CS145: INTRODUCTION TO DATA MINING

Transcription

1 CS145: INTRODUCTION TO DATA MINING 3: Vector Data: Logistic Regression Instructor: Yizhou Sun October 9, 2017

2 Methods to Learn Vector Data Set Data Sequence Data Text Data Classification Clustering Logistic Regression; Decision Tree; KNN SVM; NN K-means; hierarchical clustering; DBSCAN; Mixture Models Naïve Bayes for Text PLSA Prediction Frequent Pattern Mining Similarity Search Linear Regression GLM* Apriori; FP growth GSP; PrefixSpan DTW 2

3 Vector Data: Logistic Regression Classification: Basic Concepts Logistic Regression Model Generalized Linear Model* Summary 3

4 Supervised vs. Unsupervised Learning Supervised learning (classification) Supervision: The training data (observations, measurements, etc.) are accompanied by labels indicating the class of the observations New data is classified based on the training set Unsupervised learning (clustering) The class labels of training data is unknown Given a set of measurements, observations, etc. with the aim of establishing the existence of classes or clusters in the data 4

5 Prediction Problems: Classification vs. Numeric Prediction Classification predicts categorical class labels classifies data (constructs a model) based on the training set and the values (class labels) in a classifying attribute and uses it in classifying new data Numeric Prediction models continuous-valued functions, i.e., predicts unknown or missing values Typical applications Credit/loan approval: Medical diagnosis: if a tumor is cancerous or benign Fraud detection: if a transaction is fraudulent Web page categorization: which category it is 5

6 Classification A Two-Step Process (1) Model construction: describing a set of predetermined classes Each tuple/sample is assumed to belong to a predefined class, as determined by the class label attribute For data point i: < xx ii, yy ii > Features: xx ii ; class label: yy ii The model is represented as classification rules, decision trees, or mathematical formulae Also called classifier The set of tuples used for model construction is training set 6

7 Classification A Two-Step Process (2) Model usage: for classifying future or unknown objects Estimate accuracy of the model The known label of test sample is compared with the classified result from the model Test set is independent of training set (otherwise overfitting) Accuracy rate is the percentage of test set samples that are correctly classified by the model Most used for binary classes If the accuracy is acceptable, use the model to classify new data Note: If the test set is used to select models, it is called validation (test) set 7

8 Process (1): Model Construction Training Data Classification Algorithms NAME RANK YEARS TENURED Mike Assistant Prof 3 no Mary Assistant Prof 7 yes Bill Professor 2 yes Jim Associate Prof 7 yes Dave Assistant Prof 6 no Anne Associate Prof 3 no Classifier (Model) IF rank = professor OR years > 6 THEN tenured = yes 8

9 Process (2): Using the Model in Prediction Classifier Testing Data Unseen Data NAME RANK YEARS TENURED Tom Assistant Prof 2 no Merlisa Associate Prof 7 no George Professor 5 yes Joseph Assistant Prof 7 yes (Jeff, Professor, 4) Tenured? 9

10 Vector Data: Logistic Regression Classification: Basic Concepts Logistic Regression Model Generalized Linear Model* Summary 10

11 Linear Regression VS. Logistic Regression Linear Regression (prediction) Y: cccccccccccccccccccc vvvvvvvvvv, + Y = xx TT ββ = ββ 0 + xx 1 ββ 1 + xx 2 ββ xx pp ββ pp Y xx, ββ~nn(xx TT ββ, σσ 2 ) Logistic Regression (classification) Y: dddddddddddddddd vvvvvvvvvv ffffffff mm cccccccccccccc pp YY = CC jj [0,1] aaaaaa jj pp YY = CC jj = 1 11

12 Logistic Function Logistic Function / sigmoid function: σσ xx = 1 1+ee xx NNNNNNNN: σσ xx = σσ(xx)(1 σσ(xx)) 12

13 Modeling Probabilities of Two Classes PP YY = 1 XX, ββ = σσ XX TT ββ = 1 1+exp{ XX TT ββ} = exp{xxtt ββ} 1+exp{XX TT ββ} PP YY = 0 XX, ββ = 1 σσ XX TT ββ = exp{ XXTT ββ} 1+exp{ XX TT ββ} = 1 1+exp{XX TT ββ} ββ = ββ 0 ββ 1 ββ pp In other words YY X, ββ~bbeeeeeeeeeeeeeeee(σσ XX TT ββ ) 13

14 The 1-d Situation PP YY = 1 xx, ββ 0, ββ 1 = σσ ββ 1 xx + ββ , =0, =1 0 1 =0, =2 0 1 ) 1 =5, = Prob(Y=1 x, x 14

15 Example Q: What is ββ 0 here? 15

16 MLE estimation Parameter Estimation Given a dataset DD, wwwwwww nn dddddddd pppppppppppp For a single data object with attributes xx ii, class label yy ii Let pp ii = pp YY = 1 xx ii, ββ, ttttt pppppppp. oooo ii iiii cccccccccc 1 The probability of observing yy ii would be If yy ii = 1, ttttttt pp ii If yy ii = 0, ttttttt 1 pp ii yy Combing the two cases: pp ii ii 1 1 yy ppii ii LL = ii pp ii yy ii 1 ppii 1 yy ii = ii exp XX TT ββ 1+exp XX TT ββ yy ii 1 1+exp XX TT ββ 1 yy ii 16

17 Optimization Equivalent to maximize log likelihood LL = ii yy ii xx ii TT ββ log 1 + exp xx ii TT ββ Gradient ascent update: ββ nnnnnn = ββ oooooo + ηη (ββ) Newton-Raphson update Step size where derivatives are evaluated at ββ old 17

18 First Derivative pp(xx ii ; ββ) j = 0, 1,, p 18

19 Second Derivative It is a (p+1) by (p+1) matrix, Hessian Matrix, with jth row and nth column as 19

20 What about Multiclass Classification? It is easy to handle under logistic regression, say M classes PP YY = jj XX = 1,, MM 1 PP YY = MM XX = 1+ mm=1 exp{xx TT ββ jj } MM 1 exp{xx TT ββ mm }, for j = 1 MM 1 exp{xx TT ββ mm } 1+ mm=1 20

21 Vector Data: Logistic Regression Classification: Basic Concepts Logistic Regression Model Generalized Linear Model* Summary 21

22 Recall Linear Regression and Logistic Regression Linear Regression y xx, ββ~nn(xx TT ββ, σσ 2 ) Logistic Regression y xx, ββ~bbbbbbbbbbbbbbbbbb(σσ xx TT ββ ) How about other distributions? Yes, as long as they belong to exponential family 22

23 Canonical Form Exponential Family pp yy; ηη = bb yy exp ηη TT TT yy aa ηη ηη: natural parameter TT yy : sufficient statistic aa ηη : log partition function for normalization bb yy : function that only dependent on yy 23

24 Examples of Exponential Family Many: pp yy; ηη = bb yy exp ηη TT TT yy aa ηη Gaussian, Bernoulli, Poisson, beta, Dirichlet, categorical, For Gaussian (not interested in σσ) For Bernoulli ηη 24

25 Recipe of GLMs Determines a distribution for y E.g., Gaussian, Bernoulli, Poisson Form the linear predictor for ηη ηη = xx TT ββ Determines a link function: μμ = gg 1 (ηη) Connects the linear predictor to the mean of the distribution E.g., μμ = ηη for Gaussian, μμ = σσ ηη for Bernoulli, μμ = eeeeee ηη for Poisson 25

26 Vector Data: Logistic Regression Classification: Basic Concepts Logistic Regression Model Generalized Linear Model* Summary 26

27 Summary What is classification Supervised learning vs. unsupervised learning, classification vs. prediction Logistic regression Sigmoid function, multiclass classification Generalized linear model* Exponential family, link function 27