Mining High Speed Data Streams cs采矿高速数据流政务司司长.uvm.pptVIP

Mining High Speed Data Streams * Tie-Breaking A situation may occur where two or more competing attributes can not be separated. Even with very small Hoeffding bound, it would not be able to separate them and the tree growth would stall. Waiting for too long to decide between them may harm the accuracy of the tree. If the Hoeffding bound is sufficiently small, less than T [tie breaking parameter], then the node is split on the current best attribute. Mining High Speed Data Streams * Tie-breaking Without tie-breaking the tree grows much slower, ending up around five times smaller after 700 million training examples. Without tie breaking the tree takes much longer to come close to the same level of accuracy as the tie-breaking variant. Mining High Speed Data Streams * Hoeffding trees - Theorem Disagreement between two decision trees: Δ(DT1, DT2) = Px[Path1(x) !=Path2(x)] Theorem: Let E[Δ(HTδ, DT*)] be the expected value of Δ(HTδ, DT*)]. If HTδ is the tree produced by the Hoeffding tree algorithm with desired probability δ, given infinite examples, DT* is the asymptotic Batch tree, and p is the leaf probability, then E[Δ(HTδ, DT*)] = δ /p. [for proof, please refer Author’s paper “Mining High-speed data streams”] Mining High Speed Data Streams * The VFDT system The VFDT system is based on the Hoeffding tree algorithm seen above: It uses either the information gain or gini index as the attribute evaluation measure. VFDT is able to mine on the order of a billion examples per day. It mines examples in less time than it takes to input them from the disk. VFDT allow the user to specify some parameters as: Ties : two attributes with very close G’s will lead to examination of a large number of examples to determine the best one. G computation: Is the most time consuming part of the algorithm and it makes sense that just one example will not dramatically change the G. So user can specify a number nmin of new examples before recompilation. Mining H