第3章数据挖掘课件(免费阅读).pptVIP

11/19/01 ? Prentice Hall 第三章 数据挖掘技术 讲解分类、聚类、关联规则等数据挖掘功能（任务）中用到的所有实现方法。 参数模型及非参数模型 包括：统计方法； 相似性度量； 决策树； 神经网络； 遗传算法； 第一节 数据挖掘的统计方法 贝叶斯定理 假设检验 回归和相关 Bayes Theorem（是一种以给定的数据集为依据或输入来估计某种属性可能性的方法） Posterior Probability: P(h1|xi) Prior Probability: P(h1) Bayes Theorem: Assign probabilities of hypotheses given a data value. Bayes Theorem Example Credit authorizations (hypotheses): h1=authorize purchase, h2 = authorize after further identification, h3=do not authorize, h4= do not authorize but contact police Assign twelve data values for all combinations of credit and income: From training data: P(h1) = 60%; P(h2)=20%; P(h3)=10%; P(h4)=10%. Bayes Example(cont’d) Training Data: Bayes Example(cont’d) Calculate P(xi|hj) and P(xi) Ex: P(x7|h1)=2/6; P(x4|h1)=1/6; P(x2|h1)=2/6; P(x8|h1)=1/6; P(xi|h1)=0 for all other xi. Predict the class for x4: Calculate P(hj|x4) for all hj. Place x4 in class with largest value. Ex: P(h1|x4)=(P(x4|h1)(P(h1))/P(x4) =(1/6)(0.6)/0.1=1. x4 in class h1. Hypothesis Testing Find model to explain behavior by creating and then testing a hypothesis about the data.（首先建立一个假设，然后用观测数据验证它，目的是为了发现能够解释观测数据的模型） Exact opposite of usual DM approach. H0 – Null hypothesis; Hypothesis to be tested. H1 – Alternative hypothesis Chi Squared Statistic O – observed value E – Expected value based on hypothesis. Ex: O={50,93,67,78,87} E=75 c2=15.55 and therefore significant Regression Predict future values based on past values Linear Regression assumes linear relationship exists. y = c0 + c1 x1 + … + cn xn Find values to best fit the data Linear Regression Correlation Examine the degree to which the values for two variables behave similarly. Correlation coefficient r: 1 = perfect correlation -1 = perfect but opposite correlation 0 = no correlation Similarity Measures Determine similarity between two objects. Similarity characteristics: Alternatively, distance measure measure