1. Association Rule Mining Debapriyo Majumdar Data Mining – Fall 2014 Indian Statistical Institute Kolkata August 4 and 7, 2014

2. Transaction idItems 1Bread, Ham, Juice, Cheese, Salami, Lettuce 2Rice, Dal, Coconut, Curry leaves, Coffee, Milk, Pickle 3Milk, Biscuit, Bread, Salami, Fruit jam, Egg 4Tea, Bread, Salami, Bacon, Ham, Sausage, Tomato 5Rice, Egg, Pickle, Curry leaves, Coconut, Red chilly Market Basket Analysis Scenario: customers shopping at a supermarket 1  What can we infer from the above data?  An association rule: {Bread, Salami}  {Ham}, with confidence ~ 2/3

3. Applications  Information driven marketing  Catalog design  Store layout  Customer segmentation based on buying patterns  Several papers by Rakesh Agrawal and others in the 1990s  Rakesh Agrawal and Ramakrishnan Srikant Fast Algorithms for Mining Association Rules The VLDB 1994 2

4. The Market-Basket Model  A (large) set of binary attributes, called items I = {i 1, …, i n } e.g. milk, bread, the items sold at the market  A transaction T consists of a (small) subset of I e.g. the list of items (bill) bought by one customer at once  The database D is a (large) set of transactions D = {T 1, …, T N } 3

5. The Market-Basket Model  Goal: mining associations between the items – The transactions or customers also may have associations, but here we are interested in such relations  Approach: finding subset of items that are present together in transactions frequently  An itemset: any subset X of I 4

6. Support of an Itemset  Let X be an itemset  Support count σ(X) = # of transactions containing all items of X  support(X) = fraction of transactions containing all items of X 5  Makes sense (statistically significant) only when – support count is at least a few hundreds – in a database of several thousand transactions support({Bread, Salami}) support({Rice, Pickle, Coconut}) = 0.6 = 0.4 T-IDItems 1Bread, Ham, Juice, Cheese, Salami, Lettuce 2Rice, Dal, Coconut, Curry leaves, Coffee, Milk, Pickle 3Milk, Biscuit, Bread, Salami, Fruit jam, Egg 4Tea, Bread, Salami, Bacon, Ham, Sausage, Tomato 5Rice, Egg, Pickle, Curry leaves, Coconut, Red chilly

7. Association Rule  Association rule: an implication of the form X  Y where X, Y I, and X Y = ϕ.  support(X  Y) = – Transactions containing all items of both X and Y  confidence(X  Y) = 6 U UI T-IDItems 1Bread, Ham, Juice, Cheese, Salami, Lettuce 2Rice, Dal, Coconut, Curry leaves, Coffee, Milk, Pickle 3Milk, Biscuit, Bread, Salami, Fruit jam, Egg 4Tea, Bread, Salami, Bacon, Ham, Sausage, Tomato 5Rice, Egg, Pickle, Curry leaves, Coconut, Red chilly σ(X U Y) | D | σ(X U Y) σ(X)σ(X) R : {Bread, Salami}  {Ham} support(R) = confidence(R) = 2 5 2 3

8. Association Rule Mining Task  Given a set of items I, a set of transactions D, a minimum support thresholds minsup and a minimum confidence threshold minconf  Find all rules R such that support(R) ≥ minsup confidence(R) ≥ minconf 7

9. One Approach  Observe: support(X  Y) = == support(Z) where Z = X U Y  If Z = W U V, support(X  Y) = support(W  V) – Each binary partition of Z represents an association rule – With same support – However, the confidences may be different  Approach: frequent itemset generation 1.Find all itemsets Z with support(Z) ≥ minsup. Call such itemsets frequent itemsets. 2.From each Z, generate rules with confidence(Z) ≥ minconf 8 σ(X U Y) | D | σ(Z)σ(Z)

10. Finding Frequent Itemsets  If | I | = n, then number of possible itemsets = 2 n  For each itemset, compute the support by scanning the lists of items of each transaction – O(N × w), where w is the average length of transactions  Overall complexity: O(2 n × N × w)  Computationally very expensive!! 9

11. Anti-monotone Property of Support  If an itemset is frequent, all its subsets are also frequent – Because if X ⊆ Y, then support(X) ≥ support(Y) – For all transactions T such that Y ⊆ T, we have X ⊆ T 10 T-IDItems 1Bread, Ham, Juice, Cheese, Salami, Lettuce 2Rice, Dal, Coconut, Curry leaves, Coffee, Milk, Pickle 3Milk, Biscuit, Bread, Salami, Fruit jam, Egg 4Tea, Bread, Salami, Bacon, Ham, Sausage, Tomato 5Rice, Egg, Pickle, Curry leaves, Coconut, Red chilly Support({Bread, Salami}) ≥ Support({Bread, Ham, Salami})

12. The A-Priori Algorithm Notation: L k = The set of frequent (large) itemsets of size k C k = The candidate set of frequent (large) itemsets of size. Algorithm: L 1 = {Frequent 1-itemsets}; for ( k = 2; L k – 1 ≠ 0; k++ ) do begin C k = apriori_gen(L k-1 ); /* Generating new candidates */ for all transactions T in D do begin C T = subset(C k,T) /* Keeping only the valid candidates */ for all candidates c in C T do c.count++; end L k = {c in C k | c.count ≥ minsup} end Output = Union of all L k for k = 1, 2, …, n 11

13. Generating candidate itemsets L k  A join of L k-1 with itself insert into C k select p.item 1, p.item 2, …, p.item k-1, q.item k-1 from L k-1 p, L k-1 q where p.item 1 = q.item 1, …, p.item k-2 = q.item k-2, p.item k-1 < q.item k-1  What does it do? 12 L3L3 L3L3 {1, 2, 3} {1, 2, 4} {1, 3, 4} {1, 3, 5} {2, 3, 4} C 4 = { {1, 2, 3, 4}, {1, 3, 4, 5} } A prune step: {1, 3, 4, 5} will be pruned because {1, 4, 5} ∉ L 3

14. Checking Support for candidates  One approach: for each candidate itemset c ∈ C k for each transactions T ∈ D do begin check if c ⊆ T end  Complexity? 13

15. Using a Hash Tree Let us have 12 candidate itemsets of size 3 {1 2 5}, {1 2 7}, {1 3 9}, {2 4 5}, {2 8 9}, {3 5 7}, {4 5 9}, {4 7 8}, {5 6 7}, {5 7 9}, {6 7 8}, {6 7 9} 14 Hash function 1, 4, 7 2, 5, 8 3, 6, 9

16. The Hash Tree {1 2 5}, {1 2 7}, {1 3 9}, {2 4 5}, {2 8 9}, {3 5 7}, {4 5 9}, {4 7 8}, {5 6 7}, {5 7 9}, {6 7 8}, {6 7 9} 15 Hash Function 1, 4, 7 2, 5, 8 3, 6, 9 Root 1,4,7+ 2,5,8+ 3,6,9+ {1 2 5} {1 2 7} {1 3 9}{2 4 5} {2 8 9} {3 5 7} {4 5 9} {4 7 8} {5 6 7} {5 7 9} {6 7 8}{6 7 9}

17. Subsets of the transaction 16 {1 6 7} {1 6 8} {1 2 6} {1 2 7} {1 2 8} {1 2 6 7 8} {6 7 8}{1 2 6 7 8}{2 6 7 8} {1 2 6 7 8} {1 6 7 8}{1 7 8} {2 6 7 8} {2 7 8} {2 6 7} {2 6 8} All subsets of size 3 for a transaction{1 2 6 7 8}, ordered by the item id Subsets starting with 1 Subsets starting with 12 Hashing in the same style

18. The Subset Operation using Hash Tree Transaction: {1 2 5 6 8}, ordered by item id 17 Hash Function 1, 4, 7 2, 5, 8 3, 6, 9 Root 1,4,7+ 2,5,8+ 3,6,9+ {1 2 5} {1 2 7} {1 3 9}{2 4 5} {2 8 9} {3 5 7} {4 5 9} {4 7 8} {5 6 7} {5 7 9} {6 7 8}{6 7 9} {1 2 5 6 8} {2 5 6 8} {5 6 8} {1 2 5 6 8} {1 2 5}

19. Where are we now?  Computed frequent itemsets, i.e. the itemsets with required support minsup  Each frequent k-itemset X gives rise to several association rules  Ignoring X  ϕ and ϕ  X, 2 k – 2 rules  Rules generated from different itemsets are also different  The rules need to be checked for minimum confidence  All these rules already satisfy the support condition 18 How many?

20. Rules Generated from the Same Itemset  Let X ⊂ Y, for non empty itemsets X, and Y  Then X  Y - X is an association rule  Theorem: If X ’ ⊂ X, then c(X  Y – X) ≥ c(X ’  Y – X ’ ) – Example: c({1 2 3}  {4 5}) ≥ c({1 2}  {3 4 5})  Proof. Observe: c(X  Y – X) = σ(Y)/σ(X) c(X ’  Y – X ’ ) = σ(Y)/σ(X ’ ) since X’ ⊂ X, σ(X ’ ) ≥ σ(X) so c(X  Y – X) ≥ c(X ’  Y – X ’)  Corollary: If X  Y – X is not a high-confidence association rule, then X’  Y – X’ is also not a high confidence rule. 19

21. Level-wise Approach for Rule Generation Frequent itemset: {1 2 3 4} 20 {1 3 4}  {2} {2 3 4}  {1} {1 2 4}  {3} {1}  {2 3 4} {1 2}  {3 4} {1 2 3}  {4} {1 3}  {2 4} {1 4}  {2 3} {2 3}  {1 4} {2 4}  {1 3} {3 4}  {1 2} {2}  {1 3 4} {3}  {1 2 4} {4}  {1 2 3} {1 2 3 4}  {}  Suppose {1 2 4}  {3} fails the confidence bar  The whole tree under {1 2 4}  {3} can be discarded       

22. Maximal Frequent itemsets Maximal frequent itemset: an itemset, for which none of its immediate supersets are frequent 21 {3} {4} {2} {1 2 3} {1 2} {1} {1 3} {1 4} {2 3} {2 4} {3 4} {1 2 4} {1 3 4} {2 3 4} {} {1 2 3 4}

23. Maximal Frequent itemsets Maximal frequent itemset: an itemset, for which none of its immediate supersets are frequent 22 {3} {4} {2} {1 2 3} {1 2} {1} {1 3} {1 4} {2 3} {2 4} {3 4} {1 2 4} {1 3 4} {2 3 4} {} {1 2 3 4} Not frequent

24. Maximal Frequent itemsets Maximal frequent itemset: an itemset, for which none of its immediate supersets are frequent 23 {3} {4} {2} {1 2 3} {1 2} {1} {1 3} {1 4} {2 3} {2 4} {3 4} {1 2 4} {1 3 4} {2 3 4} {} {1 2 3 4} Not frequent Maximal frequent

25. Maximal Frequent itemsets All frequent itemsets are subsets of one of the maximal frequent itemsets. 24 {3} {4} {2} {1 2 3} {1 2} {1} {1 3} {1 4} {2 3} {2 4} {3 4} {1 2 4} {1 3 4} {2 3 4} {} {1 2 3 4} Not frequent Maximal frequent

26. Maximal Frequent Itemsets  Valuable compact representation of the frequent itemsets But  Do not contain the support information of the subsets – Says all supersets have lesser support, but does not say if any subset also has the same support 25

27. Closed Frequent Itemsets  Closed itemset: an itemset X for which none of its immediate supersets has exactly the same support count as X – If X is not closed, at least one of its immediate supersets have the same support as the support of X  Closed frequent itemset: an itemset which is closed and frequent (support ≥ minsup)  Support for non-closed frequent itemsets can be determined from the support information of the closed frequent itemsets 26 Frequent itemsets Closed frequent itemsets Maximal frequent itemsets

28. Evaluation of Association Rules  Even from a small dataset a very large number of rules can be generated – For example, as support and confidence conditions are relaxed, number of rules explode  Interestingness measure for patterns / rules is required  Objective interestingness measure: a measure that uses statistics derived from the data – Support, confidence, correlation, … – Domain independent – Requires minimal human involvement 27

29. Subjective Measure of Interestingness  The rule {Salami}  {Bread} is not so interesting because it is obvious!  Rules such as{Salami}  {Dish washer detergent}, {Salami}  {Diper}, etc are less obvious  Subjectively more interesting for marketing experts – Non-trivial cross sell  Methods for subjective measurement – Visualization aided: human in the loop – Template-based: constrains are provided for rules – Filter obvious and non-actionable rules 28 ? ?

30. Contingency Table Coffee Tea15050200 Tea650150800 2001000 29 BB’ Af 11 f 10 f 1+ A’f 01 f 00 f 0+ f +1 f +0  Frequency tabulated for a pair of binary variables  Used as a useful evaluation and illustration tool  Generally: A’ (or B’) denotes the transactions in which A (or B) is absent f 1+ = support count of A f +1 = support count of B

31. Limitations of Support & Confidence  Tuning the support threshold is tricky  Low threshold – Too many rules generated!  High threshold – Potentially interesting patterns may fall below the support threshold 30

32. Limitation of Confidence  But: Overall 80% people have coffee – i.e., the rule{}  {Coffee} has confidence 80%. – Among tea takers, the percentage actually drops to 75%!!  Where does it go wrong?  Confidence measure ignores the support of Y for a rule X  Y 31 Coffee Tea15050200 Tea650150800 2001000 Consider the rule: {Tea}  {Coffee} Support = 15% Confidence = 75%

33. Interest factor  Lift: Lift(X  Y) =  For binary variables, lift is equivalent to interest factor  Interest factor: I(X,Y) = =  Similar to baseline frequency comparison under statistical independence assumption – If X and Y are statistically independent, their baseline frequency (expected frequency of X and Y both occurring) is f 11 = 32 c(X  Y) σ(Y)σ(Y) s(X U Y) s(X) s(Y) N f 11 f 1+. f +1 N

34. Interest factor  Intuitively I(X,Y) = 1, if X and Y are independent > 1, if X and Y have a positive correlation < 1, if X and Y have a negative correlation  Verify for the tea – coffee example I(Tea, Coffee) = 0.15 / (0.2 × 0.8) = 0.94 33 Coffee Tea15050200 Tea650150800 2001000 I = N f 11 f 1+. f +1

35. Limitation of Interest Factor  Observe: I(Text, Analysis) = 1.02, I(Graph, Mining) = 4.08  Text and Analysis are more related than Graph and Mining  Confidence measure: c(Text  Analysis) = 94.6% c(Graph  Mining) = 28.6%  What goes wrong here? 34 Text Analysis88050930 Analysis502070 930701000 Mining Graph205070 Graph50880930 709301000

36. More Measures  Correlation coefficient for binary variables:  IS Measure: I and S measures combined  Mathematically equivalent to cosine measure of binary variables 35

37. Properties of Objective Measures 36 BB’ Af 11 f 10 f 1+ A’f 01 f 00 f 0+ f +1 f +0  Inversion property: Invariant under inversion operation – Exchange f 11 with f 00 and f 01 with f 10 – The value of the measure remains the same  Null addition property: Invariant under addition of counts for other variables, i.e. the value of the measure remains the same if f 00 is increased  Which measures have which properties?

38. References  Rakesh Agrawal and Ramakrishnan Srikant Fast Algorithms for Mining Association Rules VLDB 1994  Introduction to Data Mining, by Tan, Steinbach, Kumar – The webpage: http://www- users.cs.umn.edu/~kumar/dmbook/index.phphttp://www- users.cs.umn.edu/~kumar/dmbook/index.php – Chapter 6 is available online: http://www- users.cs.umn.edu/~kumar/dmbook/ch6.pdfhttp://www- users.cs.umn.edu/~kumar/dmbook/ch6.pdf 37