url: discus.anu.edu.au/ml/dm - technical university of … what is data mining ? technology...

Data Mining: Research, Development, and Consultancies

Ole Møller NielsenComputer Sciences Laboratories,

Research School of Information Science and EngineeringAustralian National University, Canberra

10 October, 2000

URL: discus.anu.edu.au/ml/dm

1

Accreditations

CollaboratorsCommonwealth Science and Industrial Research Organisation (CSIRO),

Centre for Mathematics and Information Science,Enterprise Data Mining Group

FundingDanish Research Council (SNF)

andCooperative Research Centre for Advanced Computational Systems (ACSys)

2

Outline

What is Data Mining ?

Technology Development

Consultancies

Research example

3

What is Data Mining anyway?

DefinitionAutomatic extraction of new and useful knowledge from large datasets.

Challenges- Extremely large and complex datasets- Useful information is implicit and hidden- Privacy and sensitivity issues exist- Errors and missing values are common

Catchy phrases

We are drowning in information but starving for knowledge!

Let the data speak for itself !

4

Typical Approaches to Data Mining

� Predictive ModellingTree induction, Neural nets, Regression

� SegmentationClustering, Classification

� Link AnalysisAssociations, Sequential patterns

� Deviation DetectionVisualisation, Outlier Detection

Usually no sampling !

5

CRISP Data Mining Model

EvaluateModel

BuildModel(s)

PrepareData

UnderstandCustomer

AnalyseData

TakeAction

Modelling takes typically only 10% of the time!

CRISP-DM: Cross Industry Standard Process for Data Mining, http://www.crisp-dm.org

6

Recent Consultancies

� Australian Health Insurance Commission.Medicare transaction data (MBS) from NSW 1997, 1998.37 mill. records, 44 attributes.Objective: Characterise different behaviour patterns of pathology labs.

� Australian Department for Health and Age Care.Medicare (MBS) and Pharmaceutical (PBS) data from WA, 1994 to 1998.MBS: 85 mill. records, 15 attributes. PBS: 52 mill. records, 10 attributes.Objective: Just find something interesting !

HardwareCPU: 12 processor Sun Enterprise 4500 shared memory multiprocessorRAM: 4.75 GigabytesDISK: 256 Gigabytes (RAID disk array)

7

Data model

Data Mining Tools: Python, C, Matlab, MPI

Variable width,comma separated format

Python, C, MPI MySQL, Python

Perl

Binary flat files SQL database

Fixed width format

8

Technology Development - DMTools

With Peter Christen, Australian National University

Markus Hegland, Australian National University

� Need for fast, easy, and flexible access to large amounts of data

� Based on the Python scripting language and MySQL

� A collection of library routines for convenient data- access- analysis- visualisation and report generation

� Core technologies: Caching, Compression, Parallel Data Base Access

9

Definition of Cohorts - Example

Verbal definitionAll individuals who have seen a psychiatrist in 1998

Operational definitionPatient IDs appearing in the MBS 1998 database withitem numbers

�����–�����

,��

–�����

, or� �������

DMTools definitionPSYCHIATRIC = [[’00134’,’00159’], [’00300’, ’00352’], ’14224’]cohort = get cohort(’mbs’,PSYCHIATRIC,1998)

10

General Supervised Caching Tool

Properties- Trades space for speed- Supervised caching of general function results- Persistence

Applications- Core utility used extensively throughout DMTools- User function used in code development for quick retrieval of pre-computed data- Shared use of cached results

Examplecohort = get cohort(’mbs’,PSYCHIATRIC,1998)

cohort = cache(get cohort,(’mbs’,PSYCHIATRIC,1998))

11

Time savings using caching

Based on 16646 hits by five users in the period 10/8/2000 to 5/10/2000.

Function Name Hits CPU Time Gain(%) Size (MB)simplequery 6580 26 1 90.47 2.28execquery 8185 138 7 91.68 4.39get mbs patients 303 1298 69 94.56 40.07

get cohort 532 338 0 97.30 0.20get selected transactions 815 1560 4 99.55 4.04multiquery 46 133 0 99.69 0.76get drug usage 167 1389 0 99.99 0.01gen latex section 18 635 0 100.00 0.00

The five users saved 918 CPU hours – about a week each!

————————————-

12

High Dimensional Surface FittingWith Zuowei Shen, National University of Singapore

Markus Hegland, Australian National University

Regression- Model data by computing an approximating smooth surface.

Regression, Predictive models, Classification, Visualisation, etc- Alternative to Neural nets and Tree induction- Curse of dimensionality - full surface is prohibitive in dimensions � �

Breaking the curse of dimensionality

- Additive models, Wavelets (this work !)- Matlab Demonstrator: HISURF

13

Multiresolution analysis

� ���� ������� ��� � ���� ���� ������� ������������ �� � � � � �!� � �#" � �%$ &�%' () � ��*+-, �/. +102

Simplifying notation:

� $ �*+3, ��4 + 4 + $ 5 &� 6 $

. + �� 6 �

14

A priori compression in high dimensions

� � $ ��� , � � $ ��

� , ��*��� , � 4 � � $ �*������� � � , �

��� , ��4 � �

Some spaces are less important than others�������� ���� ����� � � ������ � � ���� ��� "! " � �#"

Approximation idea

$ � $ *�&% ���'�(�� � �'% ���� "! " � � % ���

� , � 4 � �

15

2D example

Projection errors Active spaces)+*-,/.1000000�2436587�9�365;:=< 000000 >�? 7A@ >B? :DC EGFIH E .KJ L

01

23

4

0

1

2

3

4

j2

j1 MONQPSRSTVUXWZYPSR[Y R \ ]^

]\^R

_

P ^_

^ R ^ ] `

MONQP ^ TVUXW^ R^]`

16

3D example

17

Density and Accuracy (� � �

)

Density of� ��� � � �

Density of$ ������� � � �� � � ��� � �#" � � ���

1 2 3 4 5 6 710

1

102

103

104

105

106

107

j

UncompressedCompressed

Accuracy:��� ��� � � � ��� � � ��� � � ���� � � �� � � � �

� �

18

The smoothing problem

Data set:� � � + " ��� � + " � � 6 $ � ����������� � � + " � � � ��� � + " � �

Minimise the functional

� ��� � $ �+-, � � � � � � + " � � � � + " � � ����� ����� � � � � � � � �Linear system (from Galerkin projection on

���or

$ �)

��� � � ��� ��� $ � ���

19

Coefficient matrix in different bases and spaces

� ��� H � � ( "! L C E ! # )

20

Floating point operations,� � �

1 2 3 4 5 6 7 810

0

105

1010

1015

1020

1025

1030

Floating point operations

d

UncompressedCompressed

21

Smoothed magnetic field

Based on 735,500 measurements.

TPSFEM: 16641 vars HISURF: 833 vars ADDFIT: 388 vars

22

A classification problem

Problem: Predict forest cover from cartographic parameters.Binary decision function:

� � � � $ 5 � � � � � � � � � � � � � � �

Classification rate$ � � � � + " � 6 $ � ��������� � � � � + " $ � � � � + " � ��� �Compressed system Generic system

Dimensions Rate # terms Rate # terms2 0.8216 37 0.8260 813 0.8359 123 0.8483 7294 0.8487 368 0.8631 65615 0.8587 1032 N/A 590496 0.8697 2768 N/A 531441

23

Summary

ANU, CSL Data Mining project based on

� Consultancies to direct the questions and evaluation

� Technology to make the data handling feasible

� Research to provide new algorithms and insight

24