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Introducing
Association Discovery
BigML 2015 Fall Release
BigML	Inc Fall	2015	Release 2
Today’s	Webinar
•Speaker:	
•Poul	Petersen,	CIO		
•Moderator:	
•Atakan	Ce>nsoy,	VP	Predic>ve	Applica>ons		
•Enter	ques>ons	into	chat	box	–	we’ll	answer	
some	via	text;	others	at	the	end	of	the	session	
•email:	info@bigml.com		
•TwiPer:	@bigmlcom
BigML	Inc Fall	2015	Release 3
Associa1on	Discovery
Algorithm	
“Magnum	Opus”	from		
Geoff	Webb	
Unsupervised	Learning:	
unlabelled	data	
Learning	Task:	
Find	“interes1ng”	rela1ons	
between	variables.
BigML	Inc Fall	2015	Release
Decision	Trees	
Bagging	
Decision	Forest	
4
BigML	Workflow
MODEL
DATASET
CLUSTER
ANOMALY
ASSOCIATION
SOURCE
K-Means	
G-Means	
Isola>on	Forest	
Magnum	Opus
BigML	Inc Fall	2015	Release 5
date customer account auth class zip amount
Mon Bob 3421 pin clothes 46140 135
Tue Bob 3421 sign food 46140 401
Tue Alice 2456 pin food 12222 234
Wed Sally 6788 pin gas 26339 94
Wed Bob 3421 pin tech 21350 2459
Wed Bob 3421 pin gas 46140 83
The Sally 6788 sign food 26339 51
Clustering
date customer account auth class zip amount
Mon Bob 3421 pin clothes 46140 135
Tue Bob 3421 sign food 46140 401
Tue Alice 2456 pin food 12222 234
Wed Sally 6788 pin gas 26339 94
Wed Bob 3421 pin tech 21350 2459
Wed Bob 3421 pin gas 46140 83
The Sally 6788 sign food 26339 51
Anomaly	Detec1on
similar
unusual
Unsupervised	Learning
BigML	Inc Fall	2015	Release
date customer account auth class zip amount
Mon Bob 3421 pin clothes 46140 135
Tue Bob 3421 sign food 46140 401
Tue Alice 2456 pin food 12222 234
Wed Sally 6788 pin gas 26339 94
Wed Bob 3421 pin tech 21350 2459
Wed Bob 3421 pin gas 46140 83
The Sally 6788 sign food 26339 51
6
{customer = Bob, account = 3421} zip = 46140
Rules:
{class = gas} amount > 80
Associa1on	Rules
BigML	Inc Fall	2015	Release
date customer account auth class zip amount
Mon Bob 3421 pin clothes 46140 135
Tue Bob 3421 sign food 46140 401
Tue Alice 2456 pin food 12222 234
Wed Sally 6788 pin gas 26339 94
Wed Bob 3421 pin tech 21350 2459
Wed Bob 3421 pin gas 46140 83
The Sally 6788 sign food 26339 51
7
{customer = Bob, account = 3421} zip = 46140
Rules:
{class = gas} amount > 80
Antecedent Consequent
Associa1on	Rules
BigML	Inc Fall	2015	Release 8
Use	Cases
• Market	Basket	Analysis	
• Web	usage	paPerns	
• Intrusion	detec>on	
• Fraud	detec>on	
• Bioinforma>cs	
• Medical	risk	factors
BigML	Inc Fall	2015	Release 9
Market	Basket	Analysis
• Dataset	of	9,834	grocery	cart	transac>ons	
• Each	row	is	a	list	of	all	items	in	a	cart	at	checkout	
GOAL:	Discover	“interes1ng”	rules	about	what	store	items	
are	typically	purchased	together.
BigML	Inc Fall	2015	Release 10
Associa1on	Metrics
Instances
A
C
Coverage	
Percentage	of	instances	which	
match	antecedent	“A”
BigML	Inc Fall	2015	Release 11
Associa1on	Metrics
Instances
A
C
Support	
Percentage	of	instances	which	
match	antecedent	“A”	and	
Consequent	“C”
BigML	Inc Fall	2015	Release
Confidence	
Percentage	of	instances	in	the	
antecedent	which	also	contain	
the	consequent.	
Support	
Coverage
12
Associa1on	Metrics
Instances
A
C
BigML	Inc Fall	2015	Release
C
Instances
A
C
A
Instances
C
Instances
A
13
Associa1on	Metrics
Instances
A
C
0% 100%
Instances
A
C
Confidence
A	never		
implies	C
A	some1mes		
implies	C
A	always		
implies	C
BigML	Inc Fall	2015	Release
LiO	
Ra>o	of	observed	support	to	
support	if	A	and	C	were	
sta>s>cally	independent.		
	Support					==		Confidence	
p(A)	*	p(C)														p(C)
14
Associa1on	Metrics
Independent
A
C
C
Observed
A
BigML	Inc Fall	2015	Release
C
Observed
A
15
Associa1on	Metrics
Observed
A
C
< 1 > 1
Independent
A
C
Lift = 1
Nega>ve	
Correla>on
No	Associa>on
Posi>ve	
Correla>on
Independent
A
C
Independent
A
C
Observed
A
C
BigML	Inc Fall	2015	Release 16
Associa1on	Metrics
Independent
A
C
C
Observed
A
Leverage	
Difference	of	observed	support	
and	support	if	A	and	C	were	
sta>s>cally	independent.		
Support	-	[	p(A)	*	p(C)	]
BigML	Inc Fall	2015	Release
C
Observed
A
17
Associa1on	Metrics
Observed
A
C
< 0 > 0
Independent
A
C
Leverage = 0
Nega>ve	
Correla>on
No	Associa>on
Posi>ve	
Correla>on
Independent
A
C
Independent
A
C
Observed
A
C
-1… …1
BigML	Inc Fall	2015	Release 18
GOAL:	Find	general	rules	that	indicate	diabetes.	
• Dataset	of	diagnos>c	measurements	of	768	
pa>ents.		
• Each	pa>ent	labelled	True/False	for	diabetes.	
Medical	Risk
BigML	Inc Fall	2015	Release 19
Medical	Risk
Associa1on	Rule	
If plasma glucose > 146
then diabetes = TRUE
Decision	Tree	
If plasma glucose > 155
and bmi > 29.32
and diabetes pedigree > 0.32
and insulin <= 629
and age <= 44
then diabetes = TRUE
BigML	Inc Fall	2015	Release 20
Par1al	Dependence	Plots
Visualize	Ensembles
BigML	Inc Fall	2015	Release 21
Flatline	Editor
hPps://github.com/bigmlcom/flatline
BigML	Inc Fall	2015	Release
Decision	Trees	
Bagging	
Decision	Forest	
22
BigML	Workflow
MODEL
DATASET
CLUSTER
ANOMALY
ASSOCIATION
SOURCE
K-Means	
G-Means	
Isola>on	Forest	
Magnum	Opus	
DATASET
Flatline	
Flatline	Editor
BigML	Inc Fall	2015	Release 23
Logis1c	Regression
DATASET LOGISTIC REGRESSION
• Classifica>on	algorithm	
• Categorical:	one-hot	encoded	
• Text:	mapped	to	token	freq	
• Bindings	support	local	model	
• I1/I2	regulariza>on	
• Currently	API	only
hPps://bigml.com/developers/logis>cregressions
BigML	Inc Fall	2015	Release
Decision	Trees	
Bagging	
Decision	Forest	
Logis>c	Regression	
24
BigML	Workflow
MODEL
DATASET
CLUSTER
ANOMALY
ASSOCIATION
SOURCE
K-Means	
G-Means	
Isola>on	Forest	
Magnum	Opus	
DATASET
Flatline	
Flatline	Editor
BigML	Inc Fall	2015	Release 25
BigML	Classifiers
Advantages Disadvantages
Single	Tree
easy	to	interpret	
robust	to	missing	data
overfiong
Ensemble
top	performer	
robust	to	missing	data
hard	to	interpret
Logis1c	Regression
robust	to	noise	
outputs	probability
	no	missing	data	
hard	to	interpret
BigML	Inc Fall	2015	Release
Decision	Trees	
Bagging	
Decision	Forest	
Logis>c	Regression	
26
BigML	Workflow
MODEL
DATASET
CLUSTER
ANOMALY
ASSOCIATION
SOURCE
K-Means	
G-Means	
Isola>on	Forest	
Magnum	Opus	
Sta>s>cal	Tests	
Correla>ons	
STATS
DATASET
Flatline	
Flatline	Editor
BigML	Inc Fall	2015	Release 27
Correla1ons
DATASET CORRELATION
• Pearson	Coefficient	
• Spearman	Coefficient	
• Chi-Square	
• Cramér's	V	
• Tschuprow's	T	
• One-way	ANOVA
hPps://bigml.com/developers/correla>ons
BigML	Inc Fall	2015	Release 28
Sta1s1cal	Tests
DATASET STATISTICAL TESTS
• Benford’s	Law	
• Anderson-Darling	
• Jarque-Bera	
• Z-score	
• Grubbs
hPps://bigml.com/developers/sta>s>caltests
BigML	Inc Fall	2015	Release
Decision	Trees	
Bagging	
Decision	Forest	
Logis>c	Regression	
29
BigML	Workflow
MODEL
DATASET
CLUSTER
ANOMALY
ASSOCIATION
SOURCE
K-Means	
G-Means	
Isola>on	Forest	
Magnum	Opus	
Sta>s>cal	Tests	
Correla>ons	
STATS
DATASET
Flatline	
Flatline	Editor
BigML	Inc Fall	2015	Release 30
Q&A
•Ask	ques1ons	and	get	a	Free	BigML	T-shirt!
•All	demonstrated	features	are	immediately	available	to	all	users	
including:		
•All	subscrip1on	plans		
•Virtual	Private	Cloud	(VPC)	customers	
•On-premise	implementa1ons.
•Documenta1on@	hRps://bigml.com/releases
BigML	Inc Fall	2015	Release 31
FEEDBACK
@bigmlcomTWITTER
info@bigml.com
Get	Started	Today!
RESOURCES
Join us for future
webinars & hangouts
OFFICE
HOURS
Every Wednesday
9:30am Pacific Time

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