W)
4 repeat Drop elements from the tail of W
5 until |ˆµW0
− ˆµW1
| ≥ εc holds
6 for every split of W into W = W0 ·W1
7 Output ˆµW
28
58. algorithm adaptive sliding window
Theorem
At every time step we have:
1 (False positive rate bound). If µt remains constant within W,
the probability that ADWIN shrinks the window at this step is at
most δ.
2 (False negative rate bound). Suppose that for some partition
of W in two parts W0W1 (where W1 contains the most recent
items) we have |µW0
− µW1
| 2εc. Then with probability 1−δ
ADWIN shrinks W to W1, or shorter.
ADWIN tunes itself to the data stream at hand, with no need for
the user to hardwire or precompute parameters.
29
59. algorithm adaptive sliding window
ADWIN using a Data Stream Sliding Window Model,
• can provide the exact counts of 1’s in O(1) time per point.
• tries O(logW) cutpoints
• uses O(1
ε logW) memory words
• the processing time per example is O(logW) (amortized and
worst-case).
Sliding Window Model
1010101 101 11 1 1
Content: 4 2 2 1 1
Capacity: 7 3 2 1 1
30
60. vfdt / cvfdt
Concept-adapting Very Fast Decision Trees: CVFDT
G. Hulten, L. Spencer, and P. Domingos.
Mining time-changing data streams. 2001
• It keeps its model consistent with a sliding window of
examples
• Construct “alternative branches” as preparation for changes
• If the alternative branch becomes more accurate, switch of
tree branches occurs
Time
Contains “Money”
Yes No
Day
YES
Night
31
61. decision trees: cvfdt
Time
Contains “Money”
YES
Yes
NO
No
Day
YES
Night
No theoretical guarantees on the error rate of CVFDT
CVFDT parameters :
1 W: is the example window size.
2 T0: number of examples used to check at each node if the
splitting attribute is still the best.
3 T1: number of examples used to build the alternate tree.
4 T2: number of examples used to test the accuracy of the 32
62. decision trees: hoeffding adaptive tree
Hoeffding Adaptive Tree:
• replace frequency statistics counters by estimators
• don’t need a window to store examples, due to the fact that we
maintain the statistics data needed with estimators
• change the way of checking the substitution of alternate
subtrees, using a change detector with theoretical
guarantees
Advantages over CVFDT:
1 Theoretical guarantees
2 No Parameters
33
63. adwin bagging (kdd’09)
ADWIN
An adaptive sliding window whose size is recomputed online
according to the rate of change observed.
ADWIN has rigorous guarantees (theorems)
• On ratio of false positives and negatives
• On the relation of the size of the current window and change
rates
ADWIN Bagging
When a change is detected, the worst classifier is removed
and a new classifier is added.
34
64. Randomization as a powerful tool to increase accuracy and
diversity
There are three ways of using randomization:
• Manipulating the input data
• Manipulating the classifier algorithms
• Manipulating the output targets
35
65. leveraging bagging for evolving data streams
Leveraging Bagging
• Using Poisson(λ)
Leveraging Bagging MC
• Using Poisson(λ) and Random Output Codes
Fast Leveraging Bagging ME
• if an instance is misclassified: weight = 1
• if not: weight = eT/(1−eT),
36
66. empirical evaluation
Accuracy RAM-Hours
Hoeffding Tree 74.03 0.01
Online Bagging 77.15 2.98
ADWIN Bagging 79.24 1.48
Leveraging Bagging 85.54 20.17
Leveraging Bagging MC 85.37 22.04
Leveraging Bagging ME 80.77 0.87
Leveraging Bagging
• Leveraging Bagging
• Using Poisson(λ)
• Leveraging Bagging MC
• Using Poisson(λ) and Random Output Codes
• Leveraging Bagging ME
• Using weight 1 if misclassified, otherwise eT/(1−eT)
37
68. clustering
Definition
Clustering is the distribution of a set of instances of examples
into non-known groups according to some common relations
or affinities.
Example
Market segmentation of customers
Example
Social network communities
39
69. clustering
Definition
Given
• a set of instances I
• a number of clusters K
• an objective function cost(I)
a clustering algorithm computes an assignment of a cluster
for each instance
f : I → {1,...,K}
that minimizes the objective function cost(I)
40
70. clustering
Definition
Given
• a set of instances I
• a number of clusters K
• an objective function cost(C,I)
a clustering algorithm computes a set C of instances with
|C| = K that minimizes the objective function
cost(C,I) = ∑
x∈I
d2
(x,C)
where
• d(x,c): distance function between x and c
• d2(x,C) = minc∈Cd2(x,c): distance from x to the nearest point 41
71. k-means
• 1. Choose k initial centers C = {c1,...,ck}
• 2. while stopping criterion has not been met
• For i = 1,...,N
• find closest center ck ∈ C to each instance pi
• assign instance pi to cluster Ck
• For k = 1,...,K
• set ck to be the center of mass of all points in Ci
42
72. k-means++
• 1. Choose a initial center c1
• For k = 2,...,K
• select ck = p ∈ I with probability d2(p,C)/cost(C,I)
• 2. while stopping criterion has not been met
• For i = 1,...,N
• find closest center ck ∈ C to each instance pi
• assign instance pi to cluster Ck
• For k = 1,...,K
• set ck to be the center of mass of all points in Ci
43
73. performance measures
Internal Measures
• Sum square distance
• Dunn index D = dmin
dmax
• C-Index C = S−Smin
Smax−Smin
External Measures
• Rand Measure
• F Measure
• Jaccard
• Purity
44
74. birch
Balanced Iterative Reducing and Clustering using
Hierarchies
• Clustering Features CF = (N,LS,SS)
• N: number of data points
• LS: linear sum of the N data points
• SS: square sum of the N data points
• Properties:
• Additivity: CF1 +CF2 = (N1 +N2,LS1 +LS2,SS1 +SS2)
• Easy to compute: average inter-cluster distance
and average intra-cluster distance
• Uses CF tree
• Height-balanced tree with two parameters
• B: branching factor
• T: radius leaf threshold
45
75. birch
Balanced Iterative Reducing and Clustering using
Hierarchies
Phase 1: Scan all data and build an initial in-memory CF
tree
Phase 2: Condense into desirable range by building a
smaller CF tree (optional)
Phase 3: Global clustering
Phase 4: Cluster refining (optional and off line, as requires
more passes)
46
76. clu-stream
Clu-Stream
• Uses micro-clusters to store statistics on-line
• Clustering Features CF = (N,LS,SS,LT,ST)
• N: numer of data points
• LS: linear sum of the N data points
• SS: square sum of the N data points
• LT: linear sum of the time stamps
• ST: square sum of the time stamps
• Uses pyramidal time frame
47
77. clu-stream
On-line Phase
• For each new point that arrives
• the point is absorbed by a micro-cluster
• the point starts a new micro-cluster of its own
• delete oldest micro-cluster
• merge two of the oldest micro-cluster
Off-line Phase
• Apply k-means using microclusters as points
48
78. streamkm++: coresets
Coreset of a set P with respect to some problem
Small subset that approximates the original set P.
• Solving the problem for the coreset provides an approximate
solution for the problem on P.
(k,ε)-coreset
A (k,ε)-coreset S of P is a subset of P that for each C of size k
(1−ε)cost(P,C) ≤ costw(S,C) ≤ (1+ε)cost(P,C)
49
79. streamkm++: coresets
Coreset Tree
• Choose a leaf l node at random
• Choose a new sample point denoted by qt+1 from Pl
according to d2
• Based on ql and qt+1, split Pl into two subclusters and create
two child nodes
StreamKM++
• Maintain L = ⌈log2( n
m )+2⌉ buckets B0,B1,...,BL−1
50
81. frequent patterns
Suppose D is a dataset of patterns, t ∈ D, and min_sup is a
constant.
Definition
Support (t): number of
patterns in D that are
superpatterns of t.
Definition
Pattern t is frequent if
Support (t) ≥ min_sup.
Frequent Subpattern Problem
Given D and min_sup, find all frequent subpatterns of patterns
in D.
52
82. frequent patterns
Suppose D is a dataset of patterns, t ∈ D, and min_sup is a
constant.
Definition
Support (t): number of
patterns in D that are
superpatterns of t.
Definition
Pattern t is frequent if
Support (t) ≥ min_sup.
Frequent Subpattern Problem
Given D and min_sup, find all frequent subpatterns of patterns
in D.
52
83. frequent patterns
Suppose D is a dataset of patterns, t ∈ D, and min_sup is a
constant.
Definition
Support (t): number of
patterns in D that are
superpatterns of t.
Definition
Pattern t is frequent if
Support (t) ≥ min_sup.
Frequent Subpattern Problem
Given D and min_sup, find all frequent subpatterns of patterns
in D.
52
84. frequent patterns
Suppose D is a dataset of patterns, t ∈ D, and min_sup is a
constant.
Definition
Support (t): number of
patterns in D that are
superpatterns of t.
Definition
Pattern t is frequent if
Support (t) ≥ min_sup.
Frequent Subpattern Problem
Given D and min_sup, find all frequent subpatterns of patterns
in D.
52
88. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce
3 de,cde de cde
55
89. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
55
90. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
56
91. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
e → ce
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
56
92. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
56
93. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
57
94. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
a → ace
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
57
95. itemset mining
d1 abce
d2 cde
d3 abce
d4 acde
d5 abcde
d6 bcd
Support Frequent Gen Closed Max
6 c c c
5 e,ce e ce
4 a,ac,ae,ace a ace
4 b,bc b bc
4 d,cd d cd
3 ab,abc,abe ab
be,bce,abce be abce abce
3 de,cde de cde cde
58
96. closed patterns
Usually, there are too many frequent patterns. We can
compute a smaller set, while keeping the same information.
Example
A set of 1000 items, has 21000 ≈ 10301 subsets, that is more
than the number of atoms in the universe ≈ 1079
59
97. closed patterns
A priori property
If t′ is a subpattern of t, then Support (t′) ≥ Support (t).
Definition
A frequent pattern t is closed if none of its proper
superpatterns has the same support as it has.
Frequent subpatterns and their supports can be generated
from closed patterns.
59
98. maximal patterns
Definition
A frequent pattern t is maximal if none of its proper
superpatterns is frequent.
Frequent subpatterns can be generated from maximal
patterns, but not with their support.
All maximal patterns are closed, but not all closed patterns are
maximal.
60
99. non streaming frequent itemset miners
Representation:
• Horizontal layout
T1: a, b, c
T2: b, c, e
T3: b, d, e
• Vertical layout
a: 1 0 0
b: 1 1 1
c: 1 1 0
Search:
• Breadth-first (levelwise): Apriori
• Depth-first: Eclat, FP-Growth
61
100. mining patterns over data streams
Requirements: fast, use small amount of memory and adaptive
• Type:
• Exact
• Approximate
• Per batch, per transaction
• Incremental, Sliding Window, Adaptive
• Frequent, Closed, Maximal patterns
62
101. moment
• Computes closed frequents itemsets in a sliding window
• Uses Closed Enumeration Tree
• Uses 4 type of Nodes:
• Closed Nodes
• Intermediate Nodes
• Unpromising Gateway Nodes
• Infrequent Gateway Nodes
• Adding transactions: closed items remains closed
• Removing transactions: infrequent items remains infrequent
63
102. fp-stream
• Mining Frequent Itemsets at Multiple Time Granularities
• Based in FP-Growth
• Maintains
• pattern tree
• tilted-time window
• Allows to answer time-sensitive queries
• Places greater information to recent data
• Drawback: time and memory complexity
64
103. tree and graph mining: dealing with time changes
• Keep a window on recent stream elements
• Actually, just its lattice of closed sets!
• Keep track of number of closed patterns in lattice, N
• Use some change detector on N
• When change is detected:
• Drop stale part of the window
• Update lattice to reflect this deletion, using deletion rule
Alternatively, sliding window of some fixed size
65
105. overview of big data science
Short Course Summary
1 Introduction to Big Data
2 Big Data Science
3 Real Time Big Data Management
4 Internet of Things Data Science
Open Source Software
1 MOA: http://moa.cms.waikato.ac.nz/
2 SAMOA: http://samoa-project.net/
67