introduction - ustcdm.ustc.edu.cn › ds2015 › courseware › introduction.pdf• basics in...

15
Introduction Jian Pei School of Computing Science Simon Fraser University [email protected]

Upload: others

Post on 25-Jun-2020

14 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Introduction

Jian PeiSchool of Computing Science

Simon Fraser [email protected]

Page 2: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Big Data: Characteristics

• Volume• Velocity• Variety• Veracity• Value• …• Vancouver

J. Pei: Big Data Analytics -- Introduction 2

Page 3: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

J. Pei: Connecting Big Data with Many People 3

Page 4: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

What Is Big Data?

• “Big data is like teenage sex – everyone talks about it, – nobody really knows how to do it,

everyone thinks everyone else is doing it

J. Pei: Big Data Analytics -- Introduction

– everyone thinks everyone else is doing it, – so everyone claims they are doing it...”

– Dan Ariely

4

Page 5: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Is Big Data Really New?

• (Genesis 28:15) “I am with you and will watch over you wherever you go”

• “密室私语,天闻如雷;暗室欺心,神目如电;善恶之报 如影随行”;善恶之报,如影随行

• Similar statements in Quran and Sutra• People were aware of the existence of big

data long time ago, but no one could access it until very recently

J. Pei: Big Data Analytics -- Introduction 5

Page 6: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Installation of Pope Benedict, 2005

J. Pei: Connecting Big Data with Many People 6

Source: http://enterprise-it-architecture.blogspot.ca/2013/05/dinner-and-little-disruption.html

Page 7: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Installation of Pope Francis, 2013

J. Pei: Connecting Big Data with Many People 7

Source: http://enterprise-it-architecture.blogspot.ca/2013/05/dinner-and-little-disruption.html

Page 8: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Big Data Is About …

• Volume• Velocity• Variety• Veracity• Value

• Connecting data with peopleg p p– Accessibility

• Second use of data• Connecting data from multiple sources

– Capability of analyzing big data• Background knowledge• Context-aware analysis• Interactive analysis

J. Pei: Big Data Analytics -- Introduction 8

Page 9: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

J. Pei: Connecting Big Data with Many People 9© 2011 Virgin Group

Page 10: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

10J. Pei: Big Data Analytics -- Introduction

Page 11: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Tools for Big Data Analytics• Statistics – how to make statistics scalable?

– Data volume– Changes – Complexity

• Computation – how to make computation based on scientific principles?– Justifiable and reliable inferences

“If you torture the data long enough, it will confess” – Ronald H. Coase

J. Pei: Big Data Analytics -- Introduction 11

Page 12: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

What Is This Course About?

• Some computational statistics tools that may be useful in big data analytics

• Investigate some recent case studies on how to use computational statistics tools inhow to use computational statistics tools in big data analytics

• Identify some interesting problems that may be approachable by computational statistics tools

J. Pei: Big Data Analytics -- Introduction 12

Page 13: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Content – Sampling Techniques• Basic ideas• Simple random sampling• Confidence intervals• Estimating proportions and subpopulationEstimating proportions and subpopulation

means• Unequal probability sampling• Core ideas

– Sampling size– Confidence levels– Use of unbiased estimators

J. Pei: Big Data Analytics -- Introduction 13

Page 14: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Content – Computational Statistics

• Basics in optimization methods• Combinatorial optimization• EM optimization• Simulation and MC integration• MCMC• Bootstrapping• Nonparametric density estimation

J. Pei: Big Data Analytics -- Introduction 14

Page 15: Introduction - USTCdm.ustc.edu.cn › ds2015 › courseware › Introduction.pdf• Basics in optimization methods • Combinatorial optimization • EM optimization • Simulation

Big Data Is the Message!

• “The medium is the message. … in the long run a medium’s content matters less than the medium itself in influencing howmedium itself in influencing how we think and act.”

– (Herbert) Marshall McLuhan

• Big data is a current medium

J. Pei: Big Data Analytics -- Introduction 15