Data Preprocessing (DWDM MOD 2)
Data Preprocessing (DWDM MOD 2)
Data Preprocessing (DWDM MOD 2)
August 18,
2022 1
Module 2: Data Preprocessing
◼ Data Quality
◼ Data Integration
◼ Data Reduction
◼ Summary
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Data preprocessing: An Overview
◼ Data pre-processing is a data mining technique which is used to
transform the raw data in a useful and efficient format.
◼ Garbage in, garbage out
◼ This means, if you use bad or “dirty” data to train your model, you’ll end up with a
bad, improperly trained model that won’t actually be relevant to your analysis.
◼ Good, pre-processed data is even more important than the most powerful
algorithms.
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Data Quality: Why Preprocess the Data?
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Major Tasks in Data Preprocessing
◼ Data cleaning
◼ Fill in missing values, smooth noisy data, identify or remove
◼ Data reduction
◼ Dimensionality reduction
◼ Numerosity reduction
◼ Data compression
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Module 2 : Data Preprocessing
◼ Data Quality
◼ Data Integration
◼ Data Reduction
◼ Summary
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Data Cleaning
◼ Data in the Real World Is Dirty: Lots of potentially incorrect data,
e.g., instrument faulty, human or computer error, transmission error
◼ incomplete: lacking attribute values, lacking certain attributes of
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Incomplete (Missing) Data
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Noisy Data
◼ Noise: random error or variance in a measured variable
◼ Incorrect attribute values may be due to
◼ faulty data collection instruments
◼ technology limitation
◼ incomplete data
◼ inconsistent data
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How to Handle Noisy Data?
◼ Binning
◼ first sort data and partition into (equal-frequency) bins
◼ Clustering
◼ detect and remove outliers
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Data Cleaning as a Process
◼ Data discrepancy detection
◼ Use metadata (e.g., domain, range, dependency, distribution)
◼ Data Quality
◼ Data Cleaning
◼ Data Integration
◼ Data Reduction
◼ Summary
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Data Integration
◼ Data integration:
◼ Combines data from multiple sources into a coherent store
◼ Schema integration: e.g., A.cust-id B.cust-#
◼ Integrate metadata from different sources
◼ Entity identification problem:
◼ Identify real world entities from multiple data sources, e.g., Bill Clinton =
William Clinton
◼ Detecting and resolving data value conflicts
◼ For the same real world entity, attribute values from different sources
are different
◼ Possible reasons: different representations, different scales, e.g., metric
vs. British units
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Handling Redundancy in Data Integration
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Chi-Square Calculation: An Example
◼ (r-1)(c-1)
◼ Level of Significance:
◼ Chi square > los : reject null hypothesis
◼ Reject or accept the null hypothesis
Correlation coefficient:
◼ Suppose two stocks A and B have the following values in one week: (2, 5), (3,
8), (5, 10), (4, 11), (6, 14).
◼ Question: If the stocks are affected by the same industry trends, will their
prices rise or fall together?
◼ Data Quality
◼ Data Cleaning
◼ Data Integration
◼ Data Reduction
◼ Summary
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Data Reduction Strategies
◼ Data reduction: Obtain a reduced representation of the data set that is much
smaller in volume but yet produces the same (or almost the same) analytical
results
◼ Why data reduction? — A database/data warehouse may store terabytes of
data. Complex data analysis may take a very long time to run on the
complete data set.
◼ Data reduction strategies
◼ Dimensionality reduction, e.g., remove unimportant attributes
◼ Wavelet transforms
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Data Reduction 1: Dimensionality Reduction
◼ Curse of dimensionality
◼ When dimensionality increases, data becomes increasingly sparse
◼ Dimensionality reduction
◼ Avoid the curse of dimensionality
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Mapping Data to a New Space
◼ Fourier transform
◼ Wavelet transform
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What Is Wavelet Transform?
◼ Decomposes a signal into
different frequency subbands
◼ Applicable to n-dimensional
signals
◼ Data are transformed to
preserve relative distance
between objects at different
levels of resolution
◼ Allow natural clusters to
become more distinguishable
◼ Used for image compression
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Wavelet Transformation
Haar2 Daubechie4
◼ Discrete wavelet transform (DWT) for linear signal processing,
multi-resolution analysis
◼ Compressed approximation: store only a small fraction of the
strongest of the wavelet coefficients
◼ Similar to discrete Fourier transform (DFT), but better lossy
compression, localized in space
◼ Method:
◼ Length, L, must be an integer power of 2 (padding with 0’s, when
necessary)
◼ Each transform has 2 functions: smoothing, difference
◼ Applies to pairs of data, resulting in two set of data of length L/2
◼ Applies two functions recursively, until reaches the desired length
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Wavelet Decomposition
◼ Wavelets: A math tool for space-efficient hierarchical
decomposition of functions
◼ S = [2, 2, 0, 2, 3, 5, 4, 4] can be transformed to S^ = [23/4, -11/4,
1/ , 0, 0, -1, -1, 0]
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◼ Compression: many small detail coefficients can be replaced by
0’s, and only the significant coefficients are retained
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Why Wavelet Transform?
◼ Use hat-shape filters
◼ Emphasize region where points cluster
◼ Multi-resolution
◼ Detect arbitrary shaped clusters at different scales
◼ Efficient
◼ Complexity O(N)
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Principal Component Analysis (PCA)
◼ Find a projection that captures the largest amount of variation in
data
◼ The original data are projected onto a much smaller space, resulting
in dimensionality reduction. We find the eigenvectors of the
covariance matrix, and these eigenvectors define the new space
x2
x1 31
Principal Component Analysis (Steps)
◼ Given N data vectors from n-dimensions, find k ≤ n orthogonal vectors
(principal components) that can be best used to represent data
◼ Normalize input data: Each attribute falls within the same range
◼ Compute k orthonormal (unit) vectors, i.e., principal components
◼ Each input data (vector) is a linear combination of the k principal
component vectors
◼ The principal components are sorted in order of decreasing “significance”
or strength
◼ Since the components are sorted, the size of the data can be reduced by
eliminating the weak components, i.e., those with low variance (i.e.,
using the strongest principal components, it is possible to reconstruct a
good approximation of the original data)
◼ Works for numeric data only
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Attribute Subset Selection
◼ Another way to reduce dimensionality of data
◼ Redundant attributes
◼ Duplicate much or all of the information contained in one or
more other attributes
◼ E.g., purchase price of a product and the amount of sales
tax paid
◼ Irrelevant attributes
◼ Contain no information that is useful for the data mining
task at hand
◼ E.g., students' ID is often irrelevant to the task of predicting
students' GPA
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Heuristic Search in Attribute Selection
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Attribute Creation (Feature Generation)
◼ Create new attributes (features) that can capture the
important information in a data set more effectively than the
original ones
◼ Three general methodologies
◼ Attribute extraction
◼ Domain-specific
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Parametric Data Reduction: Regression
and Log-Linear Models
◼ Linear regression
◼ Data modeled to fit a straight line
◼ Multiple regression
◼ Allows a response variable Y to be modeled as a linear
distributions
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y
Regression Analysis
Y1
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Regress Analysis and Log-Linear Models
◼ Linear regression: Y = w X + b
◼ Two regression coefficients, w and b, specify the line and are to be
estimated by using the data at hand
◼ Using the least squares criterion to the known values of Y1, Y2, …, X1, X2,
….
◼ Multiple regression: Y = b0 + b1 X1 + b2 X2
◼ Many nonlinear functions can be transformed into the above
◼ Log-linear models:
◼ Approximate discrete multidimensional probability distributions
◼ Estimate the probability of each point (tuple) in a multi-dimensional
space for a set of discretized attributes, based on a smaller subset of
dimensional combinations
◼ Useful for dimensionality reduction and data smoothing
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Histogram Analysis
◼ Divide data into buckets and 40
store average (sum) for each 35
bucket
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◼ Partitioning rules:
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◼ Equal-width: equal bucket 20
range
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◼ Equal-frequency (or equal- 10
depth)
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20000
30000
40000
50000
60000
70000
80000
90000
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Clustering
◼ Partition data set into clusters based on similarity, and store
cluster representation (e.g., centroid and diameter) only
◼ Can be very effective if data is clustered but not if data is
“smeared”
◼ Can have hierarchical clustering and be stored in multi-
dimensional index tree structures
◼ There are many choices of clustering definitions and
clustering algorithms
◼ Cluster analysis will be studied in depth in Chapter 10
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Sampling
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Types of Sampling
◼ Stratified sampling:
◼ Partition the data set, and draw samples from each partition
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Sampling: With or without Replacement
Raw Data
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Sampling: Cluster or Stratified Sampling
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Data Cube Aggregation
without expansion
◼ Audio/video compression
◼ Typically lossy compression, with progressive refinement
Original Data
Approximated
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Module 2 : Data Preprocessing
◼ Data Quality
◼ Data Cleaning
◼ Data Integration
◼ Data Reduction
◼ Summary
49
Data Transformation
◼ A function that maps the entire set of values of a given attribute to a new
set of replacement values s.t. each old value can be identified with one of
the new values
◼ Methods
◼ Smoothing: Remove noise from data
◼ Attribute/feature construction
◼ New attributes constructed from the given ones
◼ Aggregation: Summarization, data cube construction
◼ Normalization: Scaled to fall within a smaller, specified range
◼ min-max normalization
◼ z-score normalization
◼ normalization by decimal scaling
◼ Discretization: Concept hierarchy climbing
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Normalization
◼ Min-max normalization: to [new_minA, new_maxA]
v − minA
v' = (new _ maxA − new _ minA) + new _ minA
maxA − minA
◼ Ex. Let income range $12,000 to $98,000 normalized to [0.0, 1.0].
73,000 − 12,000
Then $73,000 is mapped to (1.0 − 0) + 0 = 0.716
98,000 − 12,000
73,600 − 54,000
◼ Ex. Let μ = 54,000, σ = 16,000. Then = 1.225
16,000
◼ Normalization by decimal scaling
v
v'= j Where j is the smallest integer such that Max(|ν’|) < 1
10
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Discretization
◼ Three types of attributes
◼ Nominal—values from an unordered set, e.g., color, profession
◼ Ordinal—values from an ordered set, e.g., military or academic rank
◼ Numeric—real numbers, e.g., integer or real numbers
◼ Discretization: Divide the range of a continuous attribute into intervals
◼ Interval labels can then be used to replace actual data values
◼ Reduce data size by discretization
◼ Supervised vs. unsupervised
◼ Split (top-down) vs. merge (bottom-up)
◼ Discretization can be performed recursively on an attribute
◼ Prepare for further analysis, e.g., classification
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Data Discretization Methods
◼ Typical methods: All the methods can be applied recursively
◼ Binning
◼ Top-down split, unsupervised
◼ Histogram analysis
◼ Top-down split, unsupervised
◼ Clustering analysis (unsupervised, top-down split or bottom-
up merge)
◼ Decision-tree analysis (supervised, top-down split)
◼ Correlation (e.g., 2) analysis (unsupervised, bottom-up
merge)
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Simple Discretization: Binning
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Discretization Without Using Class Labels
(Binning vs. Clustering)
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Discretization by Classification &
Correlation Analysis
◼ Classification (e.g., decision tree analysis)
◼ Supervised: Given class labels, e.g., cancerous vs. benign
◼ Using entropy to determine split point (discretization point)
◼ Top-down, recursive split
◼ Details to be covered in Chapter “Classification”
◼ Correlation analysis (e.g., Chi-merge: χ2-based discretization)
◼ Supervised: use class information
◼ Bottom-up merge: find the best neighboring intervals (those
having similar distributions of classes, i.e., low χ2 values) to merge
◼ Merge performed recursively, until a predefined stopping condition
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Concept Hierarchy Generation
◼ Data Quality
◼ Data Cleaning
◼ Data Integration
◼ Data Reduction
◼ Summary
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Summary
◼ Data quality: accuracy, completeness, consistency, timeliness,
believability, interpretability
◼ Data cleaning: e.g. missing/noisy values, outliers
◼ Data integration from multiple sources:
◼ Entity identification problem; Remove redundancies; Detect
inconsistencies
◼ Data reduction
◼ Dimensionality reduction; Numerosity reduction; Data
compression
◼ Data transformation and data discretization
◼ Normalization; Concept hierarchy generation
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