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Lecture Notes for Chapter 4 CSE 572 Data Mining

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1 Lecture Notes for Chapter 4 CSE 572 Data Mining
Data Mining Classification: Basic Concepts, Decision Trees, and Model Evaluation Lecture Notes for Chapter 4 CSE 572 Data Mining Instructor: Jieping Ye Department of Computer Science and Engineering Arizona State University © Tan,Steinbach, Kumar Introduction to Data Mining /18/

2 Classification: Definition
Given a collection of records (training set ) Each record contains a set of attributes, one of the attributes is the class. Find a model for class attribute as a function of the values of other attributes. Goal: previously unseen records should be assigned a class as accurately as possible. A test set is used to determine the accuracy of the model. Usually, the given data set is divided into training and test sets, with training set used to build the model and test set used to validate it.

3 Illustrating Classification Task

4 Examples of Classification Task
Predicting tumor cells as benign or malignant Classifying credit card transactions as legitimate or fraudulent Classifying secondary structures of protein as alpha-helix, beta-sheet, or random coil Categorizing news stories as finance, weather, entertainment, sports, etc

5 Classification Techniques
Decision Tree based Methods Rule-based Methods Memory based reasoning Neural Networks Naïve Bayes and Bayesian Belief Networks Support Vector Machines

6 Example of a Decision Tree
categorical continuous class Splitting Attributes Refund Yes No NO MarSt Single, Divorced Married TaxInc NO < 80K > 80K NO YES Training Data Model: Decision Tree

7 Another Example of Decision Tree
categorical categorical continuous class MarSt Single, Divorced Married NO Refund No Yes NO TaxInc < 80K > 80K NO YES There could be more than one tree that fits the same data!

8 Decision Tree Classification Task

9 Apply Model to Test Data
Start from the root of tree. Refund MarSt TaxInc YES NO Yes No Married Single, Divorced < 80K > 80K

10 Apply Model to Test Data
Refund MarSt TaxInc YES NO Yes No Married Single, Divorced < 80K > 80K

11 Apply Model to Test Data
Refund Yes No NO MarSt Single, Divorced Married TaxInc NO < 80K > 80K NO YES

12 Apply Model to Test Data
Refund Yes No NO MarSt Single, Divorced Married TaxInc NO < 80K > 80K NO YES

13 Apply Model to Test Data
Refund Yes No NO MarSt Single, Divorced Married TaxInc NO < 80K > 80K NO YES

14 Apply Model to Test Data
Refund Yes No NO MarSt Married Assign Cheat to “No” Single, Divorced TaxInc NO < 80K > 80K NO YES

15 Decision Tree Classification Task

16 Decision Tree Induction
Many Algorithms: Hunt’s Algorithm (one of the earliest) CART ID3, C4.5 SLIQ,SPRINT

17 General Structure of Hunt’s Algorithm
Let Dt be the set of training records that reach a node t General Procedure: If Dt contains records that belong the same class yt, then t is a leaf node labeled as yt If Dt is an empty set, then t is a leaf node labeled by the default class, yd If Dt contains records that belong to more than one class, use an attribute test to split the data into smaller subsets. Recursively apply the procedure to each subset. Dt ?

18 Hunt’s Algorithm Refund Refund Refund Marital Marital Status Status
Don’t Cheat Yes No Don’t Cheat Refund Don’t Cheat Yes No Marital Status Single, Divorced Married Refund Don’t Cheat Yes No Marital Status Single, Divorced Married Taxable Income < 80K >= 80K

19 Tree Induction Greedy strategy.
Split the records based on an attribute test that optimizes certain criterion. Issues Determine how to split the records How to specify the attribute test condition? How to determine the best split? Determine when to stop splitting

20 Tree Induction Greedy strategy.
Split the records based on an attribute test that optimizes certain criterion. Issues Determine how to split the records How to specify the attribute test condition? How to determine the best split? Determine when to stop splitting

21 How to Specify Test Condition?
Depends on attribute types Nominal Ordinal Continuous Depends on number of ways to split 2-way split Multi-way split

22 Splitting Based on Nominal Attributes
Multi-way split: Use as many partitions as distinct values. Binary split: Divides values into two subsets Need to find optimal partitioning. CarType Family Sports Luxury CarType {Sports, Luxury} {Family} CarType {Family, Luxury} {Sports} OR

23 Splitting Based on Ordinal Attributes
Multi-way split: Use as many partitions as distinct values. Binary split: Divides values into two subsets Need to find optimal partitioning. What about this split? Size Small Medium Large Size {Small, Medium} {Large} Size {Medium, Large} {Small} OR Size {Small, Large} {Medium}

24 Splitting Based on Continuous Attributes
Different ways of handling Discretization to form an ordinal categorical attribute Static – discretize once at the beginning Dynamic – ranges can be found by equal interval bucketing, equal frequency bucketing (percentiles), or clustering. Binary Decision: (A < v) or (A  v) consider all possible splits and finds the best cut can be more compute intensive

25 Splitting Based on Continuous Attributes

26 Tree Induction Greedy strategy.
Split the records based on an attribute test that optimizes certain criterion. Issues Determine how to split the records How to specify the attribute test condition? How to determine the best split? Determine when to stop splitting

27 How to determine the Best Split
Before Splitting: 10 records of class 0, 10 records of class 1 Which test condition is the best?

28 How to determine the Best Split
Greedy approach: Nodes with homogeneous class distribution are preferred Need a measure of node impurity: Non-homogeneous, High degree of impurity Homogeneous, Low degree of impurity

29 Measures of Node Impurity
Gini Index Entropy Misclassification error

30 How to Find the Best Split
Before Splitting: M0 A? B? Yes No Yes No Node N1 Node N2 Node N3 Node N4 M1 M2 M3 M4 M12 M34 Gain = M0 – M12 vs M0 – M34

31 Measure of Impurity: GINI
Gini Index for a given node t : (NOTE: p( j | t) is the relative frequency of class j at node t). Maximum (1 - 1/nc) when records are equally distributed among all classes, implying least interesting information Minimum (0.0) when all records belong to one class, implying most interesting information

32 Examples for computing GINI
P(C1) = 0/6 = P(C2) = 6/6 = 1 Gini = 1 – P(C1)2 – P(C2)2 = 1 – 0 – 1 = 0 P(C1) = 1/ P(C2) = 5/6 Gini = 1 – (1/6)2 – (5/6)2 = 0.278 P(C1) = 2/ P(C2) = 4/6 Gini = 1 – (2/6)2 – (4/6)2 = 0.444

33 Splitting Based on GINI
Used in CART, SLIQ, SPRINT. When a node p is split into k partitions (children), the quality of split is computed as, where, ni = number of records at child i, n = number of records at node p.

34 Binary Attributes: Computing GINI Index
Splits into two partitions Effect of Weighing partitions: Larger and Purer Partitions are sought for. B? Yes No Node N1 Node N2 Gini(N1) = 1 – (5/7)2 – (2/7)2 = Gini(N2) = 1 – (1/5)2 – (4/5)2 = Gini(Children) = 7/12 * /12 * =

35 Categorical Attributes: Computing Gini Index
For each distinct value, gather counts for each class in the dataset Use the count matrix to make decisions Multi-way split Two-way split (find best partition of values)

36 Continuous Attributes: Computing Gini Index
Use Binary Decisions based on one value Several Choices for the splitting value Number of possible splitting values = Number of distinct values Each splitting value has a count matrix associated with it Class counts in each of the partitions, A < v and A  v Simple method to choose best v For each v, scan the database to gather count matrix and compute its Gini index Computationally Inefficient! Repetition of work.

37 Continuous Attributes: Computing Gini Index...
For efficient computation: for each attribute, Sort the attribute on values Linearly scan these values, each time updating the count matrix and computing gini index Choose the split position that has the least gini index Split Positions Sorted Values

38 Alternative Splitting Criteria based on INFO
Entropy at a given node t: (NOTE: p( j | t) is the relative frequency of class j at node t). Measures homogeneity of a node. Maximum (log nc) when records are equally distributed among all classes implying least information Minimum (0.0) when all records belong to one class, implying most information Entropy based computations are similar to the GINI index computations

39 Examples for computing Entropy

40 Examples for computing Entropy
P(C1) = 0/6 = P(C2) = 6/6 = 1 Entropy = – 0 log 0 – 1 log 1 = – 0 – 0 = 0 P(C1) = 1/ P(C2) = 5/6 Entropy = – (1/6) log2 (1/6) – (5/6) log2 (1/6) = 0.65 P(C1) = 2/ P(C2) = 4/6 Entropy = – (2/6) log2 (2/6) – (4/6) log2 (4/6) = 0.92

41 Splitting Based on INFO...
Information Gain: Parent Node, p is split into k partitions; ni is number of records in partition i Measures Reduction in Entropy achieved because of the split. Choose the split that achieves most reduction (maximizes GAIN) Used in ID3 and C4.5 Disadvantage: Tends to prefer splits that result in large number of partitions, each being small but pure.

42 Splitting Based on INFO...
Gain Ratio: Parent Node, p is split into k partitions ni is the number of records in partition i Adjusts Information Gain by the entropy of the partitioning (SplitINFO). Higher entropy partitioning (large number of small partitions) is penalized! Used in C4.5 Designed to overcome the disadvantage of Information Gain

43 Splitting Criteria based on Classification Error
Classification error at a node t : Measures misclassification error made by a node. Maximum (1 - 1/nc) when records are equally distributed among all classes, implying least interesting information Minimum (0.0) when all records belong to one class, implying most interesting information

44 Examples for Computing Error

45 Examples for Computing Error
P(C1) = 0/6 = P(C2) = 6/6 = 1 Error = 1 – max (0, 1) = 1 – 1 = 0 P(C1) = 1/ P(C2) = 5/6 Error = 1 – max (1/6, 5/6) = 1 – 5/6 = 1/6 P(C1) = 2/ P(C2) = 4/6 Error = 1 – max (2/6, 4/6) = 1 – 4/6 = 1/3

46 Comparison among Splitting Criteria
For a 2-class problem:

47 Misclassification Error vs Gini
Yes No Node N1 Node N2 Gini(N1) = 1 – (3/3)2 – (0/3)2 = 0 Gini(N2) = 1 – (4/7)2 – (3/7)2 = 0.489 Gini(Children) = 3/10 * /10 * = 0.341 Gini improves !!

48 Example

49 Example (Cont’d)

50 Example (Cont’d)

51 Tree Induction Greedy strategy.
Split the records based on an attribute test that optimizes certain criterion. Issues Determine how to split the records How to specify the attribute test condition? How to determine the best split? Determine when to stop splitting

52 Stopping Criteria for Tree Induction
Stop expanding a node when all the records belong to the same class Stop expanding a node when all the records have similar attribute values Early termination (to be discussed later)

53 Decision Tree Based Classification
Advantages: Inexpensive to construct Extremely fast at classifying unknown records Easy to interpret for small-sized trees Accuracy is comparable to other classification techniques for many simple data sets

54 Example: C4.5 Simple depth-first construction. Uses Information Gain
Sorts Continuous Attributes at each node. Needs entire data to fit in memory. Unsuitable for Large Datasets. Needs out-of-core sorting. You can download the software from:

55 Practical Issues of Classification
Underfitting Overfitting Missing Values

56 Underfitting and Overfitting (Example)
500 circular and 500 triangular data points. Circular points: 0.5  sqrt(x12+x22)  1 Triangular points: sqrt(x12+x22) > 1 or sqrt(x12+x22) < 0.5

57 Underfitting and Overfitting
Underfitting: when model is too simple, both training and test errors are large

58 Overfitting due to Noise
Decision boundary is distorted by noise point

59 Overfitting due to Insufficient Examples
Lack of data points in the lower half of the diagram makes it difficult to predict correctly the class labels of that region - Insufficient number of training records in the region causes the decision tree to predict the test examples using other training records that are irrelevant to the classification task

60 Notes on Overfitting Overfitting results in decision trees that are more complex than necessary Training error no longer provides a good estimate of how well the tree will perform on previously unseen records Need new ways for estimating errors

61 Estimating Generalization Errors
Re-substitution errors: error on training ( e(t) ) Generalization errors: error on testing ( e’(t)) Methods for estimating generalization errors: Optimistic approach: e’(t) = e(t) Pessimistic approach: For each leaf node: e’(t) = (e(t)+0.5) Total errors: e’(T) = e(T) + N  0.5 (N: number of leaf nodes) For a tree with 30 leaf nodes and 10 errors on training (out of 1000 instances): Training error = 10/1000 = 1% Generalization error = ( 0.5)/1000 = 2.5% Reduced error pruning (REP): uses validation data set to estimate generalization error

62 Example Training Error (Before splitting) = ?
Pessimistic error (Before splitting) = ? Training Error (After splitting) = ? Pessimistic error (After splitting) = ? Class = Yes 20 Class = No 10 Error = 10/30 Class = Yes 8 Class = No 4 Class = Yes 3 Class = No 4 Class = Yes 4 Class = No 1 Class = Yes 5 Class = No 1

63 Example Training Error (Before splitting) = 10/30
Pessimistic error = ( )/30 = 10.5/30 Training Error (After splitting) = 9/30 Pessimistic error (After splitting) = (9 + 4  0.5)/30 = 11/30 Class = Yes 20 Class = No 10 Error = 10/30 Class = Yes 8 Class = No 4 Class = Yes 3 Class = No 4 Class = Yes 4 Class = No 1 Class = Yes 5 Class = No 1

64 Occam’s Razor Given two models of similar generalization errors, one should prefer the simpler model over the more complex model For complex models, there is a greater chance that it was fitted accidentally by errors in data Therefore, one should include model complexity when evaluating a model

65 Minimum Description Length (MDL)
Cost(Model,Data) = Cost(Data|Model) + Cost(Model) Cost is the number of bits needed for encoding. Search for the least costly model. Cost(Data|Model) encodes the misclassification errors. Cost(Model) uses node encoding (number of children) plus splitting condition encoding.

66 How to Address Overfitting
Pre-Pruning (Early Stopping Rule) Stop the algorithm before it becomes a fully-grown tree Typical stopping conditions for a node: Stop if all instances belong to the same class Stop if all the attribute values are the same More restrictive conditions: Stop if number of instances is less than some user-specified threshold Stop if class distribution of instances are independent of the available features (e.g., using  2 test) Stop if expanding the current node does not improve impurity measures (e.g., Gini or information gain).

67 How to Address Overfitting…
Post-pruning Grow decision tree to its entirety Trim the nodes of the decision tree in a bottom-up fashion If generalization error improves after trimming, replace sub-tree by a leaf node. Class label of leaf node is determined from majority class of instances in the sub-tree Can use MDL for post-pruning

68 Example of Post-Pruning
Training Error (Before splitting) = 10/30 Pessimistic error = ( )/30 = 10.5/30 Training Error (After splitting) = 9/30 Pessimistic error (After splitting) = (9 + 4  0.5)/30 = 11/30 PRUNE Class = Yes 20 Class = No 10 Error = 10/30 Class = Yes 8 Class = No 4 Class = Yes 3 Class = No 4 Class = Yes 4 Class = No 1 Class = Yes 5 Class = No 1

69 Handling Missing Attribute Values
Missing values affect decision tree construction in three different ways: Affects how impurity measures are computed Affects how to distribute instance with missing value to child nodes Affects how a test instance with missing value is classified

70 Computing Impurity Measure
Before Splitting: Entropy(Parent) = -0.3 log(0.3)-(0.7)log(0.7) = Split on Refund: Entropy(Refund=Yes) = 0 Entropy(Refund=No) = -(2/6)log(2/6) – (4/6)log(4/6) = Entropy(Children) = 0.3 (0) (0.9183) = 0.551 Gain = – = Missing value

71 Distribute Instances Probability that Refund=Yes is 3/9
No Probability that Refund=Yes is 3/9 Probability that Refund=No is 6/9 Assign record to the left child with weight = 3/9 and to the right child with weight = 6/9 Refund Yes No

72 Classify Instances New record:
Married Single Divorced Total Class=No 3 1 4 Class=Yes 6/9 2.67 3.67 2 6.67 Refund Yes No NO MarSt Single, Divorced Married Probability that Marital Status = Married is 3.67/6.67 Probability that Marital Status ={Single,Divorced} is 3/6.67 TaxInc NO < 80K > 80K NO YES

73 Example For a3, which is a continuous attribute, compute the misclassification error rate for every possible split.

74 Example Class + - + - - + - + -
Sorter values Split position <= > <= > <= > <= > <= > <= > <= > <= > Error / / / / / / / /9 0/9*0 + 9/9*(1-max{4/9, 5/9}) = 4/9 1/9*(1-max{1/1, 0/1}) + 8/9*(1-max{3/8, 5/8}) = 1/9*0 + 8/9*3/8 =1/3 2/9*(1-max{1/2, 1/2}) + 7/9*(1-max{3/7, 4/7}) = 2/9*1/2 + 7/9*3/7 =4/9 3/9*(1-max{1/3, 2/3}) + 6/9*(1-max{2/6, 4/6}) = 3/9*1/3 + 6/9*2/6 =1/3 5/9*(1-max{2/5, 3/5}) + 4/9*(1-max{2/4, 2/4}) = 5/9*2/5 + 4/9*2/4 =4/9 6/9*(1-max{3/6, 3/6}) + 3/9*(1-max{1/3, 2/3}) = 6/9*3/6 + 3/9*1/3 =4/9 8/9*(1-max{4/8, 4/8}) + 1/9*(1-max{0/1, 1/1}) = 8/9*4/8 + 1/9*0 =4/9 9/9*(1-max{4/9, 5/9}) + 0/90 = 9/9*4/9 =4/9

75 Decision Tree Induction: Summary
This follows an example from Jiawei Han’s slides

76 Decision Tree Induction: Summary (Cont’d)
age? overcast student? credit rating? <=30 >40 no yes 31..40 fair excellent

77 Decision Tree Induction: Summary (Cont’d)
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 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

78 An Example: Web Robot Detection
Web usage mining is the task of applying data mining techniques to extract useful patterns from Web access logs. Important to distinguish between human accesses and those due to Web robots (Web crawler) Web robots automatically locate and retrieve information from the Internet following the hyperlinks.

79 An Example: Web Robot Detection
Decision trees can be used to distinguish between human accesses and those due to Web robots (Web crawler). Input data from Web server log A Web session: IP address, Timestamp, Request method, Requested web pages, Protocol, Number of bytes, Referrer, etc Feature extraction Depth: distance in terms of the number of hyperlinks Breadth: the width of the corresponding Web graph

80 An Example: Web Robot Detection
Depth: 0 MINDS Depth: 1 Papers/papers.html MINDS/MINDS_papers.html Depth: 2 Graph of a Web session Breadth: 2

81 An Example: Web Robot Detection
Other features Total number of pages retrieved Total number of image pages retrieved Total number of time spent The same page requested more than once etc

82 An Example: Web Robot Detection
Dataset: 2916 records 1458 sessions due to Web robots (class 1) 1458 sessions due to humans (class 0) 10% of the data for training 90% of the data for testing The induced decision tree is shown in Fig (see the textbook) Error rate 3.8% on the training set 5.3% on the test set

83 An Example: Web Robot Detection
Observations: Accesses by Web robots tend to be broad and shallow, whereas accesses by human users tend to more focused (narrow but deep). Unlike human users, Web robots seldom retrieve the image pages associated with a web document. Sessions due to Web robots tend to be long and contain a large number of requested pages. Web robots are more likely to make repeated requests for the same document since the Web pages retrieved by human users are often cached by the browers.

84 Model Evaluation (pp. 295--304)
Metrics for Performance Evaluation How to evaluate the performance of a model? Methods for Performance Evaluation How to obtain reliable estimates? Methods for Model Comparison How to compare the relative performance among competing models?

85 Model Evaluation Metrics for Performance Evaluation
How to evaluate the performance of a model? Methods for Performance Evaluation How to obtain reliable estimates? Methods for Model Comparison How to compare the relative performance among competing models?

86 Metrics for Performance Evaluation
Focus on the predictive capability of a model Rather than how fast it takes to classify or build models, scalability, etc. Confusion Matrix: PREDICTED CLASS ACTUAL CLASS Class=Yes Class=No a b c d a: TP (true positive) b: FN (false negative) c: FP (false positive) d: TN (true negative)

87 Metrics for Performance Evaluation…
Most widely-used metric: PREDICTED CLASS ACTUAL CLASS Class=Yes Class=No a (TP) b (FN) c (FP) d (TN)

88 Limitation of Accuracy
Consider a 2-class problem Number of Class 0 examples = 9990 Number of Class 1 examples = 10 If model predicts everything to be class 0, accuracy is 9990/10000 = 99.9 % Accuracy is misleading because model does not detect any class 1 example

89 Cost Matrix PREDICTED CLASS C(i|j) ACTUAL CLASS
Class=Yes Class=No C(Yes|Yes) C(No|Yes) C(Yes|No) C(No|No) C(i|j): Cost of misclassifying class j example as class i

90 Computing Cost of Classification
Cost Matrix PREDICTED CLASS ACTUAL CLASS C(i|j) + - -1 100 1 Model M1 PREDICTED CLASS ACTUAL CLASS + - 150 40 60 250 Model M2 PREDICTED CLASS ACTUAL CLASS + - 250 45 5 200 Accuracy = 80% Cost = 3910 Accuracy = 90% Cost = 4255

91 Cost vs Accuracy Count Cost a b c d p q PREDICTED CLASS ACTUAL CLASS
Class=Yes Class=No a b c d N = a + b + c + d Accuracy = (a + d)/N Cost = p (a + d) + q (b + c) = p (a + d) + q (N – a – d) = q N – (q – p)(a + d) = N [q – (q-p)  Accuracy] Accuracy is proportional to cost if 1. C(Yes|No)=C(No|Yes) = q 2. C(Yes|Yes)=C(No|No) = p Cost PREDICTED CLASS ACTUAL CLASS Class=Yes Class=No p q

92 Cost-Sensitive Measures
Count PREDICTED CLASS ACTUAL CLASS Class= Yes Class= No a b c d Precision is biased towards C(Yes|Yes) & C(Yes|No) Recall is biased towards C(Yes|Yes) & C(No|Yes) A model that declares every record to be the positive class: b = d = 0 A model that assigns a positive class to the (sure) test record: c is small Recall is high Precision is high

93 Cost-Sensitive Measures (Cont’d)
Count PREDICTED CLASS ACTUAL CLASS Class= Yes Class= No a b c d F-measure is biased towards all except C(No|No)

94 Model Evaluation Metrics for Performance Evaluation
How to evaluate the performance of a model? Methods for Performance Evaluation How to obtain reliable estimates? Methods for Model Comparison How to compare the relative performance among competing models?

95 Methods for Performance Evaluation
How to obtain a reliable estimate of performance? Performance of a model may depend on other factors besides the learning algorithm: Class distribution Cost of misclassification Size of training and test sets

96 Learning Curve Learning curve shows how accuracy changes with varying sample size Requires a sampling schedule for creating learning curve: Arithmetic sampling (Langley, et al) Geometric sampling (Provost et al) Effect of small sample size: Bias in the estimate Variance of estimate

97 Methods of Estimation Holdout
Reserve 2/3 for training and 1/3 for testing Random subsampling Repeated holdout Cross validation Partition data into k disjoint subsets k-fold: train on k-1 partitions, test on the remaining one Leave-one-out: k=n Stratified sampling oversampling vs undersampling Bootstrap Sampling with replacement

98 Methods of Estimation (Cont’d)
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

99 Methods of Estimation (Cont’d)
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 boostrap methods, and a common one is .632 boostrap Suppose we are given a data set of d tuples. The data set 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 will end up in the bootstrap, and the remaining 36.8% will form the test set (since (1 – 1/d)d ≈ e-1 = 0.368) Repeat the sampling procedue k times, overall accuracy of the model:

100 Model Evaluation Metrics for Performance Evaluation
How to evaluate the performance of a model? Methods for Performance Evaluation How to obtain reliable estimates? Methods for Model Comparison How to compare the relative performance among competing models?

101 ROC (Receiver Operating Characteristic)
Developed in 1950s for signal detection theory to analyze noisy signals Characterize the trade-off between positive hits and false alarms ROC curve plots TPR (on the y-axis) against FPR (on the x-axis) Performance of each classifier represented as a point on the ROC curve changing the threshold of algorithm, sample distribution or cost matrix changes the location of the point

102 ROC Curve At threshold t: TP=50, FN=50, FP=12, TN=88
- 1-dimensional data set containing 2 classes (positive and negative) - any points located at x > t is classified as positive At threshold t: TP=50, FN=50, FP=12, TN=88

103 ROC Curve PREDICTED CLASS ACTUAL CLASS TPR = TP/(TP+FN)
Class =Yes Class= No a (TP) b (FN) Class =No c (FP) d (TN) At threshold t: TP=50, FN=50, FP=12, TN=88 TPR = TP/(TP+FN) FPR = FP/(FP+TN)

104 ROC Curve PREDICTED CLASS (TPR,FPR):
(0,0): declare everything to be negative class TP=0, FP = 0 (1,1): declare everything to be positive class FN = 0, TN = 0 (1,0): ideal FN = 0, FP = 0 PREDICTED CLASS ACTUAL CLASS Class =Yes Class= No a (TP) b (FN) Class =No c (FP) d (TN) TPR = TP/(TP+FN) FPR = FP/(FP+TN)

105 ROC Curve (TPR,FPR): (0,0): declare everything to be negative class
(1,1): declare everything to be positive class (1,0): ideal Diagonal line: Random guessing Below diagonal line: prediction is opposite of the true class

106 Using ROC for Model Comparison
No model consistently outperforms the other M1 is better for small FPR M2 is better for large FPR Area Under the ROC curve (AUC) Ideal: Area = 1 Random guess: Area = 0.5

107 How to Construct an ROC curve
Use classifier that produces posterior probability for each test instance P(+|A) Sort the instances according to P(+|A) in decreasing order Apply threshold at each unique value of P(+|A) Count the number of TP, FP, TN, FN at each threshold TP rate, TPR = TP/(TP+FN) FP rate, FPR = FP/(FP + TN) Instance P(+|A) True Class 1 0.95 + 2 0.93 3 0.87 - 4 0.85 5 6 7 0.76 8 0.53 9 0.43 10 0.25

108 How to construct an ROC curve
Threshold >= ROC Curve:


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