#### Transcript Steven F. Ashby Center for Applied Scientific Computing Month DD

```Effect of Support Distribution

Many real data sets have skewed support
distribution
Support
distribution of
a retail data set
Introduction to Data Mining
4/18/2004
‹#›
Effect of Support Distribution

How to set the appropriate minsup threshold?
– If minsup is set too high, we could miss itemsets
involving interesting rare items (e.g., expensive
products)
– If minsup is set too low, it is computationally
expensive and the number of itemsets is very large

Using a single minimum support threshold may
not be effective
Introduction to Data Mining
4/18/2004
‹#›
Multiple Minimum Support

How to apply multiple minimum supports?
– MS(i): minimum support for item i
– e.g.: MS(Milk)=5%,
MS(Coke) = 3%,
MS(Broccoli)=0.1%, MS(Salmon)=0.5%
– MS({Milk, Broccoli}) = min (MS(Milk), MS(Broccoli))
= 0.1%
– Challenge: Support is no longer anti-monotone


Suppose:
Support(Milk, Coke) = 1.5% and
Support(Milk, Coke, Broccoli) = 0.5%
{Milk,Coke} is infrequent but {Milk,Coke,Broccoli} is frequent
Introduction to Data Mining
4/18/2004
‹#›
Multiple Minimum Support
Item
MS(I)
Sup(I)
A
0.10% 0.25%
B
0.20% 0.26%
C
0.30% 0.29%
D
0.50% 0.05%
E
3%
4.20%
AB
ABC
AC
ABD
ABE
AE
ACD
BC
ACE
BD
BE
BCD
CD
BCE
CE
BDE
DE
CDE
A
B
C
D
E
Introduction to Data Mining
4/18/2004
‹#›
Multiple Minimum Support
Item
MS(I)
AB
ABC
AC
ABD
ABE
AE
ACD
BC
ACE
BD
BE
BCD
CD
BCE
CE
BDE
DE
CDE
Sup(I)
A
A
B
0.10% 0.25%
0.20% 0.26%
B
C
C
0.30% 0.29%
D
D
0.50% 0.05%
E
E
3%
4.20%
Introduction to Data Mining
4/18/2004
‹#›
Multiple Minimum Support (Liu 1999)

Order the items according to their minimum
support (in ascending order)
– e.g.:
MS(Milk)=5%,
MS(Coke) = 3%,
MS(Broccoli)=0.1%, MS(Salmon)=0.5%
– Ordering: Broccoli, Salmon, Coke, Milk

Need to modify Apriori such that:
– L1 : set of frequent items
– F1 : set of items whose support is  MS(1)
where MS(1) is mini( MS(i) )
– C2 : candidate itemsets of size 2 is generated from F1
Introduction to Data Mining
4/18/2004
‹#›
Multiple Minimum Support (Liu 1999)

Modifications to Apriori:
A candidate (k+1)-itemset is generated by merging two
frequent itemsets of size k
 The candidate is pruned if it contains any infrequent subsets
of size k

– Pruning step has to be modified:
Prune only if subset contains the first item
 e.g.: Candidate={Broccoli, Coke, Milk} (ordered according to
minimum support)
 {Broccoli, Coke} and {Broccoli, Milk} are frequent but
{Coke, Milk} is infrequent

– Candidate is not pruned because {Coke,Milk} does not contain
the first item, i.e., Broccoli.
Introduction to Data Mining
4/18/2004
‹#›
Pattern Evaluation

Association rule algorithms tend to produce too
many rules
– many of them are uninteresting or redundant
– Redundant if {A,B,C}  {D} and {A,B}  {D}
have same support & confidence

Interestingness measures can be used to
prune/rank the derived patterns

In the original formulation of association rules,
support & confidence are the only measures used
Introduction to Data Mining
4/18/2004
‹#›
Application of Interestingness Measure
Interestingness
Measures
Introduction to Data Mining
4/18/2004
‹#›
Computing Interestingness Measure

Given a rule X  Y, information needed to compute rule
interestingness can be obtained from a contingency table
Contingency table for X  Y
Y
Y
X
f11
f10
f1+
X
f01
f00
fo+
f+1
f+0
|T|
f11: support of X and Y
f10: support of X and Y
f01: support of X and Y
f00: support of X and Y
Used to define various measures

support, confidence, lift, Gini,
J-measure, etc.
Introduction to Data Mining
4/18/2004
‹#›
Drawback of Confidence
Coffee
Coffee
Tea
15
5
20
Tea
75
5
80
90
10
100
Association Rule: Tea  Coffee
Confidence= P(Coffee|Tea) = 0.75
but P(Coffee) = 0.9
 Although confidence is high, rule is misleading
 P(Coffee|Tea) = 0.9375
Introduction to Data Mining
4/18/2004
‹#›
Statistical Independence

Population of 1000 students
– 600 students know how to swim (S)
– 700 students know how to bike (B)
– 420 students know how to swim and bike (S,B)
– P(SB) = 420/1000 = 0.42
– P(S)  P(B) = 0.6  0.7 = 0.42
– P(SB) = P(S)  P(B) => Statistical independence
– P(SB) > P(S)  P(B) => Positively correlated
– P(SB) < P(S)  P(B) => Negatively correlated
Introduction to Data Mining
4/18/2004
‹#›
Statistical-based Measures

Measures that take into account statistical
dependence
P(Y | X )
Lift 
P(Y )
P( X , Y )
Interest 
P( X ) P(Y )
PS  P( X , Y )  P( X ) P(Y )
P( X , Y )  P( X ) P(Y )
  coefficient 
P( X )[1  P( X )] P(Y )[1  P(Y )]
Introduction to Data Mining
4/18/2004
‹#›
Example: Lift/Interest
Coffee
Coffee
Tea
15
5
20
Tea
75
5
80
90
10
100
Association Rule: Tea  Coffee
Confidence= P(Coffee|Tea) = 0.75
but P(Coffee) = 0.9
 Lift = 0.75/0.9= 0.8333 (< 1, therefore is negatively associated)
Introduction to Data Mining
4/18/2004
‹#›
Drawback of Lift & Interest
Y
Y
X
10
0
10
X
0
90
90
10
90
100
0.1
Lift 
 10
(0.1)(0.1)
Y
Y
X
90
0
90
X
0
10
10
90
10
100
0.9
Lift 
 1.11
(0.9)(0.9)
Statistical independence:
If P(X,Y)=P(X)P(Y) => Lift = 1
Introduction to Data Mining
4/18/2004
‹#›
There are lots of
measures proposed
in the literature
Some measures are
good for certain
applications, but not
for others
What criteria should
we use to determine
whether a measure
pruning? How does
it affect these
measures?
Properties of A Good Measure

Piatetsky-Shapiro:
3 properties a good measure M must satisfy:
– M(A,B) = 0 if A and B are statistically independent
– M(A,B) increase monotonically with P(A,B) when P(A)
and P(B) remain unchanged
– M(A,B) decreases monotonically with P(A) [or P(B)]
when P(A,B) and P(B) [or P(A)] remain unchanged
Introduction to Data Mining
4/18/2004
‹#›
Comparing Different Measures
10 examples of
contingency tables:
Example
f11
E1
E2
E3
E4
E5
E6
E7
E8
E9
E10
8123
8330
9481
3954
2886
1500
4000
4000
1720
61
Rankings of contingency tables
using various measures:
Introduction to Data Mining
f10
f01
f00
83
424 1370
2
622 1046
94
127 298
3080
5
2961
1363 1320 4431
2000 500 6000
2000 1000 3000
2000 2000 2000
7121
5
1154
2483
4
7452
4/18/2004
‹#›
Property under Variable Permutation
B
p
r
A
A
B
q
s
B
B
A
p
q
A
r
s
Does M(A,B) = M(B,A)?
Symmetric measures:

support, lift, collective strength, cosine, Jaccard, etc
Asymmetric measures:

confidence, conviction, Laplace, J-measure, etc
Introduction to Data Mining
4/18/2004
‹#›
Property under Row/Column Scaling
Male
Female
High
2
3
5
Low
1
4
5
3
7
10
Male
Female
High
4
30
34
Low
2
40
42
6
70
76
2x
10x
Mosteller:
Underlying association should be independent of
the relative number of male and female students
in the samples
Introduction to Data Mining
4/18/2004
‹#›
Property under Inversion Operation
Transaction 1
.
.
.
.
.
Transaction N
A
B
C
D
E
F
1
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
1
1
1
1
1
1
1
1
0
1
1
1
1
0
1
1
1
1
1
0
1
1
1
1
1
1
1
1
0
0
0
0
0
1
0
0
0
0
0
(a)
(b)
Introduction to Data Mining
(c)
4/18/2004
‹#›
Example: -Coefficient

-coefficient is analogous to correlation coefficient
for continuous variables
Y
Y
X
60
10
70
X
10
20
30
70
30
100
0 . 6  0 .7  0 .7

0 . 7  0 .3  0 .7  0 . 3
 0.5238
Y
Y
X
20
10
30
X
10
60
70
30
70
100
0 . 2  0 . 3  0 .3

0 . 7  0 .3  0 .7  0 . 3
 0.5238
 Coefficient is the same for both tables
Introduction to Data Mining
4/18/2004
‹#›
A
A
B
p
r
B
q
s
A
A
B
p
r
B
q
s+k
Invariant measures:

support, cosine, Jaccard, etc
Non-invariant measures:

correlation, Gini, mutual information, odds ratio, etc
Introduction to Data Mining
4/18/2004
‹#›
Different Measures have Different Properties
Sym bol
Measure
Range
P1
P2
P3
O1
O2
O3
O3'
O4



Q
Y

M
J
G
s
c
L
V
I
IS
PS
F
AV
S

Correlation
Lambda
Odds ratio
Yule's Q
Yule's Y
Cohen's
Mutual Information
J-Measure
Gini Index
Support
Confidence
Laplace
Conviction
Interest
IS (cosine)
Piatetsky-Shapiro's
Certainty factor
Collective strength
Jaccard
-1 … 0 … 1
0…1
0 … 1 … 
-1 … 0 … 1
-1 … 0 … 1
-1 … 0 … 1
0…1
0…1
0…1
0…1
0…1
0…1
0.5 … 1 … 
0 … 1 … 
0 .. 1
-0.25 … 0 … 0.25
-1 … 0 … 1
0.5 … 1 … 1
0 … 1 … 
0 .. 1
Yes
Yes
Yes*
Yes
Yes
Yes
Yes
Yes
Yes
No
No
No
No
Yes*
No
Yes
Yes
Yes
No
No
Yes
No
Yes
Yes
Yes
Yes
Yes
No
No
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
Yes
Yes
Yes
Yes
Yes
No
No
No
No
No
No
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
No
Yes
Yes
Yes
Yes**
Yes
Yes
Yes
No
No
Yes
Yes
No
No
Yes
Yes
Yes
No
No
No
No
No
No
No
No
No
No
No
No
No
No
No
Yes
No*
Yes*
Yes
Yes
No
No*
No
No*
No
No
No
No
No
No
Yes
No
No
Yes*
No
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
Yes
No
No
No
Yes
No
No
Yes
Yes
No
Yes
No
No
No
No
No
No
No
No
No
No
No
Yes
No
No
No
Yes
No
No
No
No
Yes

2
1 
2
 1  2  3 
  0 
Yes
3  Introduction
3  to Data
3 3 Mining
Yes
Yes
No
No
No
No
Klosgen's
K




4/18/2004
‹#›
No
Subjective Interestingness Measure

Objective measure:
– Rank patterns based on statistics computed from data
– e.g., 21 measures of association (support, confidence,
Laplace, Gini, mutual information, Jaccard, etc).

Subjective measure:
– Rank patterns according to user’s interpretation

A pattern is subjectively interesting if it contradicts the
expectation of a user (Silberschatz & Tuzhilin)

A pattern is subjectively interesting if it is actionable
(Silberschatz & Tuzhilin)
Introduction to Data Mining
4/18/2004
‹#›
Interestingness via Unexpectedness

Need to model expectation of users (domain knowledge)
+
-
Pattern expected to be frequent
Pattern expected to be infrequent
Pattern found to be frequent
Pattern found to be infrequent
+ - +

Expected Patterns
Unexpected Patterns
Need to combine expectation of users with evidence from
data (i.e., extracted patterns)
Introduction to Data Mining
4/18/2004
‹#›
Interestingness via Unexpectedness

Web Data (Cooley et al 2001)
– Domain knowledge in the form of site structure
– Given an itemset F = {X1, X2, …, Xk} (Xi : Web pages)

L: number of links connecting the pages

lfactor = L / (k  k-1)

cfactor = 1 (if graph is connected), 0 (disconnected graph)
– Structure evidence = cfactor  lfactor
P( X  X  ...  X )
– Usage evidence 
P( X  X  ...  X )
1
1
2
2
k
k
– Use Dempster-Shafer theory to combine domain
knowledge and evidence from data
Introduction to Data Mining
4/18/2004
‹#›
Other issues
Categorical
 Continuous
 Multi-level

Introduction to Data Mining
4/18/2004
‹#›
Continuous and Categorical Attributes
How to apply association analysis formulation to nonasymmetric binary variables?
Session Country Session
Id
Length
(sec)
Number of
Web Pages
viewed
Gender
Browser
Type
Male
IE
No
1
USA
982
8
2
China
811
10
Female Netscape
No
3
USA
2125
45
Female
Mozilla
Yes
4
Germany
596
4
Male
IE
Yes
5
Australia
123
9
Male
Mozilla
No
…
…
…
…
…
…
…
10
Example of Association Rule:
{Number of Pages [5,10)  (Browser=Mozilla)}  {Buy = No}
Introduction to Data Mining
4/18/2004
‹#›
Handling Categorical Attributes

Transform categorical attribute into asymmetric
binary variables

Introduce a new “item” for each distinct attributevalue pair
– Example: replace Browser Type attribute with

Browser Type = Internet Explorer

Browser Type = Mozilla

Browser Type = Mozilla
Introduction to Data Mining
4/18/2004
‹#›
Handling Categorical Attributes

Potential Issues
– What if attribute has many possible values

Example: attribute country has more than 200 possible values

Many of the attribute values may have very low support
– Potential solution: Aggregate the low-support attribute values
– What if distribution of attribute values is highly skewed

Example: 95% of the visitors have Buy = No

Most of the items will be associated with (Buy=No) item
– Potential solution: drop the highly frequent items
Introduction to Data Mining
4/18/2004
‹#›
Handling Continuous Attributes

Different kinds of rules:
– Age[21,35)  Salary[70k,120k)  Buy
– Salary[70k,120k)  Buy  Age: =28, =4

Different methods:
– Discretization-based
– Statistics-based
– Non-discretization based

minApriori
Introduction to Data Mining
4/18/2004
‹#›
Handling Continuous Attributes
Use discretization
 Unsupervised:

– Equal-width binning
– Equal-depth binning
– Clustering

Supervised:
Attribute values, v
Class
v1
v2
v3
v4
v5
v6
v7
v8
v9
Anomalous 0
0
20
10
20
0
0
0
0
Normal
100
0
0
0
100
100
150
100
150
bin1
bin2
Introduction to Data Mining
bin3
4/18/2004
‹#›
Discretization Issues

Size of the discretized intervals affect support &
confidence
{Refund = No, (Income = \$51,250)}  {Cheat = No}
{Refund = No, (60K  Income  80K)}  {Cheat = No}
{Refund = No, (0K  Income  1B)}  {Cheat = No}
– If intervals too small

may not have enough support
– If intervals too large


may not have enough confidence
Potential solution: use all possible intervals
Introduction to Data Mining
4/18/2004
‹#›
Discretization Issues

Execution time
– If intervals contain n values, there are on average
O(n2) possible ranges

Too many rules
{Refund = No, (Income = \$51,250)}  {Cheat = No}
{Refund = No, (51K  Income  52K)}  {Cheat = No}
{Refund = No, (50K  Income  60K)}  {Cheat = No}
Introduction to Data Mining
4/18/2004
‹#›
Approach by Srikant & Agrawal
 Preprocess
the data
– Discretize attribute using equi-depth partitioning
Use partial completeness measure to determine
number of partitions
 Merge adjacent intervals as long as support is less
than max-support

 Apply
existing association rule mining
algorithms
 Determine
interesting rules in the output
Introduction to Data Mining
4/18/2004
‹#›
Approach by Srikant & Agrawal

Discretization will lose information
Approximated X
X
– Use partial completeness measure to determine how
much information is lost
C: frequent itemsets obtained by considering all ranges of attribute values
P: frequent itemsets obtained by considering all ranges over the partitions
P is K-complete w.r.t C if P  C,and X  C,  X’  P such that:
1. X’ is a generalization of X and support (X’)  K  support(X)
2. Y  X,  Y’  X’ such that support (Y’)  K  support(Y)
(K  1)
Given K (partial completeness level), can determine number of intervals (N)
Introduction to Data Mining
4/18/2004
‹#›
Interestingness Measure
{Refund = No, (Income = \$51,250)}  {Cheat = No}
{Refund = No, (51K  Income  52K)}  {Cheat = No}
{Refund = No, (50K  Income  60K)}  {Cheat = No}

Given an itemset: Z = {z1, z2, …, zk} and its
generalization Z’ = {z1’, z2’, …, zk’}
P(Z): support of Z
EZ’(Z): expected support of Z based on Z’
P( z ) P( z )
P( z )
E (Z ) 

 
 P( Z ' )
P( z ' ) P( z ' )
P( z ' )
1
2
k
Z'
1
2
k
– Z is R-interesting w.r.t. Z’ if P(Z)  R  EZ’(Z)
Introduction to Data Mining
4/18/2004
‹#›
Interestingness Measure

For S: X  Y, and its generalization S’: X’  Y’
P(Y|X): confidence of X  Y
P(Y’|X’): confidence of X’  Y’
ES’(Y|X): expected support of Z based on Z’
P( y ) P( y )
P( y )
E (Y | X ) 

 
 P(Y '| X ' )
P( y ' ) P( y ' )
P( y ' )
1
1

2
2
k
k
Rule S is R-interesting w.r.t its ancestor rule S’ if
– Support, P(S)  R  ES’(S) or
– Confidence, P(Y|X)  R  ES’(Y|X)
Introduction to Data Mining
4/18/2004
‹#›
Statistics-based Methods

Example:
Browser=Mozilla  Buy=Yes  Age: =23

Rule consequent consists of a continuous variable,
characterized by their statistics
– mean, median, standard deviation, etc.

Approach:
– Withhold the target variable from the rest of the data
– Apply existing frequent itemset generation on the rest of the data
– For each frequent itemset, compute the descriptive statistics for
the corresponding target variable
Frequent itemset becomes a rule by introducing the target variable
as rule consequent

– Apply statistical test to determine interestingness of the rule
Introduction to Data Mining
4/18/2004
‹#›
Statistics-based Methods

How to determine whether an association rule
interesting?
– Compare the statistics for segment of population
covered by the rule vs segment of population not
covered by the rule:
A  B: 
versus
A  B: ’
– Statistical hypothesis testing:
Z
 '   
s12 s22

n1 n2

Null hypothesis: H0: ’ =  + 

Alternative hypothesis: H1: ’ >  + 

Z has zero mean and variance 1 under null hypothesis
Introduction to Data Mining
4/18/2004
‹#›
Statistics-based Methods

Example:
r: Browser=Mozilla  Buy=Yes  Age: =23
– Rule is interesting if difference between  and ’ is greater than 5
years (i.e.,  = 5)
– For r, suppose
n1 = 50, s1 = 3.5
– For r’ (complement): n2 = 250, s2 = 6.5
Z
 '   
2
1
2
2
s
s

n1 n2

30  23  5
2
2
 3.11
3.5 6.5

50 250
– For 1-sided test at 95% confidence level, critical Z-value for
rejecting null hypothesis is 1.64.
– Since Z is greater than 1.64, r is an interesting rule
Introduction to Data Mining
4/18/2004
‹#›
Min-Apriori (Han et al)
Document-term matrix:
TID W1 W2 W3 W4 W5
D1
2 2 0 0 1
D2
0 0 1 2 2
D3
2 3 0 0 0
D4
0 0 1 0 1
D5
1 1 1 0 2
Example:
W1 and W2 tends to appear together in the
same document
Introduction to Data Mining
4/18/2004
‹#›
Min-Apriori

Data contains only continuous attributes of the same
“type”
– e.g., frequency of words in a document

Potential solution:
TID W1 W2 W3 W4 W5
D1
2 2 0 0 1
D2
0 0 1 2 2
D3
2 3 0 0 0
D4
0 0 1 0 1
D5
1 1 1 0 2
– Convert into 0/1 matrix and then apply existing algorithms

lose word frequency information
– Discretization does not apply as users want association among
words not ranges of words
Introduction to Data Mining
4/18/2004
‹#›
Min-Apriori

How to determine the support of a word?
– If we simply sum up its frequency, support count will
be greater than total number of documents!

Normalize the word vectors – e.g., using L1 norm

Each word has a support equals to 1.0
TID W1 W2 W3 W4 W5
D1
2 2 0 0 1
D2
0 0 1 2 2
D3
2 3 0 0 0
D4
0 0 1 0 1
D5
1 1 1 0 2
Normalize
TID
D1
D2
D3
D4
D5
Introduction to Data Mining
W1
0.40
0.00
0.40
0.00
0.20
W2
0.33
0.00
0.50
0.00
0.17
W3
0.00
0.33
0.00
0.33
0.33
W4
0.00
1.00
0.00
0.00
0.00
4/18/2004
W5
0.17
0.33
0.00
0.17
0.33
‹#›
Min-Apriori

New definition of support:
sup( C )   min D(i, j )
iT
TID
D1
D2
D3
D4
D5
W1
0.40
0.00
0.40
0.00
0.20
W2
0.33
0.00
0.50
0.00
0.17
W3
0.00
0.33
0.00
0.33
0.33
W4
0.00
1.00
0.00
0.00
0.00
jC
W5
0.17
0.33
0.00
0.17
0.33
Introduction to Data Mining
Example:
Sup(W1,W2,W3)
= 0 + 0 + 0 + 0 + 0.17
= 0.17
4/18/2004
‹#›
Anti-monotone property of Support
TID
D1
D2
D3
D4
D5
W1
0.40
0.00
0.40
0.00
0.20
W2
0.33
0.00
0.50
0.00
0.17
W3
0.00
0.33
0.00
0.33
0.33
W4
0.00
1.00
0.00
0.00
0.00
W5
0.17
0.33
0.00
0.17
0.33
Example:
Sup(W1) = 0.4 + 0 + 0.4 + 0 + 0.2 = 1
Sup(W1, W2) = 0.33 + 0 + 0.4 + 0 + 0.17 = 0.9
Sup(W1, W2, W3) = 0 + 0 + 0 + 0 + 0.17 = 0.17
Introduction to Data Mining
4/18/2004
‹#›
Multi-level Association Rules
Food
Electronics
Computers
Milk
Wheat
Skim
White
Foremost
Home
2%
Desktop
Laptop Accessory
DVD
Kemps
Printer
TV
Introduction to Data Mining
Scanner
4/18/2004
‹#›
Multi-level Association Rules

Why should we incorporate concept hierarchy?
– Rules at lower levels may not have enough support to
appear in any frequent itemsets
– Rules at lower levels of the hierarchy are overly
specific
skim milk  wheat bread, etc.
are indicative of association between milk and bread

Introduction to Data Mining
4/18/2004
‹#›
Multi-level Association Rules

How do support and confidence vary as we
traverse the concept hierarchy?
– If X is the parent item for both X1 and X2, then
(X) >= (X1) + (X2)
– If
and
then
(X1  Y1) ≥ minsup,
X is parent of X1, Y is parent of Y1
(X  Y1) ≥ minsup, (X1  Y) ≥ minsup
(X  Y) ≥ minsup
– If
then
conf(X1  Y1) ≥ minconf,
conf(X1  Y) ≥ minconf
Introduction to Data Mining
4/18/2004
‹#›
Multi-level Association Rules

Approach 1:
– Extend current association rule formulation by augmenting each
transaction with higher level items
Original Transaction: {skim milk, wheat bread}
Augmented Transaction:

Issues:
– Items that reside at higher levels have much higher support
counts
if support threshold is low, too many frequent patterns involving items
from the higher levels

– Increased dimensionality of the data
Introduction to Data Mining
4/18/2004
‹#›
Multi-level Association Rules

Approach 2:
– Generate frequent patterns at highest level first
– Then, generate frequent patterns at the next highest
level, and so on

Issues:
– I/O requirements will increase dramatically because
we need to perform more passes over the data
– May miss some potentially interesting cross-level
association patterns
Introduction to Data Mining
4/18/2004
‹#›
Mining Sequential Patterns
Introduction to Data Mining
4/18/2004
‹#›
Sequence Data
Timeline
10
Sequence Database:
Object
A
A
A
B
B
B
B
C
Timestamp
10
20
23
11
17
21
28
14
Events
2, 3, 5
6, 1
1
4, 5, 6
2
7, 8, 1, 2
1, 6
1, 8, 7
15
20
25
30
35
Object A:
2
3
5
6
1
1
Object B:
4
5
6
2
1
6
7
8
1
2
Object C:
1
7
8
Introduction to Data Mining
4/18/2004
‹#›
Examples of Sequence Data
Sequence
Database
Sequence
Element (Transaction)
Event
(Item)
Customer
Purchase history of a given
customer
A set of items bought by a
customer at time t
Books, diary products,
CDs, etc
Web Data
Browsing activity of a particular
Web visitor
A collection of files viewed by
a Web visitor after a single
mouse click
contact info, etc
Event data
History of events generated by a
given sensor
Events triggered by a sensor
at time t
Types of alarms
generated by sensors
Genome
sequences
DNA sequence of a particular
species
An element of the DNA
sequence
Bases A,T,G,C
Element
(Transaction)
Sequence
E1
E2
E1
E3
E2
Introduction to Data Mining
E2
E3
E4
Event
(Item)
4/18/2004
‹#›
Formal Definition of a Sequence

A sequence is an ordered list of elements (transactions)
s = < e1 e2 e3 … >
– Each element contains a collection of events (items)
ei = {i1, i2, …, ik}
– Each element is attributed to a specific time or location

Length of a sequence, |s|, is given by the number of elements of the sequence

A k-sequence is a sequence that contains k events (items)
Introduction to Data Mining
4/18/2004
‹#›
Examples of Sequence

Web sequence
< {Homepage} {Electronics} {Digital Cameras} {Canon Digital Camera}

Sequence of initiating events causing the nuclear accident at 3-mile Island:
< {clogged resin} {outlet valve closure} {loss of feedwater}
{condenser polisher outlet valve shut} {booster pumps trip}
{main waterpump trips} {main turbine trips} {reactor pressure increases}>

Sequence of books checked out at a library:
<{Fellowship of the Ring} {The Two Towers} {Return of the King}>
Introduction to Data Mining
4/18/2004
‹#›
Formal Definition of a Subsequence



A sequence <a1 a2 … an> is contained in another sequence <b1 b2 …
bm> (m ≥ n) if there exist integers
i1 < i2 < … < in such that a1  bi1 , a2  bi1, …, an  bin
Data sequence
Subsequence
Contain?
< {2,4} {3,5,6} {8} >
< {2} {3,5} >
Yes
< {1,2} {3,4} >
< {1} {2} >
No
< {2,4} {2,4} {2,5} >
< {2} {4} >
Yes
The support of a subsequence w is defined as the fraction of data
sequences that contain w
A sequential pattern is a frequent subsequence (i.e., a subsequence
whose support is ≥ minsup)
Introduction to Data Mining
4/18/2004
‹#›
Sequential Pattern Mining: Definition

Given:
– a database of sequences
– a user-specified minimum support threshold, minsup

– Find all subsequences with support ≥ minsup
Introduction to Data Mining
4/18/2004
‹#›
What Is Sequential Pattern Mining?

Given a set of sequences, find the complete set
of frequent subsequences
A sequence database
SID
sequence
10
<a(abc)(ac)d(cf)>
20
30
<(ef)(ab)(df)cb>
40
<eg(af)cbc>
A
sequence
: < (ef) (ab) (df) c b >
An element may contain a set of items.
Items within an element are unordered
and we list them alphabetically.
<a(bc)dc> is a subsequence
of <a(abc)(ac)d(cf)>
Given support threshold min_sup =2, <(ab)c> is a
sequential pattern
Introduction to Data Mining
4/18/2004
‹#›
Challenges on Sequential Pattern Mining

A huge number of possible sequential patterns are
hidden in databases

A mining algorithm should
– find the complete set of patterns, when possible, satisfying the
minimum support (frequency) threshold
– be highly efficient, scalable, involving only a small number of
database scans
– be able to incorporate various kinds of user-specific constraints
Introduction to Data Mining
4/18/2004
‹#›
Sequential Pattern Mining: Challenge

Given a sequence: <{a b} {c d e} {f} {g h i}>
– Examples of subsequences:
<{a} {c d} {f} {g} >, < {c d e} >, < {b} {g} >, etc.

How many k-subsequences can be extracted from a given n-sequence?
<{a b} {c d e} {f} {g h i}> n = 9
k=4:
Y_
<{a}
_Y Y _ _ _Y
{d e}
{i}>
n 9
      126
 k   4
Introduction to Data Mining
4/18/2004
‹#›
Sequential Pattern Mining: Example
Object
A
A
A
B
B
C
C
C
D
D
D
E
E
Timestamp
1
2
3
1
2
1
2
3
1
2
3
1
2
Events
1,2,4
2,3
5
1,2
2,3,4
1, 2
2,3,4
2,4,5
2
3, 4
4, 5
1, 3
2, 4, 5
Introduction to Data Mining
Minsup = 50%
Examples of Frequent Subsequences:
< {1,2} >
< {2,3} >
< {2,4}>
< {3} {5}>
< {1} {2} >
< {2} {2} >
< {1} {2,3} >
< {2} {2,3} >
< {1,2} {2,3} >
s=60%
s=60%
s=80%
s=80%
s=80%
s=60%
s=60%
s=60%
s=60%
4/18/2004
‹#›
Studies on Sequential Pattern Mining

Concept introduction and an initial Apriori-like algorithm
– R. Agrawal & R. Srikant. “Mining sequential patterns,” ICDE’95

GSP—An Apriori-based, influential mining method (developed at IBM
– R. Srikant & R. Agrawal. “Mining sequential patterns: Generalizations
and performance improvements,” EDBT’96

From sequential patterns to episodes (Apriori-like + constraints)
– H. Mannila, H. Toivonen & A.I. Verkamo. “Discovery of frequent episodes
in event sequences,” Data Mining and Knowledge Discovery, 1997

Mining sequential patterns with constraints
– M.N. Garofalakis, R. Rastogi, K. Shim: SPIRIT: Sequential Pattern Mining
with Regular Expression Constraints. VLDB 1999
Introduction to Data Mining
4/18/2004
‹#›
Extracting Sequential Patterns

Given n events: i1, i2, i3, …, in

Candidate 1-subsequences:
<{i1}>, <{i2}>, <{i3}>, …, <{in}>

Candidate 2-subsequences:
<{i1, i2}>, <{i1, i3}>, …, <{i1} {i1}>, <{i1} {i2}>, …, <{in-1} {in}>

Candidate 3-subsequences:
<{i1, i2 , i3}>, <{i1, i2 , i4}>, …, <{i1, i2} {i1}>, <{i1, i2} {i2}>, …,
<{i1} {i1 , i2}>, <{i1} {i1 , i3}>, …, <{i1} {i1} {i1}>, <{i1} {i1} {i2}>, …
Introduction to Data Mining
4/18/2004
‹#›
A Basic Property of Sequential Patterns: Apriori

A basic property: Apriori (Agrawal & Sirkant’94)
– If a sequence S is not frequent
– Then none of the super-sequences of S is frequent
– E.g, <hb> is infrequent  so do <hab> and <(ah)b>
Seq. ID
Sequence
10
<(bd)cb(ac)>
20
<(bf)(ce)b(fg)>
30
<(ah)(bf)abf>
40
<(be)(ce)d>
50
Given support threshold
min_sup =2
Introduction to Data Mining
4/18/2004
‹#›
Generalized Sequential Pattern (GSP)

Step 1:
– Make the first pass over the sequence database D to yield all the 1element frequent sequences

Step 2:
Repeat until no new frequent sequences are found
– Candidate Generation:
Merge
pairs of frequent subsequences found in the (k-1)th pass to generate
candidate sequences that contain k items
– Candidate Pruning:
Prune
candidate k-sequences that contain infrequent (k-1)-subsequences
– Support Counting:
Make
a new pass over the sequence database D to find the support for these
candidate sequences
– Candidate Elimination:
Eliminate
candidate k-sequences whose actual support is less than minsup
Introduction to Data Mining
4/18/2004
‹#›
Finding Length-1 Sequential Patterns



Examine GSP using an example
Initial candidates: all singleton sequences
– <a>, <b>, <c>, <d>, <e>, <f>, <g>, <h>
Scan database once, count support for
candidates
min_sup =2
Seq. ID
Sequence
10
<(bd)cb(ac)>
20
<(bf)(ce)b(fg)>
30
<(ah)(bf)abf>
40
<(be)(ce)d>
50
Introduction to Data Mining
Cand
Sup
<a>
3
<b>
5
<c>
4
<d>
3
<e>
3
<f>
2
<g>
1
<h>
1
4/18/2004
‹#›
Candidate Generation

Base case (k=2):
– Merging two frequent 1-sequences <{i1}> and <{i2}> will produce two
candidate 2-sequences: <{i1} {i2}> and <{i1 i2}>

General case (k>2):
– A frequent (k-1)-sequence w1 is merged with another frequent
(k-1)-sequence w2 to produce a candidate k-sequence if the subsequence
obtained by removing the first event in w1 is the same as the subsequence
obtained by removing the last event in w2
The resulting candidate after merging is given by the sequence w1
extended with the last event of w2.

– If the last two events in w2 belong to the same element, then the last event
in w2 becomes part of the last element in w1
– Otherwise, the last event in w2 becomes a separate element appended to
the end of w1
Introduction to Data Mining
4/18/2004
‹#›
Candidate Generation Examples

Merging the sequences
w1=<{1} {2 3} {4}> and w2 =<{2 3} {4 5}>
will produce the candidate sequence < {1} {2 3} {4 5}> because the last two
events in w2 (4 and 5) belong to the same element

Merging the sequences
w1=<{1} {2 3} {4}> and w2 =<{2 3} {4} {5}>
will produce the candidate sequence < {1} {2 3} {4} {5}> because the last two
events in w2 (4 and 5) do not belong to the same element

We do not have to merge the sequences
w1 =<{1} {2 6} {4}> and w2 =<{1} {2} {4 5}>
to produce the candidate < {1} {2 6} {4 5}> because if the latter is a viable
candidate, then it can be obtained by merging w1 with
< {2 6} {45}>
Introduction to Data Mining
4/18/2004
‹#›
GSP Example
Frequent
3-sequences
< {1} {2} {3} >
< {1} {2 5} >
< {1} {5} {3} >
< {2} {3} {4} >
< {2 5} {3} >
< {3} {4} {5} >
< {5} {3 4} >
Candidate
Generation
< {1} {2} {3} {4} >
< {1} {2 5} {3} >
< {1} {5} {3 4} >
< {2} {3} {4} {5} >
< {2 5} {3 4} >
Introduction to Data Mining
Candidate
Pruning
< {1} {2 5} {3} >
4/18/2004
‹#›
Generating Length-2 Candidates
51 length-2
Candidates
<a>
<a>
<a>
<b>
<c>
<d>
<e>
<f>
<a>
<aa>
<ab>
<ac>
<ae>
<af>
<b>
<ba>
<bb>
<bc>
<bd>
<be>
<bf>
<c>
<ca>
<cb>
<cc>
<cd>
<ce>
<cf>
<d>
<da>
<db>
<dc>
<dd>
<de>
<df>
<e>
<ea>
<eb>
<ec>
<ed>
<ee>
<ef>
<f>
<fa>
<fb>
<fc>
<fd>
<fe>
<ff>
Without Apriori
property,
8*8+8*7/2=92
candidates
<b>
<c>
<d>
<e>
<f>
<(ab)>
<(ac)>
<(ae)>
<(af)>
<(bc)>
<(bd)>
<(be)>
<(bf)>
<(cd)>
<(ce)>
<(cf)>
<(de)>
<(df)>
<b>
<c>
<d>
<e>
<(ef)>
<f>
Introduction to Data Mining
Apriori prunes
44.57% candidates
4/18/2004
‹#›
Generating Length-3 Candidates and Finding Length-3
Patterns

Generate Length-3 Candidates
– Self-join length-2 sequential patterns
Based
on the Apriori property
<aa> and <ba> are all length-2 sequential patterns 
<aba> is a length-3 candidate
<ab>,
<bb> and <db> are all length-2 sequential patterns 
<(bd)b> is a length-3 candidate
<(bd)>,
– 46 candidates are generated

Find Length-3 Sequential Patterns
– Scan database once more, collect support counts for candidates
– 19 out of 46 candidates pass support threshold
Introduction to Data Mining
4/18/2004
‹#›
The GSP Mining Process
5th scan: 1 cand. 1 length-5 seq.
pat.
Cand. cannot pass
sup. threshold
<(bd)cba>
Cand. not in DB at all
4th scan: 8 cand. 6 length-4 seq. <abba> <(bd)bc> …
pat.
3rd scan: 46 cand. 19 length-3 seq. <abb> <aab> <aba> <baa> <bab> …
pat. 20 cand. not in DB at all
2nd scan: 51 cand. 19 length-2 seq.
<aa> <ab> … <af> <ba> <bb> … <ff> <(ab)> … <(ef)>
pat. 10 cand. not in DB at all
1st scan: 8 cand. 6 length-1 seq.
<a> <b> <c> <d> <e> <f> <g> <h>
pat.
min_sup =2
Seq. ID
Sequence
10
<(bd)cb(ac)>
20
<(bf)(ce)b(fg)>
30
<(ah)(bf)abf>
40
<(be)(ce)d>
Introduction to Data Mining
50
‹#›
Bottlenecks of GSP

A huge set of candidates could be generated

– 1,000 frequent length-1 sequences generate
length-2 candidates!
1000  999
1000 1000 
 1,499,500
2
Multiple scans of database in mining

Real challenge: mining long sequential patterns
– An exponential number of short candidates
– A length-100 sequential pattern needs 1030
candidate sequences!
100  100
30



2

1

10

 
i 1  i 
100
Introduction to Data Mining
4/18/2004
‹#›
```